Xtrackers MSCI All China Equity ETF (DELISTED) (CN:DL)
23.67
0.00 (0.00%)
USD |
NYSEARCA |
Mar 28, 16:00
CN:DL Max Drawdown (5Y): 56.19% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 56.19% |
| February 29, 2024 | 56.19% |
| January 31, 2024 | 55.45% |
| December 31, 2023 | 55.44% |
| November 30, 2023 | 55.44% |
| October 31, 2023 | 55.44% |
| September 30, 2023 | 55.44% |
| August 31, 2023 | 55.44% |
| July 31, 2023 | 55.44% |
| June 30, 2023 | 55.44% |
| May 31, 2023 | 55.44% |
| April 30, 2023 | 55.44% |
| March 31, 2023 | 55.44% |
| February 28, 2023 | 55.44% |
| January 31, 2023 | 55.44% |
| December 31, 2022 | 55.44% |
| November 30, 2022 | 55.44% |
| October 31, 2022 | 55.44% |
| September 30, 2022 | 48.72% |
| August 31, 2022 | 45.93% |
| July 31, 2022 | 45.93% |
| June 30, 2022 | 45.93% |
| May 31, 2022 | 45.93% |
| April 30, 2022 | 45.65% |
| March 31, 2022 | 44.64% |
| Date | Value |
|---|---|
| February 28, 2022 | 34.07% |
| January 31, 2022 | 34.07% |
| December 31, 2021 | 34.07% |
| November 30, 2021 | 34.07% |
| October 31, 2021 | 34.07% |
| September 30, 2021 | 34.07% |
| August 31, 2021 | 34.07% |
| July 31, 2021 | 34.07% |
| June 30, 2021 | 34.07% |
| May 31, 2021 | 34.07% |
| April 30, 2021 | 34.69% |
| March 31, 2021 | 37.97% |
| February 28, 2021 | 39.19% |
| January 31, 2021 | 39.19% |
| December 31, 2020 | 39.19% |
| November 30, 2020 | 44.24% |
| October 31, 2020 | 44.24% |
| September 30, 2020 | 44.24% |
| August 31, 2020 | 44.24% |
| July 31, 2020 | 44.24% |
| June 30, 2020 | 44.24% |
| May 31, 2020 | 44.24% |
| April 30, 2020 | 44.24% |
| March 31, 2020 | 44.24% |
| February 29, 2020 | 44.24% |
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
34.07%
Minimum
May 2021
56.19%
Maximum
Feb 2024
45.66%
Average
44.24%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.14 |
| Beta (5Y) | 0.7703 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0856 |
| Beta (vs YCharts Benchmark) (5Y) | 0.875 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.80% |
| Historical Sharpe Ratio (5Y) | -0.3105 |
| Historical Sortino (5Y) | -0.5551 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.65% |