Xtrackers MSCI EMs ESG Leaders Eq ETF (EMSG)
25.13
-0.20
(-0.78%)
USD |
NYSEARCA |
May 31, 16:00
EMSG Max Drawdown (5Y): 45.55% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 45.55% |
April 30, 2024 | 45.55% |
March 31, 2024 | 45.55% |
February 29, 2024 | 45.55% |
January 31, 2024 | 45.55% |
December 31, 2023 | 45.55% |
November 30, 2023 | 45.55% |
October 31, 2023 | 45.55% |
September 30, 2023 | 45.55% |
August 31, 2023 | 45.55% |
July 31, 2023 | 45.55% |
June 30, 2023 | 45.55% |
May 31, 2023 | 45.55% |
April 30, 2023 | 45.55% |
March 31, 2023 | 45.55% |
February 28, 2023 | 45.55% |
January 31, 2023 | 45.55% |
December 31, 2022 | 45.55% |
November 30, 2022 | 45.55% |
October 31, 2022 | 45.55% |
September 30, 2022 | 42.91% |
August 31, 2022 | 35.81% |
July 31, 2022 | 35.81% |
June 30, 2022 | 33.52% |
May 31, 2022 | 33.52% |
Date | Value |
---|---|
April 30, 2022 | 31.23% |
March 31, 2022 | 31.23% |
February 28, 2022 | 31.23% |
January 31, 2022 | 31.23% |
December 31, 2021 | 31.23% |
November 30, 2021 | 31.23% |
October 31, 2021 | 31.23% |
September 30, 2021 | 31.23% |
August 31, 2021 | 31.23% |
July 31, 2021 | 31.23% |
June 30, 2021 | 31.23% |
May 31, 2021 | 31.23% |
April 30, 2021 | 31.23% |
March 31, 2021 | 31.23% |
February 28, 2021 | 31.23% |
January 31, 2021 | 31.23% |
December 31, 2020 | 31.23% |
November 30, 2020 | 31.23% |
October 31, 2020 | 31.23% |
September 30, 2020 | 31.23% |
August 31, 2020 | 31.23% |
July 31, 2020 | 31.23% |
June 30, 2020 | 31.23% |
May 31, 2020 | 31.23% |
April 30, 2020 | 31.23% |
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
10.48%
Minimum
Jun 2019
45.55%
Maximum
Oct 2022
33.46%
Average
31.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.721 |
Beta (5Y) | 0.9759 |
Alpha (vs YCharts Benchmark) (5Y) | -2.010 |
Beta (vs YCharts Benchmark) (5Y) | 1.022 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.93% |
Historical Sharpe Ratio (5Y) | -0.006 |
Historical Sortino (5Y) | -0.0086 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.91% |