Global X SuperDividend® REIT ETF (SRET)
19.00
-0.15
(-0.78%)
USD |
NASDAQ |
Apr 16, 16:00
19.00
0.00 (0.00%)
After-Hours: 17:18
SRET Max Drawdown (5Y): 66.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.95% |
| February 29, 2024 | 66.95% |
| January 31, 2024 | 66.95% |
| December 31, 2023 | 66.95% |
| November 30, 2023 | 66.95% |
| October 31, 2023 | 66.95% |
| September 30, 2023 | 66.95% |
| August 31, 2023 | 66.95% |
| July 31, 2023 | 66.95% |
| June 30, 2023 | 66.95% |
| May 31, 2023 | 66.95% |
| April 30, 2023 | 66.95% |
| March 31, 2023 | 66.95% |
| February 28, 2023 | 66.95% |
| January 31, 2023 | 66.95% |
| December 31, 2022 | 66.95% |
| November 30, 2022 | 66.95% |
| October 31, 2022 | 66.95% |
| September 30, 2022 | 66.95% |
| August 31, 2022 | 66.95% |
| July 31, 2022 | 66.95% |
| June 30, 2022 | 66.95% |
| May 31, 2022 | 66.95% |
| April 30, 2022 | 66.95% |
| March 31, 2022 | 66.95% |
| Date | Value |
|---|---|
| February 28, 2022 | 66.95% |
| January 31, 2022 | 66.95% |
| December 31, 2021 | 66.95% |
| November 30, 2021 | 66.95% |
| October 31, 2021 | 66.95% |
| September 30, 2021 | 66.95% |
| August 31, 2021 | 66.95% |
| July 31, 2021 | 66.95% |
| June 30, 2021 | 66.95% |
| May 31, 2021 | 66.95% |
| April 30, 2021 | 66.95% |
| March 31, 2021 | 66.95% |
| February 28, 2021 | 66.95% |
| January 31, 2021 | 66.95% |
| December 31, 2020 | 66.95% |
| November 30, 2020 | 66.95% |
| October 31, 2020 | 66.95% |
| September 30, 2020 | 66.95% |
| August 31, 2020 | 66.95% |
| July 31, 2020 | 66.95% |
| June 30, 2020 | 66.95% |
| May 31, 2020 | 66.95% |
| April 30, 2020 | 66.95% |
| March 31, 2020 | 65.45% |
| February 29, 2020 | 22.07% |
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
22.07%
Minimum
Apr 2019
66.95%
Maximum
Apr 2020
58.70%
Average
66.95%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.41 |
| Beta (5Y) | 1.348 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.46 |
| Beta (vs YCharts Benchmark) (5Y) | 1.256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.23% |
| Historical Sharpe Ratio (5Y) | -0.2957 |
| Historical Sortino (5Y) | -0.2657 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.22% |