SPDR® S&P China ETF (GXC)
71.77
-1.14
(-1.56%)
USD |
NYSEARCA |
May 31, 16:00
71.77
0.00 (0.00%)
After-Hours: 20:00
GXC Max Drawdown (5Y): 60.23% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 60.23% |
| April 30, 2024 | 60.23% |
| March 31, 2024 | 60.23% |
| February 29, 2024 | 60.23% |
| January 31, 2024 | 60.23% |
| December 31, 2023 | 60.23% |
| November 30, 2023 | 60.23% |
| October 31, 2023 | 60.23% |
| September 30, 2023 | 60.23% |
| August 31, 2023 | 60.23% |
| July 31, 2023 | 60.23% |
| June 30, 2023 | 60.23% |
| May 31, 2023 | 60.23% |
| April 30, 2023 | 60.23% |
| March 31, 2023 | 60.23% |
| February 28, 2023 | 60.23% |
| January 31, 2023 | 60.23% |
| December 31, 2022 | 60.23% |
| November 30, 2022 | 60.23% |
| October 31, 2022 | 60.23% |
| September 30, 2022 | 53.53% |
| August 31, 2022 | 50.58% |
| July 31, 2022 | 50.58% |
| June 30, 2022 | 50.58% |
| May 31, 2022 | 50.58% |
| Date | Value |
|---|---|
| April 30, 2022 | 50.58% |
| March 31, 2022 | 50.58% |
| February 28, 2022 | 36.58% |
| January 31, 2022 | 35.65% |
| December 31, 2021 | 34.82% |
| November 30, 2021 | 32.96% |
| October 31, 2021 | 32.96% |
| September 30, 2021 | 32.96% |
| August 31, 2021 | 32.96% |
| July 31, 2021 | 32.96% |
| June 30, 2021 | 32.96% |
| May 31, 2021 | 32.96% |
| April 30, 2021 | 32.96% |
| March 31, 2021 | 32.96% |
| February 28, 2021 | 33.24% |
| January 31, 2021 | 33.24% |
| December 31, 2020 | 33.24% |
| November 30, 2020 | 39.71% |
| October 31, 2020 | 39.71% |
| September 30, 2020 | 39.71% |
| August 31, 2020 | 39.71% |
| July 31, 2020 | 39.71% |
| June 30, 2020 | 39.71% |
| May 31, 2020 | 39.71% |
| April 30, 2020 | 39.71% |
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
32.96%
Minimum
Mar 2021
60.23%
Maximum
Oct 2022
46.33%
Average
39.71%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Morgan Stanley China A Share Fund Inc | 47.71% |
| First Trust China AlphaDEX® ETF | 42.46% |
| iShares MSCI China ETF | 63.18% |
| Xtrackers Harvest CSI 300 China A ETF | 51.28% |
| Pacer CSOP FTSE China A50 ETF | 51.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.203 |
| Beta (5Y) | 0.7973 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2545 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9634 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.05% |
| Historical Sharpe Ratio (5Y) | -0.1776 |
| Historical Sortino (5Y) | -0.3159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.12% |