KraneShares MSCI All China ETF (KALL)
20.96
-0.04
(-0.19%)
USD |
NYSEARCA |
Nov 15, 16:00
20.95
-0.01
(-0.05%)
After-Hours: 20:00
KALL Max Drawdown (5Y): 56.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.29% |
| September 30, 2024 | 56.29% |
| August 31, 2024 | 56.29% |
| July 31, 2024 | 56.29% |
| June 30, 2024 | 56.29% |
| May 31, 2024 | 56.29% |
| April 30, 2024 | 56.29% |
| March 31, 2024 | 56.29% |
| February 29, 2024 | 56.29% |
| January 31, 2024 | 56.29% |
| December 31, 2023 | 56.29% |
| November 30, 2023 | 56.29% |
| October 31, 2023 | 56.29% |
| September 30, 2023 | 56.29% |
| August 31, 2023 | 56.29% |
| July 31, 2023 | 56.29% |
| June 30, 2023 | 56.29% |
| May 31, 2023 | 56.29% |
| April 30, 2023 | 56.29% |
| March 31, 2023 | 56.29% |
| February 28, 2023 | 56.29% |
| January 31, 2023 | 56.29% |
| December 31, 2022 | 56.29% |
| November 30, 2022 | 56.29% |
| October 31, 2022 | 56.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.99% |
| August 31, 2022 | 45.59% |
| July 31, 2022 | 45.59% |
| June 30, 2022 | 45.59% |
| May 31, 2022 | 45.59% |
| April 30, 2022 | 45.20% |
| March 31, 2022 | 45.20% |
| February 28, 2022 | 31.76% |
| January 31, 2022 | 31.76% |
| December 31, 2021 | 30.20% |
| November 30, 2021 | 30.20% |
| October 31, 2021 | 30.20% |
| September 30, 2021 | 30.20% |
| August 31, 2021 | 30.20% |
| July 31, 2021 | 30.20% |
| June 30, 2021 | 30.20% |
| May 31, 2021 | 30.20% |
| April 30, 2021 | 30.20% |
| March 31, 2021 | 30.20% |
| February 28, 2021 | 30.20% |
| January 31, 2021 | 30.20% |
| December 31, 2020 | 30.20% |
| November 30, 2020 | 32.34% |
| October 31, 2020 | 32.34% |
| September 30, 2020 | 32.34% |
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
30.20%
Minimum
Dec 2020
56.29%
Maximum
Oct 2022
43.42%
Average
45.40%
Median
Max Drawdown (5Y) Benchmarks
| Franklin FTSE Hong Kong ETF | 41.83% |
| iShares MSCI China Small-Cap ETF | 63.37% |
| First Trust China AlphaDEX® ETF | 42.46% |
| Xtrackers Harvest CSI 500 CHN A SmCp ETF | 64.18% |
| iShares MSCI Hong Kong ETF | 42.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.119 |
| Beta (5Y) | 0.7792 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.605 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9073 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.97% |
| Historical Sharpe Ratio (5Y) | -0.0561 |
| Historical Sortino (5Y) | -0.1142 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |