iShares MSCI China Small-Cap ETF (ECNS)
24.62
-0.24
(-0.97%)
USD |
NYSEARCA |
Apr 30, 16:00
24.62
0.00 (0.00%)
After-Hours: 20:00
ECNS Max Drawdown (5Y): 63.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.37% |
| February 29, 2024 | 63.37% |
| January 31, 2024 | 62.18% |
| December 31, 2023 | 57.63% |
| November 30, 2023 | 56.95% |
| October 31, 2023 | 56.95% |
| September 30, 2023 | 56.50% |
| August 31, 2023 | 56.50% |
| July 31, 2023 | 56.50% |
| June 30, 2023 | 56.50% |
| May 31, 2023 | 56.50% |
| April 30, 2023 | 56.50% |
| March 31, 2023 | 56.50% |
| February 28, 2023 | 56.50% |
| January 31, 2023 | 56.50% |
| December 31, 2022 | 56.50% |
| November 30, 2022 | 56.50% |
| October 31, 2022 | 56.50% |
| September 30, 2022 | 52.33% |
| August 31, 2022 | 44.90% |
| July 31, 2022 | 44.90% |
| June 30, 2022 | 44.90% |
| May 31, 2022 | 44.90% |
| April 30, 2022 | 44.90% |
| March 31, 2022 | 44.90% |
| Date | Value |
|---|---|
| February 28, 2022 | 43.48% |
| January 31, 2022 | 43.48% |
| December 31, 2021 | 43.48% |
| November 30, 2021 | 43.48% |
| October 31, 2021 | 43.48% |
| September 30, 2021 | 43.48% |
| August 31, 2021 | 43.48% |
| July 31, 2021 | 43.48% |
| June 30, 2021 | 43.48% |
| May 31, 2021 | 43.48% |
| April 30, 2021 | 43.48% |
| March 31, 2021 | 43.48% |
| February 28, 2021 | 43.48% |
| January 31, 2021 | 43.48% |
| December 31, 2020 | 43.48% |
| November 30, 2020 | 46.87% |
| October 31, 2020 | 46.87% |
| September 30, 2020 | 46.87% |
| August 31, 2020 | 46.87% |
| July 31, 2020 | 46.87% |
| June 30, 2020 | 46.87% |
| May 31, 2020 | 46.87% |
| April 30, 2020 | 46.87% |
| March 31, 2020 | 46.87% |
| February 29, 2020 | 46.87% |
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
43.48%
Minimum
Dec 2020
63.37%
Maximum
Feb 2024
49.20%
Average
46.87%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.01 |
| Beta (5Y) | 0.8907 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.149 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8943 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.40% |
| Historical Sharpe Ratio (5Y) | -0.3967 |
| Historical Sortino (5Y) | -0.7125 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.70% |