Starlight Global Real Estate ETF (SCGR.NO)
8.10
-0.02
(-0.25%)
CAD |
NEO |
May 17, 16:00
SCGR.NO Max Drawdown (5Y): 34.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.99% |
March 31, 2024 | 34.99% |
February 29, 2024 | 34.99% |
January 31, 2024 | 34.99% |
December 31, 2023 | 34.99% |
November 30, 2023 | 34.99% |
October 31, 2023 | 34.99% |
September 30, 2023 | 34.99% |
August 31, 2023 | 34.99% |
July 31, 2023 | 34.99% |
June 30, 2023 | 34.99% |
May 31, 2023 | 34.99% |
April 30, 2023 | 34.99% |
March 31, 2023 | 34.99% |
February 28, 2023 | 34.99% |
January 31, 2023 | 34.99% |
December 31, 2022 | 34.99% |
November 30, 2022 | 34.99% |
October 31, 2022 | 34.99% |
September 30, 2022 | 34.99% |
August 31, 2022 | 34.99% |
July 31, 2022 | 34.99% |
June 30, 2022 | 34.99% |
May 31, 2022 | 34.99% |
April 30, 2022 | 34.99% |
Date | Value |
---|---|
March 31, 2022 | 34.99% |
February 28, 2022 | 34.99% |
January 31, 2022 | 34.99% |
December 31, 2021 | 34.99% |
November 30, 2021 | 34.99% |
October 31, 2021 | 34.99% |
September 30, 2021 | 34.99% |
August 31, 2021 | 34.99% |
July 31, 2021 | 34.99% |
June 30, 2021 | 34.99% |
May 31, 2021 | 34.99% |
April 30, 2021 | 34.99% |
March 31, 2021 | 34.99% |
February 28, 2021 | 34.99% |
January 31, 2021 | 34.99% |
December 31, 2020 | 34.99% |
November 30, 2020 | 34.99% |
October 31, 2020 | 34.99% |
September 30, 2020 | 34.99% |
August 31, 2020 | 34.99% |
July 31, 2020 | 34.99% |
June 30, 2020 | 34.99% |
May 31, 2020 | 34.99% |
April 30, 2020 | 34.99% |
March 31, 2020 | 34.99% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
6.70%
Minimum
May 2019
34.99%
Maximum
Mar 2020
30.31%
Average
34.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.93 |
Beta (5Y) | 0.8216 |
Alpha (vs YCharts Benchmark) (5Y) | -2.511 |
Beta (vs YCharts Benchmark) (5Y) | 0.6822 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.71% |
Historical Sharpe Ratio (5Y) | -0.1246 |
Historical Sortino (5Y) | -0.1374 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.70% |