Global X S&P 500 Covered Call ETF (XYLD)

43.36 -0.01 (-0.02%) USD  |  NYSEARCA  |  Dec 26, 10:38
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XYLD Max Drawdown (5Y): 33.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iPath® CBOE S&P 500 BuyWrite ETN 32.93%
Nuveen NASDAQ 100 Dynamic Overwrite Fund 35.78%
Eaton Vance Tax-Managed Buy-Write Opp 42.31%
Eaton Vance Tax-mangd Glo Buy-write Oppo 47.91%
Eaton Vance Tax-Mgd Glbl Div Eq Inc 45.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.477
Beta (5Y) 0.6505
Alpha (vs YCharts Benchmark) (5Y) -2.056
Beta (vs YCharts Benchmark) (5Y) 0.4064
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.67%
Historical Sharpe Ratio (5Y) 0.287
Historical Sortino (5Y) 0.2232
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.54%