Xtrackers MSCI Em Mkts Hdg Eq ETF (DBEM)
24.50
-0.02
(-0.07%)
USD |
NYSEARCA |
May 06, 16:00
24.50
0.00 (0.00%)
After-Hours: 20:00
DBEM Max Drawdown (5Y): 33.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 33.52% |
| March 31, 2024 | 33.52% |
| February 29, 2024 | 33.52% |
| January 31, 2024 | 33.52% |
| December 31, 2023 | 33.52% |
| November 30, 2023 | 33.52% |
| October 31, 2023 | 33.52% |
| September 30, 2023 | 33.52% |
| August 31, 2023 | 33.52% |
| July 31, 2023 | 33.52% |
| June 30, 2023 | 33.52% |
| May 31, 2023 | 33.52% |
| April 30, 2023 | 33.52% |
| March 31, 2023 | 33.52% |
| February 28, 2023 | 33.52% |
| January 31, 2023 | 33.52% |
| December 31, 2022 | 33.52% |
| November 30, 2022 | 33.52% |
| October 31, 2022 | 33.52% |
| September 30, 2022 | 31.60% |
| August 31, 2022 | 30.66% |
| July 31, 2022 | 30.66% |
| June 30, 2022 | 30.66% |
| May 31, 2022 | 30.66% |
| April 30, 2022 | 30.66% |
| Date | Value |
|---|---|
| March 31, 2022 | 31.33% |
| February 28, 2022 | 32.86% |
| January 31, 2022 | 34.62% |
| December 31, 2021 | 35.73% |
| November 30, 2021 | 35.83% |
| October 31, 2021 | 37.75% |
| September 30, 2021 | 39.91% |
| August 31, 2021 | 40.27% |
| July 31, 2021 | 40.27% |
| June 30, 2021 | 40.27% |
| May 31, 2021 | 40.27% |
| April 30, 2021 | 40.87% |
| March 31, 2021 | 42.96% |
| February 28, 2021 | 43.27% |
| January 31, 2021 | 43.27% |
| December 31, 2020 | 43.27% |
| November 30, 2020 | 47.83% |
| October 31, 2020 | 48.05% |
| September 30, 2020 | 48.05% |
| August 31, 2020 | 48.05% |
| July 31, 2020 | 48.05% |
| June 30, 2020 | 48.05% |
| May 31, 2020 | 48.05% |
| April 30, 2020 | 48.05% |
| March 31, 2020 | 48.05% |
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
30.66%
Minimum
Apr 2022
48.05%
Maximum
May 2019
39.29%
Average
36.79%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.604 |
| Beta (5Y) | 0.7956 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.5875 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.92% |
| Historical Sharpe Ratio (5Y) | 0.0456 |
| Historical Sortino (5Y) | 0.0588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.43% |