VanEck Africa ETF (AFK)
15.66
-0.01
(-0.06%)
USD |
NYSEARCA |
Nov 15, 16:00
15.67
+0.01
(+0.06%)
After-Hours: 20:00
AFK Max Drawdown (5Y): 53.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.35% |
| September 30, 2024 | 53.35% |
| August 31, 2024 | 53.35% |
| July 31, 2024 | 53.35% |
| June 30, 2024 | 53.35% |
| May 31, 2024 | 53.35% |
| April 30, 2024 | 53.35% |
| March 31, 2024 | 53.35% |
| February 29, 2024 | 53.35% |
| January 31, 2024 | 53.35% |
| December 31, 2023 | 53.35% |
| November 30, 2023 | 53.35% |
| October 31, 2023 | 53.35% |
| September 30, 2023 | 53.35% |
| August 31, 2023 | 53.35% |
| July 31, 2023 | 53.35% |
| June 30, 2023 | 53.35% |
| May 31, 2023 | 53.35% |
| April 30, 2023 | 53.35% |
| March 31, 2023 | 53.35% |
| February 28, 2023 | 53.35% |
| January 31, 2023 | 53.35% |
| December 31, 2022 | 53.35% |
| November 30, 2022 | 53.35% |
| October 31, 2022 | 53.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.35% |
| August 31, 2022 | 53.35% |
| July 31, 2022 | 53.35% |
| June 30, 2022 | 53.35% |
| May 31, 2022 | 53.35% |
| April 30, 2022 | 53.35% |
| March 31, 2022 | 53.35% |
| February 28, 2022 | 53.35% |
| January 31, 2022 | 53.35% |
| December 31, 2021 | 53.35% |
| November 30, 2021 | 53.35% |
| October 31, 2021 | 53.35% |
| September 30, 2021 | 53.35% |
| August 31, 2021 | 53.35% |
| July 31, 2021 | 53.35% |
| June 30, 2021 | 53.35% |
| May 31, 2021 | 53.35% |
| April 30, 2021 | 53.35% |
| March 31, 2021 | 53.35% |
| February 28, 2021 | 53.35% |
| January 31, 2021 | 53.35% |
| December 31, 2020 | 53.35% |
| November 30, 2020 | 53.35% |
| October 31, 2020 | 54.06% |
| September 30, 2020 | 54.06% |
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
53.35%
Minimum
Nov 2020
54.06%
Maximum
Nov 2019
53.49%
Average
53.35%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Mexico Equity and Income Fund Inc | 52.05% |
| iShares MSCI Peru ETF | 50.95% |
| iShares MSCI Ireland ETF | 46.47% |
| Global X MSCI Norway ETF | 53.69% |
| First Trust Switzerland AlphaDEX® ETF | 33.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.608 |
| Beta (5Y) | 1.181 |
| Alpha (vs YCharts Benchmark) (5Y) | -15.29 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9857 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.07% |
| Historical Sharpe Ratio (5Y) | -0.1068 |
| Historical Sortino (5Y) | -0.1232 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.61% |