iShares MSCI China A ETF (CNYA)
26.32
-0.23
(-0.87%)
USD |
BATS |
May 31, 16:00
CNYA Max Drawdown (5Y): 49.44% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 49.44% |
April 30, 2024 | 49.44% |
March 31, 2024 | 49.44% |
February 29, 2024 | 49.44% |
January 31, 2024 | 48.03% |
December 31, 2023 | 45.78% |
November 30, 2023 | 44.65% |
October 31, 2023 | 44.65% |
September 30, 2023 | 43.22% |
August 31, 2023 | 43.22% |
July 31, 2023 | 43.22% |
June 30, 2023 | 43.22% |
May 31, 2023 | 43.22% |
April 30, 2023 | 43.22% |
March 31, 2023 | 43.22% |
February 28, 2023 | 43.22% |
January 31, 2023 | 43.22% |
December 31, 2022 | 43.22% |
November 30, 2022 | 43.22% |
October 31, 2022 | 43.22% |
September 30, 2022 | 37.22% |
August 31, 2022 | 35.94% |
July 31, 2022 | 35.94% |
June 30, 2022 | 35.94% |
May 31, 2022 | 35.94% |
Date | Value |
---|---|
April 30, 2022 | 35.94% |
March 31, 2022 | 34.92% |
February 28, 2022 | 34.92% |
January 31, 2022 | 34.92% |
December 31, 2021 | 34.92% |
November 30, 2021 | 34.92% |
October 31, 2021 | 34.92% |
September 30, 2021 | 34.92% |
August 31, 2021 | 34.92% |
July 31, 2021 | 34.92% |
June 30, 2021 | 34.92% |
May 31, 2021 | 34.92% |
April 30, 2021 | 34.92% |
March 31, 2021 | 34.92% |
February 28, 2021 | 34.92% |
January 31, 2021 | 34.92% |
December 31, 2020 | 34.92% |
November 30, 2020 | 34.92% |
October 31, 2020 | 34.92% |
September 30, 2020 | 34.92% |
August 31, 2020 | 34.92% |
July 31, 2020 | 34.92% |
June 30, 2020 | 34.92% |
May 31, 2020 | 34.92% |
April 30, 2020 | 34.92% |
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
34.92%
Minimum
Jun 2019
49.44%
Maximum
Feb 2024
38.39%
Average
34.92%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.339 |
Beta (5Y) | 0.6554 |
Alpha (vs YCharts Benchmark) (5Y) | 2.835 |
Beta (vs YCharts Benchmark) (5Y) | 0.7092 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.01% |
Historical Sharpe Ratio (5Y) | -0.012 |
Historical Sortino (5Y) | -0.0219 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |