iShares China Large-Cap ETF (FXI)
30.14
+0.20
(+0.65%)
USD |
NYSEARCA |
Nov 15, 16:00
30.10
-0.04
(-0.15%)
After-Hours: 16:55
FXI Max Drawdown (5Y): 60.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.79% |
| September 30, 2024 | 60.79% |
| August 31, 2024 | 60.79% |
| July 31, 2024 | 60.79% |
| June 30, 2024 | 60.79% |
| May 31, 2024 | 60.79% |
| April 30, 2024 | 60.79% |
| March 31, 2024 | 60.79% |
| February 29, 2024 | 60.79% |
| January 31, 2024 | 60.79% |
| December 31, 2023 | 60.79% |
| November 30, 2023 | 60.79% |
| October 31, 2023 | 60.79% |
| September 30, 2023 | 60.79% |
| August 31, 2023 | 60.79% |
| July 31, 2023 | 60.79% |
| June 30, 2023 | 60.79% |
| May 31, 2023 | 60.79% |
| April 30, 2023 | 60.79% |
| March 31, 2023 | 60.79% |
| February 28, 2023 | 60.79% |
| January 31, 2023 | 60.79% |
| December 31, 2022 | 60.79% |
| November 30, 2022 | 60.79% |
| October 31, 2022 | 60.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.61% |
| August 31, 2022 | 49.57% |
| July 31, 2022 | 49.57% |
| June 30, 2022 | 49.57% |
| May 31, 2022 | 49.57% |
| April 30, 2022 | 49.57% |
| March 31, 2022 | 49.57% |
| February 28, 2022 | 34.98% |
| January 31, 2022 | 34.35% |
| December 31, 2021 | 33.79% |
| November 30, 2021 | 33.79% |
| October 31, 2021 | 33.79% |
| September 30, 2021 | 33.79% |
| August 31, 2021 | 33.79% |
| July 31, 2021 | 33.79% |
| June 30, 2021 | 33.79% |
| May 31, 2021 | 33.79% |
| April 30, 2021 | 34.34% |
| March 31, 2021 | 36.46% |
| February 28, 2021 | 39.14% |
| January 31, 2021 | 39.14% |
| December 31, 2020 | 39.14% |
| November 30, 2020 | 44.59% |
| October 31, 2020 | 44.59% |
| September 30, 2020 | 44.59% |
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
33.79%
Minimum
May 2021
60.79%
Maximum
Oct 2022
49.61%
Average
49.57%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| iShares MSCI China ETF | 62.82% |
| Direxion Daily FTSE China Bull 3X ETF | 98.07% |
| Xtrackers Harvest CSI 300 China A ETF | 51.28% |
| SPDR® S&P China ETF | 60.23% |
| Invesco Golden Dragon China ETF | 78.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.064 |
| Beta (5Y) | 0.8103 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.978 |
| Beta (vs YCharts Benchmark) (5Y) | 0.983 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.49% |
| Historical Sharpe Ratio (5Y) | -0.1859 |
| Historical Sortino (5Y) | -0.3546 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.32% |