Global X Internet of Things ETF (SNSR)
34.56
-0.54
(-1.54%)
USD |
NASDAQ |
Nov 15, 16:00
34.72
+0.16
(+0.46%)
After-Hours: 20:00
SNSR Max Drawdown (5Y): 38.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.46% |
| September 30, 2024 | 38.46% |
| August 31, 2024 | 38.46% |
| July 31, 2024 | 38.46% |
| June 30, 2024 | 38.46% |
| May 31, 2024 | 38.46% |
| April 30, 2024 | 38.46% |
| March 31, 2024 | 38.46% |
| February 29, 2024 | 38.46% |
| January 31, 2024 | 38.46% |
| December 31, 2023 | 38.46% |
| November 30, 2023 | 38.46% |
| October 31, 2023 | 38.46% |
| September 30, 2023 | 38.46% |
| August 31, 2023 | 38.46% |
| July 31, 2023 | 38.46% |
| June 30, 2023 | 38.46% |
| May 31, 2023 | 38.46% |
| April 30, 2023 | 38.46% |
| March 31, 2023 | 38.46% |
| February 28, 2023 | 38.46% |
| January 31, 2023 | 38.46% |
| December 31, 2022 | 38.46% |
| November 30, 2022 | 38.46% |
| October 31, 2022 | 38.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.46% |
| August 31, 2022 | 38.46% |
| July 31, 2022 | 38.46% |
| June 30, 2022 | 38.46% |
| May 31, 2022 | 38.46% |
| 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% |
| 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% |
| September 30, 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
27.67%
Minimum
Nov 2019
38.46%
Maximum
Mar 2020
37.74%
Average
38.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Defiance Quantum ETF | 38.44% |
| Invesco AI and Next Gen Software ETF | 50.08% |
| Global X FinTech ETF | 63.56% |
| ARK Israel Innovative Technology ETF | 59.98% |
| ProShares S&PTech Div Arstcrts ETF | 32.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.090 |
| Beta (5Y) | 1.248 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0928 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8216 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.22% |
| Historical Sharpe Ratio (5Y) | 0.3038 |
| Historical Sortino (5Y) | 0.4328 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.81% |