VanEck EM High Yield Bond ETF (HYEM)
18.82
+0.05
(+0.27%)
USD |
NYSEARCA |
Apr 25, 16:00
18.71
-0.11
(-0.58%)
After-Hours: 20:00
HYEM Max Drawdown (5Y): 30.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 30.96% |
February 29, 2024 | 30.96% |
January 31, 2024 | 30.96% |
December 31, 2023 | 30.96% |
November 30, 2023 | 30.96% |
October 31, 2023 | 30.96% |
September 30, 2023 | 30.96% |
August 31, 2023 | 30.96% |
July 31, 2023 | 30.96% |
June 30, 2023 | 30.96% |
May 31, 2023 | 30.96% |
April 30, 2023 | 30.96% |
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% |
Date | Value |
---|---|
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% |
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% |
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
27.60%
Average
30.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.556 |
Beta (5Y) | 0.9708 |
Alpha (vs YCharts Benchmark) (5Y) | 1.071 |
Beta (vs YCharts Benchmark) (5Y) | 1.194 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.35% |
Historical Sharpe Ratio (5Y) | -0.0021 |
Historical Sortino (5Y) | -0.0021 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.69% |