KraneShares Bosera MSCIChinaA50CntIdETF (KBA)
34.11
-0.23 (-0.67%)
USD |
NYSEARCA |
May 23, 10:43
KBA Max Drawdown (5Y): 52.65% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 52.65% |
March 31, 2022 | 52.65% |
February 28, 2022 | 52.65% |
January 31, 2022 | 52.65% |
December 31, 2021 | 52.65% |
November 30, 2021 | 52.65% |
October 31, 2021 | 52.65% |
September 30, 2021 | 52.65% |
August 31, 2021 | 52.65% |
July 31, 2021 | 52.65% |
June 30, 2021 | 52.65% |
May 31, 2021 | 52.65% |
April 30, 2021 | 52.65% |
March 31, 2021 | 52.65% |
February 28, 2021 | 52.65% |
January 31, 2021 | 52.65% |
December 31, 2020 | 52.65% |
November 30, 2020 | 52.89% |
October 31, 2020 | 52.89% |
September 30, 2020 | 52.89% |
August 31, 2020 | 52.89% |
July 31, 2020 | 52.89% |
June 30, 2020 | 52.89% |
May 31, 2020 | 52.89% |
April 30, 2020 | 52.89% |
Date | Value |
---|---|
March 31, 2020 | 52.89% |
February 29, 2020 | 52.89% |
January 31, 2020 | 52.89% |
December 31, 2019 | 52.89% |
November 30, 2019 | 52.89% |
October 31, 2019 | 52.89% |
September 30, 2019 | 52.89% |
August 31, 2019 | 52.89% |
July 31, 2019 | 52.89% |
June 30, 2019 | 52.89% |
May 31, 2019 | 52.89% |
April 30, 2019 | 52.89% |
March 31, 2019 | 52.89% |
February 28, 2019 | 52.89% |
January 31, 2019 | 52.89% |
December 31, 2018 | 52.89% |
November 30, 2018 | 52.89% |
October 31, 2018 | 52.89% |
September 30, 2018 | 52.89% |
August 31, 2018 | 52.89% |
July 31, 2018 | 52.89% |
June 30, 2018 | 52.89% |
May 31, 2018 | 52.89% |
April 30, 2018 | 52.89% |
March 31, 2018 | 52.89% |
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
52.65%
Minimum
Dec 2020
52.89%
Maximum
May 2017
52.82%
Average
52.89%
Median
May 2017
Max Drawdown (5Y) Benchmarks
WisdomTree China ex-State-Owd Entpr ETF | 57.28% |
Invesco China Technology ETF | 64.45% |
Invesco Golden Dragon China ETF | 75.02% |
KraneShares CSI China Internet ETF | 77.99% |
VanEck ChiNext ETF | 68.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.742 |
Beta (5Y) | 0.8382 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.16% |
Historical Sharpe Ratio (5Y) | 0.3729 |
Historical Sortino (5Y) | 0.6206 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.19% |