iShares MSCI China A ETF (CNYA)
29.21
-0.29
(-0.98%)
USD |
BATS |
Nov 15, 16:00
29.21
0.00 (0.00%)
After-Hours: 20:00
CNYA Max Drawdown (5Y): 49.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.44% |
| September 30, 2024 | 49.44% |
| August 31, 2024 | 49.44% |
| July 31, 2024 | 49.44% |
| June 30, 2024 | 49.44% |
| May 31, 2024 | 49.44% |
| April 30, 2024 | 49.44% |
| March 31, 2024 | 49.44% |
| February 29, 2024 | 49.44% |
| January 31, 2024 | 48.03% |
| December 31, 2023 | 45.78% |
| November 30, 2023 | 44.65% |
| October 31, 2023 | 44.65% |
| September 30, 2023 | 43.22% |
| August 31, 2023 | 43.22% |
| July 31, 2023 | 43.22% |
| June 30, 2023 | 43.22% |
| May 31, 2023 | 43.22% |
| April 30, 2023 | 43.22% |
| March 31, 2023 | 43.22% |
| February 28, 2023 | 43.22% |
| January 31, 2023 | 43.22% |
| December 31, 2022 | 43.22% |
| November 30, 2022 | 43.22% |
| October 31, 2022 | 43.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.22% |
| August 31, 2022 | 35.94% |
| July 31, 2022 | 35.94% |
| June 30, 2022 | 35.94% |
| May 31, 2022 | 35.94% |
| April 30, 2022 | 35.94% |
| March 31, 2022 | 34.92% |
| February 28, 2022 | 34.92% |
| January 31, 2022 | 34.92% |
| December 31, 2021 | 34.92% |
| November 30, 2021 | 34.92% |
| October 31, 2021 | 34.92% |
| September 30, 2021 | 34.92% |
| August 31, 2021 | 34.92% |
| July 31, 2021 | 34.92% |
| June 30, 2021 | 34.92% |
| May 31, 2021 | 34.92% |
| April 30, 2021 | 34.92% |
| March 31, 2021 | 34.92% |
| February 28, 2021 | 34.92% |
| January 31, 2021 | 34.92% |
| December 31, 2020 | 34.92% |
| November 30, 2020 | 34.92% |
| October 31, 2020 | 34.92% |
| September 30, 2020 | 34.92% |
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
34.92%
Minimum
Nov 2019
49.44%
Maximum
Feb 2024
39.60%
Average
35.94%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| SPDR® S&P China ETF | 60.23% |
| Invesco Golden Dragon China ETF | 78.37% |
| WisdomTree China ex-State-Owd Entpr ETF | 70.01% |
| KraneShares Bosera MSCIChinaA50CntIdETF | 51.27% |
| Franklin FTSE China ETF | 62.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.008 |
| Beta (5Y) | 0.6674 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.742 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7316 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.98% |
| Historical Sharpe Ratio (5Y) | 0.0114 |
| Historical Sortino (5Y) | 0.0243 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |