Xtrackers Harvest CSI 300 China A ETF (ASHR)
27.36
-0.28
(-0.99%)
USD |
NYSEARCA |
Nov 15, 16:00
27.37
0.00 (0.00%)
After-Hours: 20:00
ASHR Max Drawdown (5Y): 51.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.28% |
| September 30, 2024 | 51.28% |
| August 31, 2024 | 51.28% |
| July 31, 2024 | 51.28% |
| June 30, 2024 | 51.28% |
| May 31, 2024 | 51.28% |
| April 30, 2024 | 51.28% |
| March 31, 2024 | 51.28% |
| February 29, 2024 | 51.28% |
| January 31, 2024 | 50.13% |
| December 31, 2023 | 48.75% |
| November 30, 2023 | 47.34% |
| October 31, 2023 | 47.97% |
| September 30, 2023 | 47.97% |
| August 31, 2023 | 47.97% |
| July 31, 2023 | 47.97% |
| June 30, 2023 | 47.97% |
| May 31, 2023 | 47.97% |
| April 30, 2023 | 47.97% |
| March 31, 2023 | 47.97% |
| February 28, 2023 | 47.97% |
| January 31, 2023 | 47.97% |
| December 31, 2022 | 47.97% |
| November 30, 2022 | 47.97% |
| October 31, 2022 | 47.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.97% |
| August 31, 2022 | 47.97% |
| July 31, 2022 | 47.97% |
| June 30, 2022 | 47.97% |
| May 31, 2022 | 47.97% |
| April 30, 2022 | 47.97% |
| March 31, 2022 | 47.97% |
| February 28, 2022 | 47.97% |
| January 31, 2022 | 47.97% |
| December 31, 2021 | 47.97% |
| November 30, 2021 | 47.97% |
| October 31, 2021 | 47.97% |
| September 30, 2021 | 47.97% |
| August 31, 2021 | 47.97% |
| July 31, 2021 | 47.97% |
| June 30, 2021 | 47.97% |
| May 31, 2021 | 47.97% |
| April 30, 2021 | 47.97% |
| March 31, 2021 | 47.97% |
| February 28, 2021 | 47.97% |
| January 31, 2021 | 47.97% |
| December 31, 2020 | 47.97% |
| November 30, 2020 | 50.43% |
| October 31, 2020 | 50.43% |
| September 30, 2020 | 50.43% |
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
47.34%
Minimum
Nov 2023
51.28%
Maximum
Feb 2024
49.04%
Average
47.97%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI China ETF | 62.82% |
| iShares China Large-Cap ETF | 60.79% |
| SPDR® S&P China ETF | 60.23% |
| Invesco Golden Dragon China ETF | 78.37% |
| Direxion Dly CSI 300 CHN A Shr Bl 2X ETF | 78.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.780 |
| Beta (5Y) | 0.6853 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.096 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7508 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.07% |
| Historical Sharpe Ratio (5Y) | -0.0597 |
| Historical Sortino (5Y) | -0.1268 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.34% |