Global X Social Media ETF (SOCL)
38.18
-0.77
(-1.98%)
USD |
NASDAQ |
Apr 19, 16:00
38.18
0.00 (0.00%)
After-Hours: 17:03
SOCL Max Drawdown (5Y): 68.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.70% |
| February 29, 2024 | 68.70% |
| January 31, 2024 | 68.70% |
| December 31, 2023 | 68.70% |
| November 30, 2023 | 68.70% |
| October 31, 2023 | 68.70% |
| September 30, 2023 | 68.70% |
| August 31, 2023 | 68.70% |
| July 31, 2023 | 68.70% |
| June 30, 2023 | 68.70% |
| May 31, 2023 | 68.70% |
| April 30, 2023 | 68.70% |
| March 31, 2023 | 68.70% |
| February 28, 2023 | 68.70% |
| January 31, 2023 | 68.70% |
| December 31, 2022 | 68.70% |
| November 30, 2022 | 68.70% |
| October 31, 2022 | 68.19% |
| September 30, 2022 | 64.38% |
| August 31, 2022 | 59.40% |
| July 31, 2022 | 59.14% |
| June 30, 2022 | 57.86% |
| May 31, 2022 | 57.51% |
| April 30, 2022 | 53.70% |
| March 31, 2022 | 53.67% |
| Date | Value |
|---|---|
| February 28, 2022 | 44.28% |
| January 31, 2022 | 41.34% |
| December 31, 2021 | 34.99% |
| November 30, 2021 | 34.99% |
| October 31, 2021 | 34.99% |
| September 30, 2021 | 34.99% |
| August 31, 2021 | 34.99% |
| July 31, 2021 | 34.99% |
| June 30, 2021 | 34.99% |
| May 31, 2021 | 34.99% |
| April 30, 2021 | 34.99% |
| March 31, 2021 | 34.99% |
| February 28, 2021 | 34.99% |
| January 31, 2021 | 34.99% |
| December 31, 2020 | 34.99% |
| November 30, 2020 | 34.99% |
| October 31, 2020 | 34.99% |
| September 30, 2020 | 34.99% |
| August 31, 2020 | 34.99% |
| July 31, 2020 | 34.99% |
| June 30, 2020 | 34.99% |
| May 31, 2020 | 34.99% |
| April 30, 2020 | 34.99% |
| March 31, 2020 | 34.99% |
| February 29, 2020 | 31.32% |
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
31.32%
Minimum
Apr 2019
68.70%
Maximum
Nov 2022
47.36%
Average
34.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.429 |
| Beta (5Y) | 1.034 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.980 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9737 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.70% |
| Historical Sharpe Ratio (5Y) | 0.1007 |
| Historical Sortino (5Y) | 0.1741 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.53% |