VanEck Vietnam ETF (VNM)
12.40
+0.10
(+0.81%)
USD |
BATS |
May 03, 16:00
12.40
0.00 (0.00%)
Pre-Market: 20:00
VNM Max Drawdown (5Y): 52.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.43% |
March 31, 2024 | 52.43% |
February 29, 2024 | 52.43% |
January 31, 2024 | 52.43% |
December 31, 2023 | 52.43% |
November 30, 2023 | 52.43% |
October 31, 2023 | 52.43% |
September 30, 2023 | 52.43% |
August 31, 2023 | 52.43% |
July 31, 2023 | 52.43% |
June 30, 2023 | 52.43% |
May 31, 2023 | 52.43% |
April 30, 2023 | 52.43% |
March 31, 2023 | 52.43% |
February 28, 2023 | 52.43% |
January 31, 2023 | 52.43% |
December 31, 2022 | 52.43% |
November 30, 2022 | 52.43% |
October 31, 2022 | 52.43% |
September 30, 2022 | 52.43% |
August 31, 2022 | 52.43% |
July 31, 2022 | 52.43% |
June 30, 2022 | 52.43% |
May 31, 2022 | 52.43% |
April 30, 2022 | 52.43% |
Date | Value |
---|---|
March 31, 2022 | 52.43% |
February 28, 2022 | 52.43% |
January 31, 2022 | 52.43% |
December 31, 2021 | 52.43% |
November 30, 2021 | 52.43% |
October 31, 2021 | 52.43% |
September 30, 2021 | 52.43% |
August 31, 2021 | 52.43% |
July 31, 2021 | 52.43% |
June 30, 2021 | 52.43% |
May 31, 2021 | 52.43% |
April 30, 2021 | 52.43% |
March 31, 2021 | 52.43% |
February 28, 2021 | 52.43% |
January 31, 2021 | 52.43% |
December 31, 2020 | 52.43% |
November 30, 2020 | 52.43% |
October 31, 2020 | 52.43% |
September 30, 2020 | 52.43% |
August 31, 2020 | 52.43% |
July 31, 2020 | 52.43% |
June 30, 2020 | 52.43% |
May 31, 2020 | 52.43% |
April 30, 2020 | 52.43% |
March 31, 2020 | 52.43% |
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
51.08%
Minimum
May 2019
52.43%
Maximum
Mar 2020
52.20%
Average
52.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
VanEck Africa ETF | 53.35% |
VanEck Israel ETF | 44.99% |
iShares MSCI Saudi Arabia ETF | 40.56% |
iShares MSCI Israel ETF | 41.87% |
iShares MSCI Peru ETF | 50.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.39 |
Beta (5Y) | 1.160 |
Alpha (vs YCharts Benchmark) (5Y) | -5.701 |
Beta (vs YCharts Benchmark) (5Y) | 1.247 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.16% |
Historical Sharpe Ratio (5Y) | -0.2754 |
Historical Sortino (5Y) | -0.3389 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.96% |