CHINA FUND INC (CHN)
11.12
+0.10
(+0.86%)
USD |
NYSE |
May 03, 16:00
11.11
0.00 (0.00%)
After-Hours: 20:00
CHN Max Drawdown (5Y): 72.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.60% |
| March 31, 2024 | 72.60% |
| February 29, 2024 | 72.60% |
| January 31, 2024 | 72.60% |
| December 31, 2023 | 71.83% |
| November 30, 2023 | 71.83% |
| October 31, 2023 | 71.83% |
| September 30, 2023 | 71.83% |
| August 31, 2023 | 71.83% |
| July 31, 2023 | 71.83% |
| June 30, 2023 | 71.83% |
| May 31, 2023 | 71.83% |
| April 30, 2023 | 71.83% |
| March 31, 2023 | 71.83% |
| February 28, 2023 | 71.83% |
| January 31, 2023 | 71.83% |
| December 31, 2022 | 71.83% |
| November 30, 2022 | 71.83% |
| October 31, 2022 | 71.83% |
| September 30, 2022 | 66.58% |
| August 31, 2022 | 65.37% |
| July 31, 2022 | 65.37% |
| June 30, 2022 | 65.37% |
| May 31, 2022 | 65.37% |
| April 30, 2022 | 64.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.13% |
| February 28, 2022 | 53.64% |
| January 31, 2022 | 50.54% |
| December 31, 2021 | 47.92% |
| November 30, 2021 | 34.98% |
| October 31, 2021 | 37.29% |
| September 30, 2021 | 39.86% |
| August 31, 2021 | 39.86% |
| July 31, 2021 | 39.86% |
| June 30, 2021 | 39.86% |
| May 31, 2021 | 39.86% |
| April 30, 2021 | 41.27% |
| March 31, 2021 | 43.89% |
| February 28, 2021 | 49.97% |
| January 31, 2021 | 49.97% |
| December 31, 2020 | 49.97% |
| November 30, 2020 | 54.86% |
| October 31, 2020 | 54.86% |
| September 30, 2020 | 54.86% |
| August 31, 2020 | 54.86% |
| July 31, 2020 | 54.86% |
| June 30, 2020 | 54.86% |
| May 31, 2020 | 54.86% |
| April 30, 2020 | 54.86% |
| March 31, 2020 | 54.86% |
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
34.98%
Minimum
Nov 2021
72.60%
Maximum
Jan 2024
58.76%
Average
54.86%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Templeton Dragon Fund Inc | 66.88% |
| SPDR® S&P China ETF | 60.23% |
| Morgan Stanley China A Share Fund Inc | 47.71% |
| Taiwan Fund Inc | 51.72% |
| Invesco Golden Dragon China ETF | 78.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.97 |
| Beta (5Y) | 0.8656 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.501 |
| Beta (vs YCharts Benchmark) (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.04% |
| Historical Sharpe Ratio (5Y) | -0.4489 |
| Historical Sortino (5Y) | -0.6712 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.51% |