iShares MSCI China Small-Cap ETF (ECNS)
25.68
-0.01
(-0.04%)
USD |
NYSEARCA |
Nov 15, 16:00
ECNS Max Drawdown (5Y): 63.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.37% |
| September 30, 2024 | 63.37% |
| August 31, 2024 | 63.37% |
| July 31, 2024 | 63.37% |
| June 30, 2024 | 63.37% |
| May 31, 2024 | 63.37% |
| April 30, 2024 | 63.37% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
51.09%
Average
46.87%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Xtrackers Harvest CSI 500 CHN A SmCp ETF | 64.18% |
| VanEck ChiNext ETF | 63.22% |
| KraneShares MSCI All China ETF | 56.29% |
| KraneShares MSCI China Clean Tech ETF | 66.22% |
| Franklin FTSE Hong Kong ETF | 41.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.158 |
| Beta (5Y) | 0.9042 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.901 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9384 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.59% |
| Historical Sharpe Ratio (5Y) | -0.2051 |
| Historical Sortino (5Y) | -0.4258 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.70% |