VanEck JPMorgan EMLcl Ccy Bd ETF (EMLC)
23.77
-0.12
(-0.50%)
USD |
NYSEARCA |
Apr 24, 16:00
23.77
0.00 (0.00%)
After-Hours: 19:51
EMLC Max Drawdown (5Y): 26.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 26.48% |
| February 29, 2024 | 26.48% |
| January 31, 2024 | 26.48% |
| December 31, 2023 | 26.48% |
| November 30, 2023 | 26.48% |
| October 31, 2023 | 26.48% |
| September 30, 2023 | 26.48% |
| August 31, 2023 | 26.48% |
| July 31, 2023 | 26.48% |
| June 30, 2023 | 26.48% |
| May 31, 2023 | 26.48% |
| April 30, 2023 | 26.48% |
| March 31, 2023 | 26.48% |
| February 28, 2023 | 26.48% |
| January 31, 2023 | 26.48% |
| December 31, 2022 | 26.48% |
| November 30, 2022 | 26.48% |
| October 31, 2022 | 26.48% |
| September 30, 2022 | 25.74% |
| August 31, 2022 | 24.94% |
| July 31, 2022 | 24.94% |
| June 30, 2022 | 22.71% |
| May 31, 2022 | 22.71% |
| April 30, 2022 | 22.71% |
| March 31, 2022 | 22.71% |
| Date | Value |
|---|---|
| February 28, 2022 | 22.71% |
| January 31, 2022 | 22.71% |
| December 31, 2021 | 22.71% |
| November 30, 2021 | 22.71% |
| October 31, 2021 | 23.59% |
| September 30, 2021 | 24.94% |
| August 31, 2021 | 25.36% |
| July 31, 2021 | 25.36% |
| June 30, 2021 | 25.36% |
| May 31, 2021 | 25.36% |
| April 30, 2021 | 25.36% |
| March 31, 2021 | 25.36% |
| February 28, 2021 | 25.36% |
| January 31, 2021 | 25.36% |
| December 31, 2020 | 26.03% |
| November 30, 2020 | 30.10% |
| October 31, 2020 | 31.99% |
| September 30, 2020 | 31.99% |
| August 31, 2020 | 31.99% |
| July 31, 2020 | 31.99% |
| June 30, 2020 | 31.99% |
| May 31, 2020 | 31.99% |
| April 30, 2020 | 31.99% |
| March 31, 2020 | 31.99% |
| February 29, 2020 | 31.99% |
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
22.71%
Minimum
Nov 2021
31.99%
Maximum
Apr 2019
27.49%
Average
26.48%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8046 |
| Beta (5Y) | 1.020 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.456 |
| Beta (vs YCharts Benchmark) (5Y) | 1.101 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.62% |
| Historical Sharpe Ratio (5Y) | -0.1959 |
| Historical Sortino (5Y) | -0.2429 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.43% |