VanEck ChiNext ETF (CNXT)
29.35
-0.85
(-2.82%)
USD |
NYSEARCA |
Nov 15, 16:00
29.40
+0.05
(+0.16%)
After-Hours: 20:00
CNXT Max Drawdown (5Y): 63.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.22% |
| September 30, 2024 | 63.22% |
| August 31, 2024 | 63.22% |
| July 31, 2024 | 63.22% |
| June 30, 2024 | 63.22% |
| May 31, 2024 | 63.22% |
| April 30, 2024 | 63.22% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
63.22%
Minimum
Apr 2024
68.98%
Maximum
Nov 2019
67.92%
Average
68.98%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| iShares MSCI China Small-Cap ETF | 63.37% |
| Xtrackers Harvest CSI 500 CHN A SmCp ETF | 64.18% |
| KraneShares MSCI All China ETF | 56.29% |
| iShares MSCI Taiwan ETF | 38.88% |
| Franklin FTSE Taiwan ETF | 38.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.79 |
| Beta (5Y) | 0.6889 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.579 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.30% |
| Historical Sharpe Ratio (5Y) | 0.0151 |
| Historical Sortino (5Y) | 0.0359 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |