Global X MSCI China Consumer Stpls ETF (DELISTED) (CHIS:DL)
14.73
0.00 (0.00%)
USD |
NYSEARCA |
Mar 05, 16:00
CHIS:DL Max Drawdown (5Y): 60.63% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 29, 2024 | 60.63% |
| January 31, 2024 | 60.63% |
| December 31, 2023 | 56.52% |
| November 30, 2023 | 54.54% |
| October 31, 2023 | 54.54% |
| September 30, 2023 | 54.54% |
| August 31, 2023 | 54.54% |
| July 31, 2023 | 54.54% |
| June 30, 2023 | 54.54% |
| May 31, 2023 | 54.54% |
| April 30, 2023 | 54.54% |
| March 31, 2023 | 54.54% |
| February 28, 2023 | 54.54% |
| January 31, 2023 | 54.54% |
| December 31, 2022 | 54.54% |
| November 30, 2022 | 54.54% |
| October 31, 2022 | 54.54% |
| September 30, 2022 | 44.71% |
| August 31, 2022 | 44.71% |
| July 31, 2022 | 44.71% |
| June 30, 2022 | 44.71% |
| May 31, 2022 | 44.71% |
| April 30, 2022 | 43.85% |
| March 31, 2022 | 43.85% |
| February 28, 2022 | 32.89% |
| Date | Value |
|---|---|
| January 31, 2022 | 32.89% |
| December 31, 2021 | 32.89% |
| November 30, 2021 | 32.89% |
| October 31, 2021 | 32.89% |
| September 30, 2021 | 32.89% |
| August 31, 2021 | 31.92% |
| July 31, 2021 | 31.29% |
| June 30, 2021 | 22.41% |
| May 31, 2021 | 22.41% |
| April 30, 2021 | 22.41% |
| March 31, 2021 | 22.41% |
| February 28, 2021 | 18.12% |
| January 31, 2021 | 18.12% |
| December 31, 2020 | 18.12% |
| November 30, 2020 | 18.12% |
| October 31, 2020 | 18.12% |
| September 30, 2020 | 18.12% |
| August 31, 2020 | 18.12% |
| July 31, 2020 | 18.12% |
| June 30, 2020 | 18.12% |
| May 31, 2020 | 18.12% |
| April 30, 2020 | 18.12% |
| March 31, 2020 | 18.12% |
| February 29, 2020 | 14.29% |
| January 31, 2020 | 14.29% |
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
7.93%
Minimum
May 2019
60.63%
Maximum
Jan 2024
33.10%
Average
32.89%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.916 |
| Beta (5Y) | 0.5446 |
| Alpha (vs YCharts Benchmark) (5Y) | 4.709 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8548 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.39% |
| Historical Sharpe Ratio (5Y) | -0.0825 |
| Historical Sortino (5Y) | -0.1427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.20% |