Global X Internet of Things ETF (SNSR)
28.06
-0.02 (-0.07%)
USD |
NASDAQ |
May 20, 16:00
28.13
+0.07 (+0.25%)
After-Hours: 20:00
SNSR Max Drawdown (5Y): 38.46% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 38.46% |
| March 31, 2022 | 38.46% |
| February 28, 2022 | 38.46% |
| January 31, 2022 | 38.46% |
| December 31, 2021 | 38.46% |
| November 30, 2021 | 38.46% |
| October 31, 2021 | 38.46% |
| September 30, 2021 | 38.46% |
| August 31, 2021 | 38.46% |
| July 31, 2021 | 38.46% |
| Date | Value |
|---|---|
| June 30, 2021 | 38.46% |
| May 31, 2021 | 38.46% |
| April 30, 2021 | 38.46% |
| March 31, 2021 | 38.46% |
| February 28, 2021 | 38.46% |
| January 31, 2021 | 38.46% |
| December 31, 2020 | 38.46% |
| November 30, 2020 | 38.46% |
| October 31, 2020 | 38.46% |
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
38.46%
Minimum
Oct 2020
38.46%
Maximum
Oct 2020
38.46%
Average
38.46%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Invesco DWA Technology Momentum ETF | 36.00% |
| Invesco Dynamic Software ETF | 43.27% |
| BlueStar Israel Technology ETF | 36.64% |
| SPDR® FactSet Innovative Technology ETF | 51.48% |
| The 3D Printing ETF | 51.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.370 |
| Beta (5Y) | 1.230 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.87% |
| Historical Sharpe Ratio (5Y) | 0.5228 |
| Historical Sortino (5Y) | 0.6517 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.73% |