VanEck Steel ETF (SLX)
65.21
+0.30
(+0.46%)
USD |
NYSEARCA |
Sep 22, 16:00
65.16
-0.05
(-0.08%)
After-Hours: 20:00
SLX Max Drawdown (5Y): 61.90% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| December 31, 2019 | 75.61% |
| November 30, 2019 | 75.61% |
| October 31, 2019 | 75.61% |
| September 30, 2019 | 75.61% |
| August 31, 2019 | 75.61% |
| July 31, 2019 | 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
Sep 2018
68.05%
Average
61.90%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.146 |
| Beta (5Y) | 1.515 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.917 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.71% |
| Historical Sharpe Ratio (5Y) | 0.5358 |
| Historical Sortino (5Y) | 0.7171 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.11% |