VanEck Low Carbon Energy ETF (SMOG)
99.46
+0.35
(+0.35%)
USD |
NYSEARCA |
Nov 15, 16:00
99.46
0.00 (0.00%)
After-Hours: 16:27
SMOG Max Drawdown (5Y): 50.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.75% |
| September 30, 2024 | 50.75% |
| August 31, 2024 | 50.75% |
| July 31, 2024 | 50.75% |
| June 30, 2024 | 50.75% |
| May 31, 2024 | 50.75% |
| April 30, 2024 | 50.75% |
| March 31, 2024 | 50.17% |
| February 29, 2024 | 50.17% |
| January 31, 2024 | 49.89% |
| December 31, 2023 | 49.89% |
| November 30, 2023 | 49.89% |
| October 31, 2023 | 49.89% |
| September 30, 2023 | 45.74% |
| August 31, 2023 | 45.74% |
| July 31, 2023 | 45.74% |
| June 30, 2023 | 45.74% |
| May 31, 2023 | 45.74% |
| April 30, 2023 | 45.74% |
| March 31, 2023 | 45.74% |
| February 28, 2023 | 45.74% |
| January 31, 2023 | 45.74% |
| December 31, 2022 | 45.74% |
| November 30, 2022 | 45.74% |
| October 31, 2022 | 45.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.44% |
| August 31, 2022 | 42.44% |
| July 31, 2022 | 42.44% |
| June 30, 2022 | 42.44% |
| May 31, 2022 | 42.44% |
| April 30, 2022 | 42.44% |
| March 31, 2022 | 42.44% |
| February 28, 2022 | 42.44% |
| January 31, 2022 | 42.44% |
| December 31, 2021 | 42.44% |
| November 30, 2021 | 42.44% |
| October 31, 2021 | 42.44% |
| September 30, 2021 | 42.44% |
| August 31, 2021 | 42.44% |
| July 31, 2021 | 42.44% |
| June 30, 2021 | 42.44% |
| May 31, 2021 | 42.44% |
| April 30, 2021 | 42.44% |
| March 31, 2021 | 42.44% |
| February 28, 2021 | 42.44% |
| January 31, 2021 | 42.44% |
| December 31, 2020 | 42.44% |
| November 30, 2020 | 42.44% |
| October 31, 2020 | 42.44% |
| September 30, 2020 | 42.44% |
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
31.59%
Minimum
Nov 2019
50.75%
Maximum
Apr 2024
44.10%
Average
42.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.242 |
| Beta (5Y) | 1.348 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.796 |
| Beta (vs YCharts Benchmark) (5Y) | 1.284 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.70% |
| Historical Sharpe Ratio (5Y) | 0.2309 |
| Historical Sortino (5Y) | 0.3572 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.78% |