Morgan Stanley China A Share Fund Inc (CAF)
12.59
+0.02
(+0.16%)
USD |
NYSE |
May 03, 16:00
12.61
+0.02
(+0.16%)
After-Hours: 20:00
CAF Max Drawdown (5Y): 47.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.71% |
| March 31, 2024 | 47.71% |
| February 29, 2024 | 47.71% |
| January 31, 2024 | 47.71% |
| December 31, 2023 | 47.71% |
| November 30, 2023 | 47.71% |
| October 31, 2023 | 47.71% |
| September 30, 2023 | 45.30% |
| August 31, 2023 | 45.30% |
| July 31, 2023 | 45.30% |
| June 30, 2023 | 45.30% |
| May 31, 2023 | 45.30% |
| April 30, 2023 | 45.30% |
| March 31, 2023 | 45.30% |
| February 28, 2023 | 45.30% |
| January 31, 2023 | 45.30% |
| December 31, 2022 | 45.30% |
| November 30, 2022 | 45.30% |
| October 31, 2022 | 45.30% |
| September 30, 2022 | 39.48% |
| August 31, 2022 | 35.76% |
| July 31, 2022 | 35.76% |
| June 30, 2022 | 35.76% |
| May 31, 2022 | 35.76% |
| April 30, 2022 | 33.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 33.95% |
| February 28, 2022 | 33.95% |
| January 31, 2022 | 33.95% |
| December 31, 2021 | 33.95% |
| November 30, 2021 | 33.95% |
| October 31, 2021 | 33.95% |
| September 30, 2021 | 33.95% |
| August 31, 2021 | 33.95% |
| July 31, 2021 | 33.95% |
| June 30, 2021 | 33.95% |
| May 31, 2021 | 33.95% |
| April 30, 2021 | 33.95% |
| March 31, 2021 | 33.95% |
| February 28, 2021 | 33.95% |
| January 31, 2021 | 33.95% |
| December 31, 2020 | 33.95% |
| November 30, 2020 | 34.22% |
| October 31, 2020 | 34.22% |
| September 30, 2020 | 34.22% |
| August 31, 2020 | 34.22% |
| July 31, 2020 | 34.22% |
| June 30, 2020 | 37.20% |
| May 31, 2020 | 39.21% |
| April 30, 2020 | 39.21% |
| March 31, 2020 | 39.21% |
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
33.95%
Minimum
Dec 2020
47.71%
Maximum
Oct 2023
39.26%
Average
39.21%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.53 |
| Beta (5Y) | 0.7178 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.593 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6437 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.86% |
| Historical Sharpe Ratio (5Y) | -0.523 |
| Historical Sortino (5Y) | -0.8809 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.06% |