EMQQ Emerging Markets Intrnt & Ecmrc ETF (EMQQ)
35.03
+0.61
(+1.77%)
USD |
NYSEARCA |
May 03, 16:00
34.99
-0.04
(-0.11%)
After-Hours: 20:00
EMQQ Max Drawdown (5Y): 73.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.24% |
| March 31, 2024 | 73.24% |
| February 29, 2024 | 73.24% |
| January 31, 2024 | 73.24% |
| December 31, 2023 | 73.24% |
| November 30, 2023 | 73.24% |
| October 31, 2023 | 73.24% |
| September 30, 2023 | 73.24% |
| August 31, 2023 | 73.24% |
| July 31, 2023 | 73.24% |
| June 30, 2023 | 73.24% |
| May 31, 2023 | 73.24% |
| April 30, 2023 | 73.24% |
| March 31, 2023 | 73.24% |
| February 28, 2023 | 73.24% |
| January 31, 2023 | 73.24% |
| December 31, 2022 | 73.24% |
| November 30, 2022 | 73.24% |
| October 31, 2022 | 73.24% |
| September 30, 2022 | 67.46% |
| August 31, 2022 | 67.46% |
| July 31, 2022 | 67.46% |
| June 30, 2022 | 67.46% |
| May 31, 2022 | 67.46% |
| April 30, 2022 | 67.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.18% |
| February 28, 2022 | 55.71% |
| January 31, 2022 | 53.90% |
| December 31, 2021 | 49.44% |
| November 30, 2021 | 42.95% |
| October 31, 2021 | 41.07% |
| September 30, 2021 | 41.01% |
| August 31, 2021 | 41.01% |
| July 31, 2021 | 40.02% |
| June 30, 2021 | 40.02% |
| May 31, 2021 | 40.02% |
| April 30, 2021 | 40.02% |
| March 31, 2021 | 40.02% |
| February 28, 2021 | 40.02% |
| January 31, 2021 | 40.02% |
| December 31, 2020 | 40.02% |
| November 30, 2020 | 40.02% |
| October 31, 2020 | 40.02% |
| September 30, 2020 | 40.02% |
| August 31, 2020 | 40.02% |
| July 31, 2020 | 40.02% |
| June 30, 2020 | 40.02% |
| May 31, 2020 | 40.02% |
| April 30, 2020 | 40.02% |
| March 31, 2020 | 40.02% |
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
40.02%
Minimum
May 2019
73.24%
Maximum
Oct 2022
54.48%
Average
42.01%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.928 |
| Beta (5Y) | 1.101 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.935 |
| Beta (vs YCharts Benchmark) (5Y) | 1.289 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.27% |
| Historical Sharpe Ratio (5Y) | -0.0818 |
| Historical Sortino (5Y) | -0.1345 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.14% |