VanEck Steel ETF (SLX)
72.46
-0.15
(-0.21%)
USD |
NYSEARCA |
Mar 28, 14:45
SLX Max Drawdown (5Y): 61.90% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 61.90% |
January 31, 2024 | 61.90% |
December 31, 2023 | 61.90% |
November 30, 2023 | 61.90% |
October 31, 2023 | 61.90% |
September 30, 2023 | 61.90% |
August 31, 2023 | 61.90% |
July 31, 2023 | 61.90% |
June 30, 2023 | 61.90% |
May 31, 2023 | 61.90% |
April 30, 2023 | 61.90% |
March 31, 2023 | 61.90% |
February 28, 2023 | 61.90% |
January 31, 2023 | 61.90% |
December 31, 2022 | 61.90% |
November 30, 2022 | 61.90% |
October 31, 2022 | 61.90% |
September 30, 2022 | 61.90% |
August 31, 2022 | 61.90% |
July 31, 2022 | 61.90% |
June 30, 2022 | 61.90% |
May 31, 2022 | 61.90% |
April 30, 2022 | 61.90% |
March 31, 2022 | 61.90% |
February 28, 2022 | 61.90% |
Date | Value |
---|---|
January 31, 2022 | 61.90% |
December 31, 2021 | 61.90% |
November 30, 2021 | 61.90% |
October 31, 2021 | 61.90% |
September 30, 2021 | 61.90% |
August 31, 2021 | 61.90% |
July 31, 2021 | 61.90% |
June 30, 2021 | 61.90% |
May 31, 2021 | 61.90% |
April 30, 2021 | 61.90% |
March 31, 2021 | 61.90% |
February 28, 2021 | 61.90% |
January 31, 2021 | 61.90% |
December 31, 2020 | 62.59% |
November 30, 2020 | 74.10% |
October 31, 2020 | 75.61% |
September 30, 2020 | 75.61% |
August 31, 2020 | 75.61% |
July 31, 2020 | 75.61% |
June 30, 2020 | 75.61% |
May 31, 2020 | 75.61% |
April 30, 2020 | 75.61% |
March 31, 2020 | 75.61% |
February 29, 2020 | 75.61% |
January 31, 2020 | 75.61% |
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
61.90%
Minimum
Jan 2021
75.61%
Maximum
Mar 2019
66.68%
Average
61.90%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2156 |
Beta (5Y) | 1.517 |
Alpha (vs YCharts Benchmark) (5Y) | 5.759 |
Beta (vs YCharts Benchmark) (5Y) | 0.9425 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.57% |
Historical Sharpe Ratio (5Y) | 0.6005 |
Historical Sortino (5Y) | 0.7971 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.11% |