Xtrackers Harvest CSI 500 CHN A SmCp ETF (ASHS)
29.43
-0.57
(-1.90%)
USD |
NYSEARCA |
Nov 15, 16:00
29.38
-0.05
(-0.15%)
After-Hours: 20:00
ASHS Max Drawdown (5Y): 64.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.18% |
| September 30, 2024 | 64.18% |
| August 31, 2024 | 64.20% |
| July 31, 2024 | 64.54% |
| June 30, 2024 | 64.54% |
| May 31, 2024 | 66.43% |
| April 30, 2024 | 66.43% |
| March 31, 2024 | 66.43% |
| February 29, 2024 | 66.43% |
| January 31, 2024 | 66.43% |
| December 31, 2023 | 66.43% |
| November 30, 2023 | 67.13% |
| October 31, 2023 | 68.78% |
| September 30, 2023 | 68.78% |
| August 31, 2023 | 68.78% |
| July 31, 2023 | 69.94% |
| June 30, 2023 | 69.94% |
| May 31, 2023 | 69.94% |
| April 30, 2023 | 69.94% |
| March 31, 2023 | 69.94% |
| February 28, 2023 | 69.94% |
| January 31, 2023 | 69.94% |
| December 31, 2022 | 69.94% |
| November 30, 2022 | 69.94% |
| October 31, 2022 | 69.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.94% |
| August 31, 2022 | 69.94% |
| July 31, 2022 | 69.94% |
| June 30, 2022 | 69.94% |
| May 31, 2022 | 69.94% |
| April 30, 2022 | 69.94% |
| March 31, 2022 | 69.94% |
| February 28, 2022 | 69.94% |
| January 31, 2022 | 69.94% |
| December 31, 2021 | 69.94% |
| November 30, 2021 | 69.94% |
| October 31, 2021 | 69.94% |
| September 30, 2021 | 69.94% |
| August 31, 2021 | 69.94% |
| July 31, 2021 | 69.94% |
| June 30, 2021 | 69.94% |
| May 31, 2021 | 69.94% |
| April 30, 2021 | 69.94% |
| March 31, 2021 | 69.94% |
| February 28, 2021 | 69.94% |
| January 31, 2021 | 69.94% |
| December 31, 2020 | 69.94% |
| November 30, 2020 | 69.94% |
| October 31, 2020 | 69.94% |
| September 30, 2020 | 69.94% |
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
64.18%
Minimum
Sep 2024
69.94%
Maximum
Nov 2019
69.01%
Average
69.94%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| iShares MSCI China Small-Cap ETF | 63.37% |
| VanEck ChiNext ETF | 63.22% |
| KraneShares MSCI All China ETF | 56.29% |
| KraneShares MSCI China Clean Tech ETF | 66.22% |
| Franklin FTSE Hong Kong ETF | 41.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5357 |
| Beta (5Y) | 0.6347 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.752 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6277 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.57% |
| Historical Sharpe Ratio (5Y) | 0.0665 |
| Historical Sortino (5Y) | 0.1372 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.07% |