Xtrackers Harvest CSI 300 China A ETF (ASHR)
25.33
+0.66
(+2.68%)
USD |
NYSEARCA |
May 02, 15:10
ASHR Max Drawdown (5Y): 51.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 50.43% |
| July 31, 2020 | 50.43% |
| June 30, 2020 | 50.43% |
| May 31, 2020 | 50.43% |
| April 30, 2020 | 50.43% |
| March 31, 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
48.95%
Average
47.97%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.116 |
| Beta (5Y) | 0.7024 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.456 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.16% |
| Historical Sharpe Ratio (5Y) | -0.1899 |
| Historical Sortino (5Y) | -0.3493 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.34% |