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GLOBAL X MONTHLY

Last updated Mar 18, 2023

Expense Ratio

0.26%

Dividend Yield

6.08%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in GLOBAL X MONTHLY in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,327 for a total return of roughly 33.27%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
3.95%
6.48%
GLOBAL X MONTHLY
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the GLOBAL X MONTHLY returned -2.43% Year-To-Date and 11.11% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%9.60%9.60%
GLOBAL X MONTHLY-7.28%-2.43%-0.23%-6.94%11.11%11.11%
QDIV
Global X S&P 500 Quality Dividend ETF
-7.31%-4.49%1.01%-6.37%17.24%17.24%
PFFV
Global X Variable Rate Preferred ETF
-9.85%-2.02%-6.12%-9.50%0.81%0.81%
QYLD
Global X NASDAQ 100 Covered Call ETF
0.24%8.26%7.58%-6.54%4.37%4.37%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current GLOBAL X MONTHLY Sharpe ratio is -0.42. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.20NovemberDecember2023FebruaryMarch
-0.42
-0.43
GLOBAL X MONTHLY
Benchmark (^GSPC)
Portfolio components

Dividends

GLOBAL X MONTHLY granted a 6.08% dividend yield in the last twelve months.


PeriodTTM202220212020201920182017201620152014

Dividend yield

6.08%5.17%4.68%4.31%3.32%3.08%1.39%1.79%2.02%2.54%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-11.10%
-18.34%
GLOBAL X MONTHLY
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the GLOBAL X MONTHLY. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the GLOBAL X MONTHLY is 16.17%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.17%Jan 18, 2022178Sep 30, 2022
-6.12%Sep 3, 202014Sep 23, 202011Oct 8, 202025
-5.47%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-4.29%Nov 9, 202116Dec 1, 202117Dec 27, 202133
-3.52%Jun 7, 202130Jul 19, 202117Aug 11, 202147
-2.82%Sep 3, 202112Sep 21, 202117Oct 14, 202129
-2.55%Jul 7, 20203Jul 9, 20204Jul 15, 20207
-2.54%May 10, 20213May 12, 202113Jun 1, 202116
-2.43%Jan 21, 20217Jan 29, 20216Feb 8, 202113
-2.2%Feb 25, 20212Feb 26, 20216Mar 8, 20218

Volatility Chart

Current GLOBAL X MONTHLY volatility is 35.59%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
20.93%
21.17%
GLOBAL X MONTHLY
Benchmark (^GSPC)
Portfolio components