Global X SuperDividend™ ETF (SDIV)
21.74
+0.10
(+0.46%)
USD |
NYSEARCA |
Nov 25, 16:00
21.65
-0.09
(-0.41%)
After-Hours: 05:45
SDIV Max Drawdown (5Y): 56.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 56.92% |
September 30, 2024 | 56.92% |
August 31, 2024 | 56.92% |
July 31, 2024 | 56.92% |
June 30, 2024 | 56.92% |
May 31, 2024 | 56.92% |
April 30, 2024 | 56.92% |
March 31, 2024 | 56.92% |
February 29, 2024 | 56.92% |
January 31, 2024 | 56.92% |
December 31, 2023 | 56.92% |
November 30, 2023 | 56.92% |
October 31, 2023 | 56.92% |
September 30, 2023 | 56.92% |
August 31, 2023 | 56.92% |
July 31, 2023 | 56.92% |
June 30, 2023 | 56.92% |
May 31, 2023 | 56.92% |
April 30, 2023 | 56.92% |
March 31, 2023 | 56.92% |
February 28, 2023 | 56.92% |
January 31, 2023 | 56.92% |
December 31, 2022 | 56.92% |
November 30, 2022 | 56.92% |
October 31, 2022 | 56.92% |
Date | Value |
---|---|
September 30, 2022 | 56.92% |
August 31, 2022 | 56.92% |
July 31, 2022 | 56.92% |
June 30, 2022 | 56.92% |
May 31, 2022 | 56.92% |
April 30, 2022 | 56.92% |
March 31, 2022 | 56.92% |
February 28, 2022 | 56.92% |
January 31, 2022 | 56.92% |
December 31, 2021 | 56.92% |
November 30, 2021 | 56.92% |
October 31, 2021 | 56.92% |
September 30, 2021 | 56.92% |
August 31, 2021 | 56.92% |
July 31, 2021 | 56.92% |
June 30, 2021 | 56.92% |
May 31, 2021 | 56.92% |
April 30, 2021 | 56.92% |
March 31, 2021 | 56.92% |
February 28, 2021 | 56.92% |
January 31, 2021 | 56.92% |
December 31, 2020 | 56.92% |
November 30, 2020 | 56.92% |
October 31, 2020 | 56.92% |
September 30, 2020 | 56.92% |
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
27.21%
Minimum
Nov 2019
56.92%
Maximum
Mar 2020
54.94%
Average
56.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.69 |
Beta (5Y) | 1.365 |
Alpha (vs YCharts Benchmark) (5Y) | -21.50 |
Beta (vs YCharts Benchmark) (5Y) | 1.223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.57% |
Historical Sharpe Ratio (5Y) | -0.3274 |
Historical Sortino (5Y) | -0.3268 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.14% |