WisdomTree China ex-State-Owd Entpr ETF (CXSE)
26.78
-0.05
(-0.19%)
USD |
NASDAQ |
Apr 25, 10:58
CXSE Max Drawdown (5Y): 70.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 70.01% |
| February 29, 2024 | 70.01% |
| January 31, 2024 | 69.37% |
| December 31, 2023 | 66.26% |
| November 30, 2023 | 66.26% |
| October 31, 2023 | 66.26% |
| September 30, 2023 | 66.26% |
| August 31, 2023 | 66.26% |
| July 31, 2023 | 66.26% |
| June 30, 2023 | 66.26% |
| May 31, 2023 | 66.26% |
| April 30, 2023 | 66.26% |
| March 31, 2023 | 66.26% |
| February 28, 2023 | 66.26% |
| January 31, 2023 | 66.26% |
| December 31, 2022 | 66.26% |
| November 30, 2022 | 66.26% |
| October 31, 2022 | 66.26% |
| September 30, 2022 | 60.17% |
| August 31, 2022 | 57.68% |
| July 31, 2022 | 57.68% |
| June 30, 2022 | 57.68% |
| May 31, 2022 | 57.68% |
| April 30, 2022 | 57.28% |
| March 31, 2022 | 56.99% |
| Date | Value |
|---|---|
| February 28, 2022 | 43.85% |
| January 31, 2022 | 42.73% |
| December 31, 2021 | 40.06% |
| November 30, 2021 | 38.58% |
| October 31, 2021 | 38.58% |
| September 30, 2021 | 38.58% |
| August 31, 2021 | 38.58% |
| July 31, 2021 | 38.58% |
| June 30, 2021 | 38.58% |
| May 31, 2021 | 38.58% |
| April 30, 2021 | 38.58% |
| March 31, 2021 | 38.58% |
| February 28, 2021 | 38.58% |
| January 31, 2021 | 38.58% |
| December 31, 2020 | 38.58% |
| November 30, 2020 | 39.79% |
| October 31, 2020 | 39.79% |
| September 30, 2020 | 39.79% |
| August 31, 2020 | 39.79% |
| July 31, 2020 | 39.79% |
| June 30, 2020 | 39.79% |
| May 31, 2020 | 41.23% |
| April 30, 2020 | 41.23% |
| March 31, 2020 | 41.23% |
| February 29, 2020 | 41.23% |
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
38.58%
Minimum
Dec 2020
70.01%
Maximum
Feb 2024
50.23%
Average
41.23%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Invesco Golden Dragon China ETF | 78.37% |
| KraneShares Bosera MSCIChinaA50CntIdETF | 51.27% |
| iShares MSCI China A ETF | 49.44% |
| Morgan Stanley China A Share Fund Inc | 47.71% |
| Templeton Dragon Fund Inc | 66.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.05 |
| Beta (5Y) | 0.9003 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.379 |
| Beta (vs YCharts Benchmark) (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.54% |
| Historical Sharpe Ratio (5Y) | -0.2971 |
| Historical Sortino (5Y) | -0.5335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.63% |