VanEck EM High Yield Bond ETF (HYEM)
18.42
+0.04 (+0.22%)
USD |
NYSEARCA |
Mar 31, 16:00
18.45
+0.03 (+0.16%)
After-Hours: 20:00
HYEM Max Drawdown (5Y): 30.96% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 30.96% |
| February 28, 2023 | 30.96% |
| January 31, 2023 | 30.96% |
| December 31, 2022 | 30.96% |
| November 30, 2022 | 30.96% |
| October 31, 2022 | 30.96% |
| September 30, 2022 | 30.96% |
| August 31, 2022 | 30.96% |
| July 31, 2022 | 30.96% |
| June 30, 2022 | 30.96% |
| May 31, 2022 | 30.96% |
| April 30, 2022 | 30.96% |
| March 31, 2022 | 30.96% |
| February 28, 2022 | 30.96% |
| January 31, 2022 | 30.96% |
| December 31, 2021 | 30.96% |
| November 30, 2021 | 30.96% |
| October 31, 2021 | 30.96% |
| September 30, 2021 | 30.96% |
| August 31, 2021 | 30.96% |
| July 31, 2021 | 30.96% |
| June 30, 2021 | 30.96% |
| May 31, 2021 | 30.96% |
| April 30, 2021 | 30.96% |
| March 31, 2021 | 30.96% |
| Date | Value |
|---|---|
| February 28, 2021 | 30.96% |
| January 31, 2021 | 30.96% |
| December 31, 2020 | 30.96% |
| November 30, 2020 | 30.96% |
| October 31, 2020 | 30.96% |
| September 30, 2020 | 30.96% |
| August 31, 2020 | 30.96% |
| July 31, 2020 | 30.96% |
| June 30, 2020 | 30.96% |
| May 31, 2020 | 30.96% |
| April 30, 2020 | 30.96% |
| March 31, 2020 | 30.96% |
| February 29, 2020 | 10.09% |
| January 31, 2020 | 10.09% |
| December 31, 2019 | 10.09% |
| November 30, 2019 | 11.64% |
| October 31, 2019 | 12.89% |
| September 30, 2019 | 14.00% |
| August 31, 2019 | 14.00% |
| July 31, 2019 | 14.00% |
| June 30, 2019 | 14.00% |
| May 31, 2019 | 14.00% |
| April 30, 2019 | 14.00% |
| March 31, 2019 | 14.00% |
| February 28, 2019 | 14.00% |
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
10.09%
Minimum
Dec 2019
30.96%
Maximum
Mar 2020
24.21%
Average
30.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3337 |
| Beta (5Y) | 0.9929 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.26 |
| Beta (vs YCharts Benchmark) (5Y) | 1.257 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.24% |
| Historical Sharpe Ratio (5Y) | -0.0029 |
| Historical Sortino (5Y) | -0.0029 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.69% |