VanEck ChiNext ETF (CNXT)
22.84
+0.52
(+2.32%)
USD |
NYSEARCA |
Apr 17, 16:00
CNXT Max Drawdown (5Y): 63.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.88% |
| February 29, 2024 | 63.88% |
| January 31, 2024 | 63.88% |
| December 31, 2023 | 63.88% |
| November 30, 2023 | 65.95% |
| October 31, 2023 | 68.98% |
| September 30, 2023 | 68.98% |
| August 31, 2023 | 68.98% |
| July 31, 2023 | 68.98% |
| June 30, 2023 | 68.98% |
| May 31, 2023 | 68.98% |
| April 30, 2023 | 68.98% |
| March 31, 2023 | 68.98% |
| February 28, 2023 | 68.98% |
| January 31, 2023 | 68.98% |
| December 31, 2022 | 68.98% |
| November 30, 2022 | 68.98% |
| October 31, 2022 | 68.98% |
| September 30, 2022 | 68.98% |
| August 31, 2022 | 68.98% |
| July 31, 2022 | 68.98% |
| June 30, 2022 | 68.98% |
| May 31, 2022 | 68.98% |
| April 30, 2022 | 68.98% |
| March 31, 2022 | 68.98% |
| Date | Value |
|---|---|
| February 28, 2022 | 68.98% |
| January 31, 2022 | 68.98% |
| December 31, 2021 | 68.98% |
| November 30, 2021 | 68.98% |
| October 31, 2021 | 68.98% |
| September 30, 2021 | 68.98% |
| August 31, 2021 | 68.98% |
| July 31, 2021 | 68.98% |
| June 30, 2021 | 68.98% |
| May 31, 2021 | 68.98% |
| April 30, 2021 | 68.98% |
| March 31, 2021 | 68.98% |
| February 28, 2021 | 68.98% |
| January 31, 2021 | 68.98% |
| December 31, 2020 | 68.98% |
| November 30, 2020 | 68.98% |
| October 31, 2020 | 68.98% |
| September 30, 2020 | 68.98% |
| August 31, 2020 | 68.98% |
| July 31, 2020 | 68.98% |
| June 30, 2020 | 68.98% |
| May 31, 2020 | 68.98% |
| April 30, 2020 | 68.98% |
| March 31, 2020 | 68.98% |
| February 29, 2020 | 68.98% |
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
63.88%
Minimum
Dec 2023
68.98%
Maximum
Apr 2019
68.59%
Average
68.98%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.455 |
| Beta (5Y) | 0.6763 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.389 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7522 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.42% |
| Historical Sharpe Ratio (5Y) | -0.1678 |
| Historical Sortino (5Y) | -0.2924 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |