KraneShares MSCI All China ETF (KALL)
19.83
+0.10
(+0.53%)
USD |
NYSEARCA |
May 03, 16:00
19.75
-0.08
(-0.39%)
After-Hours: 20:00
KALL Max Drawdown (5Y): 56.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 32.34% |
| July 31, 2020 | 32.34% |
| June 30, 2020 | 32.34% |
| May 31, 2020 | 32.34% |
| April 30, 2020 | 32.34% |
| March 31, 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
41.03%
Average
32.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Xtrackers MSCI All China Equity ETF (DELISTED) | 56.19% |
| First Trust China AlphaDEX® ETF | 42.46% |
| SPDR® S&P China ETF | 60.23% |
| iShares MSCI China ETF | 63.18% |
| iShares MSCI Hong Kong ETF | 44.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.636 |
| Beta (5Y) | 0.7923 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.502 |
| Beta (vs YCharts Benchmark) (5Y) | 1.015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.09% |
| Historical Sharpe Ratio (5Y) | -0.2283 |
| Historical Sortino (5Y) | -0.408 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |