Pacer CSOP FTSE China A50 ETF (AFTY)
14.83
+0.02
(+0.15%)
USD |
NYSEARCA |
May 03, 16:00
AFTY Max Drawdown (5Y): 51.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 51.06% |
| March 31, 2024 | 51.06% |
| February 29, 2024 | 51.06% |
| January 31, 2024 | 51.06% |
| December 31, 2023 | 50.94% |
| November 30, 2023 | 50.94% |
| October 31, 2023 | 50.94% |
| September 30, 2023 | 50.94% |
| August 31, 2023 | 50.94% |
| July 31, 2023 | 50.94% |
| June 30, 2023 | 50.94% |
| May 31, 2023 | 50.94% |
| April 30, 2023 | 50.94% |
| March 31, 2023 | 50.94% |
| February 28, 2023 | 50.94% |
| January 31, 2023 | 50.94% |
| December 31, 2022 | 50.94% |
| November 30, 2022 | 50.94% |
| October 31, 2022 | 50.94% |
| September 30, 2022 | 42.28% |
| August 31, 2022 | 40.09% |
| July 31, 2022 | 40.09% |
| June 30, 2022 | 40.09% |
| May 31, 2022 | 40.09% |
| April 30, 2022 | 38.58% |
| Date | Value |
|---|---|
| March 31, 2022 | 37.57% |
| February 28, 2022 | 35.65% |
| January 31, 2022 | 35.65% |
| December 31, 2021 | 35.65% |
| November 30, 2021 | 35.65% |
| October 31, 2021 | 37.26% |
| September 30, 2021 | 38.23% |
| August 31, 2021 | 38.23% |
| July 31, 2021 | 38.23% |
| June 30, 2021 | 38.23% |
| May 31, 2021 | 38.23% |
| April 30, 2021 | 40.94% |
| March 31, 2021 | 42.69% |
| February 28, 2021 | 42.69% |
| January 31, 2021 | 42.69% |
| December 31, 2020 | 42.69% |
| November 30, 2020 | 47.27% |
| October 31, 2020 | 47.27% |
| September 30, 2020 | 47.27% |
| August 31, 2020 | 47.27% |
| July 31, 2020 | 47.27% |
| June 30, 2020 | 47.27% |
| May 31, 2020 | 47.27% |
| April 30, 2020 | 47.27% |
| March 31, 2020 | 47.27% |
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
35.65%
Minimum
Nov 2021
51.06%
Maximum
Jan 2024
45.47%
Average
47.27%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.694 |
| Beta (5Y) | 0.6651 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.998 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7659 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.44% |
| Historical Sharpe Ratio (5Y) | -0.1729 |
| Historical Sortino (5Y) | -0.3171 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.21% |