Xtrackers EM CarbReduc&ClimtImprvs ETF (EMCR)
28.76
-0.33
(-1.12%)
USD |
NYSEARCA |
May 31, 16:00
EMCR Max Drawdown (5Y): 34.29% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 34.29% |
April 30, 2024 | 34.29% |
March 31, 2024 | 34.29% |
February 29, 2024 | 34.29% |
January 31, 2024 | 34.29% |
December 31, 2023 | 34.29% |
November 30, 2023 | 34.29% |
October 31, 2023 | 34.29% |
September 30, 2023 | 34.29% |
August 31, 2023 | 34.29% |
July 31, 2023 | 34.29% |
June 30, 2023 | 34.29% |
May 31, 2023 | 34.29% |
April 30, 2023 | 34.29% |
March 31, 2023 | 34.29% |
February 28, 2023 | 34.29% |
January 31, 2023 | 34.29% |
December 31, 2022 | 34.29% |
November 30, 2022 | 34.29% |
October 31, 2022 | 34.29% |
September 30, 2022 | 32.56% |
August 31, 2022 | 32.56% |
July 31, 2022 | 32.56% |
June 30, 2022 | 32.56% |
May 31, 2022 | 32.56% |
Date | Value |
---|---|
April 30, 2022 | 32.56% |
March 31, 2022 | 32.56% |
February 28, 2022 | 32.56% |
January 31, 2022 | 32.56% |
December 31, 2021 | 32.56% |
November 30, 2021 | 32.56% |
October 31, 2021 | 32.56% |
September 30, 2021 | 32.56% |
August 31, 2021 | 32.56% |
July 31, 2021 | 32.56% |
June 30, 2021 | 32.56% |
May 31, 2021 | 32.56% |
April 30, 2021 | 32.56% |
March 31, 2021 | 32.56% |
February 28, 2021 | 32.56% |
January 31, 2021 | 32.56% |
December 31, 2020 | 32.56% |
November 30, 2020 | 32.56% |
October 31, 2020 | 32.56% |
September 30, 2020 | 32.56% |
August 31, 2020 | 32.56% |
July 31, 2020 | 32.56% |
June 30, 2020 | 32.56% |
May 31, 2020 | 32.56% |
April 30, 2020 | 32.56% |
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
5.94%
Minimum
Jun 2019
34.29%
Maximum
Oct 2022
29.44%
Average
32.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.538 |
Beta (5Y) | 0.9451 |
Alpha (vs YCharts Benchmark) (5Y) | 1.262 |
Beta (vs YCharts Benchmark) (5Y) | 0.8942 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.94% |
Historical Sharpe Ratio (5Y) | 0.1537 |
Historical Sortino (5Y) | 0.1816 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.96% |