KraneShares Bosera MSCIChinaA50CntIdETF (KBA)
24.28
-0.26
(-1.04%)
USD |
NYSEARCA |
Nov 15, 16:00
24.28
0.00 (0.00%)
After-Hours: 20:00
KBA Max Drawdown (5Y): 51.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.27% |
| September 30, 2024 | 51.27% |
| August 31, 2024 | 51.27% |
| July 31, 2024 | 51.27% |
| June 30, 2024 | 51.27% |
| May 31, 2024 | 51.27% |
| April 30, 2024 | 51.27% |
| March 31, 2024 | 51.27% |
| February 29, 2024 | 51.27% |
| January 31, 2024 | 50.67% |
| December 31, 2023 | 48.82% |
| November 30, 2023 | 47.33% |
| October 31, 2023 | 52.33% |
| September 30, 2023 | 52.43% |
| August 31, 2023 | 52.43% |
| July 31, 2023 | 52.65% |
| June 30, 2023 | 52.65% |
| May 31, 2023 | 52.65% |
| April 30, 2023 | 52.65% |
| March 31, 2023 | 52.65% |
| February 28, 2023 | 52.65% |
| January 31, 2023 | 52.65% |
| December 31, 2022 | 52.65% |
| November 30, 2022 | 52.65% |
| October 31, 2022 | 52.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.65% |
| August 31, 2022 | 52.65% |
| July 31, 2022 | 52.65% |
| June 30, 2022 | 52.65% |
| May 31, 2022 | 52.65% |
| 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% |
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
47.33%
Minimum
Nov 2023
52.89%
Maximum
Nov 2019
52.30%
Average
52.65%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| SPDR® S&P China ETF | 60.23% |
| Invesco Golden Dragon China ETF | 78.37% |
| WisdomTree China ex-State-Owd Entpr ETF | 70.01% |
| iShares MSCI China A ETF | 49.44% |
| Franklin FTSE China ETF | 62.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.895 |
| Beta (5Y) | 0.6406 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.836 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7534 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.18% |
| Historical Sharpe Ratio (5Y) | 0.0122 |
| Historical Sortino (5Y) | 0.0255 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.30% |