SPDR® S&P China ETF (GXC)
77.14
-0.10
(-0.12%)
USD |
NYSEARCA |
Nov 15, 16:00
77.14
0.00 (0.00%)
After-Hours: 19:52
GXC Max Drawdown (5Y): 60.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.23% |
| September 30, 2024 | 60.23% |
| August 31, 2024 | 60.23% |
| July 31, 2024 | 60.23% |
| June 30, 2024 | 60.23% |
| May 31, 2024 | 60.23% |
| April 30, 2024 | 60.23% |
| March 31, 2024 | 60.23% |
| February 29, 2024 | 60.23% |
| January 31, 2024 | 60.23% |
| December 31, 2023 | 60.23% |
| November 30, 2023 | 60.23% |
| October 31, 2023 | 60.23% |
| September 30, 2023 | 60.23% |
| August 31, 2023 | 60.23% |
| July 31, 2023 | 60.23% |
| June 30, 2023 | 60.23% |
| May 31, 2023 | 60.23% |
| April 30, 2023 | 60.23% |
| March 31, 2023 | 60.23% |
| February 28, 2023 | 60.23% |
| January 31, 2023 | 60.23% |
| December 31, 2022 | 60.23% |
| November 30, 2022 | 60.23% |
| October 31, 2022 | 60.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.53% |
| August 31, 2022 | 50.58% |
| July 31, 2022 | 50.58% |
| June 30, 2022 | 50.58% |
| May 31, 2022 | 50.58% |
| April 30, 2022 | 50.58% |
| March 31, 2022 | 50.58% |
| February 28, 2022 | 36.58% |
| January 31, 2022 | 35.65% |
| December 31, 2021 | 34.82% |
| November 30, 2021 | 32.96% |
| October 31, 2021 | 32.96% |
| September 30, 2021 | 32.96% |
| August 31, 2021 | 32.96% |
| July 31, 2021 | 32.96% |
| June 30, 2021 | 32.96% |
| May 31, 2021 | 32.96% |
| April 30, 2021 | 32.96% |
| March 31, 2021 | 32.96% |
| February 28, 2021 | 33.24% |
| January 31, 2021 | 33.24% |
| December 31, 2020 | 33.24% |
| November 30, 2020 | 39.71% |
| October 31, 2020 | 39.71% |
| September 30, 2020 | 39.71% |
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
32.96%
Minimum
Mar 2021
60.23%
Maximum
Oct 2022
48.04%
Average
50.58%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Invesco Golden Dragon China ETF | 78.37% |
| WisdomTree China ex-State-Owd Entpr ETF | 70.01% |
| KraneShares Bosera MSCIChinaA50CntIdETF | 51.27% |
| iShares MSCI China A ETF | 49.44% |
| Franklin FTSE China ETF | 62.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.270 |
| Beta (5Y) | 0.8005 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3124 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9548 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.38% |
| Historical Sharpe Ratio (5Y) | -0.1291 |
| Historical Sortino (5Y) | -0.2554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.12% |