VanEck Africa ETF (AFK)
14.51
+0.03
(+0.21%)
USD |
NYSEARCA |
Mar 28, 16:00
14.51
0.00 (0.00%)
After-Hours: 20:00
AFK Max Drawdown (5Y): 53.35% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 54.06% |
July 31, 2020 | 54.06% |
June 30, 2020 | 54.06% |
May 31, 2020 | 54.06% |
April 30, 2020 | 54.06% |
March 31, 2020 | 54.06% |
February 29, 2020 | 54.06% |
January 31, 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
Mar 2019
53.58%
Average
53.35%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
VanEck Israel ETF | 44.99% |
iShares MSCI Belgium ETF | 42.79% |
iShares MSCI Finland ETF | 38.61% |
VanEck Vietnam ETF | 51.60% |
iShares® MSCI Kuwait ETF | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.94 |
Beta (5Y) | 1.184 |
Alpha (vs YCharts Benchmark) (5Y) | -20.59 |
Beta (vs YCharts Benchmark) (5Y) | 0.9972 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.83% |
Historical Sharpe Ratio (5Y) | -0.2152 |
Historical Sortino (5Y) | -0.2539 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.77% |