WisdomTree China ex-State-Owned Enterprises Fund (CXSE)
30.39
-0.30
(-0.96%)
USD |
NASDAQ |
Dec 27, 16:00
30.42
+0.03
(+0.10%)
After-Hours: 20:00
CXSE Max Drawdown (5Y): 70.01% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| SPDR S&P China ETF | 60.23% |
| Invesco Golden Dragon China ETF | 78.37% |
| KraneShares Bosera MSCI China A 50 Connect Idx ETF | 51.27% |
| iShares MSCI China A ETF | 49.44% |
| Franklin FTSE China ETF | 62.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.304 |
| Beta (5Y) | 0.8668 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.698 |
| Beta (vs YCharts Benchmark) (5Y) | 1.075 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.65% |
| Historical Sharpe Ratio (5Y) | -0.1804 |
| Historical Sortino (5Y) | -0.3682 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.63% |