WisdomTree China ex-State-Owd Entpr ETF (CXSE)
30.68
-0.24
(-0.78%)
USD |
NASDAQ |
Nov 15, 16:00
30.68
0.00 (0.00%)
After-Hours: 20:00
CXSE Max Drawdown (5Y): 70.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.01% |
| September 30, 2024 | 70.01% |
| August 31, 2024 | 70.01% |
| July 31, 2024 | 70.01% |
| June 30, 2024 | 70.01% |
| May 31, 2024 | 70.01% |
| April 30, 2024 | 70.01% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
53.59%
Average
57.48%
Median
Max Drawdown (5Y) Benchmarks
| SPDR® S&P China ETF | 60.23% |
| Invesco Golden Dragon China ETF | 78.37% |
| KraneShares Bosera MSCIChinaA50CntIdETF | 51.27% |
| iShares MSCI China A ETF | 49.44% |
| Franklin FTSE China ETF | 62.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.271 |
| Beta (5Y) | 0.8645 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6831 |
| Beta (vs YCharts Benchmark) (5Y) | 1.077 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.60% |
| Historical Sharpe Ratio (5Y) | -0.1366 |
| Historical Sortino (5Y) | -0.2773 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.51% |