KraneShares MSCI All China Hlth Care ETF (KURE)
14.90
-0.16
(-1.09%)
USD |
NYSEARCA |
Nov 15, 16:00
KURE Max Drawdown (5Y): 68.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.45% |
| September 30, 2024 | 68.45% |
| August 31, 2024 | 68.45% |
| July 31, 2024 | 68.45% |
| June 30, 2024 | 67.82% |
| May 31, 2024 | 66.70% |
| April 30, 2024 | 66.70% |
| March 31, 2024 | 66.70% |
| February 29, 2024 | 66.70% |
| January 31, 2024 | 65.55% |
| December 31, 2023 | 59.44% |
| November 30, 2023 | 59.44% |
| October 31, 2023 | 59.44% |
| September 30, 2023 | 59.44% |
| August 31, 2023 | 59.44% |
| July 31, 2023 | 59.44% |
| June 30, 2023 | 59.44% |
| May 31, 2023 | 59.44% |
| April 30, 2023 | 59.44% |
| March 31, 2023 | 59.44% |
| February 28, 2023 | 59.44% |
| January 31, 2023 | 59.44% |
| December 31, 2022 | 59.44% |
| November 30, 2022 | 59.44% |
| October 31, 2022 | 59.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 59.44% |
| August 31, 2022 | 54.54% |
| July 31, 2022 | 54.54% |
| June 30, 2022 | 54.54% |
| May 31, 2022 | 54.54% |
| April 30, 2022 | 52.29% |
| March 31, 2022 | 50.74% |
| February 28, 2022 | 45.77% |
| January 31, 2022 | 45.77% |
| December 31, 2021 | 45.77% |
| November 30, 2021 | 45.77% |
| October 31, 2021 | 45.77% |
| September 30, 2021 | 45.77% |
| August 31, 2021 | 45.77% |
| July 31, 2021 | 45.77% |
| June 30, 2021 | 45.77% |
| May 31, 2021 | 45.77% |
| April 30, 2021 | 45.77% |
| March 31, 2021 | 45.77% |
| February 28, 2021 | 45.77% |
| January 31, 2021 | 45.77% |
| December 31, 2020 | 45.77% |
| November 30, 2020 | 45.77% |
| October 31, 2020 | 45.77% |
| September 30, 2020 | 45.77% |
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
45.77%
Minimum
Nov 2019
68.45%
Maximum
Jul 2024
53.80%
Average
53.42%
Median
Max Drawdown (5Y) Benchmarks
| KraneShares MSCI China Clean Tech ETF | 66.22% |
| SPDR® S&P China ETF | 60.23% |
| Invesco Golden Dragon China ETF | 78.37% |
| iShares MSCI China ETF | 62.82% |
| WisdomTree China ex-State-Owd Entpr ETF | 70.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.11 |
| Beta (5Y) | 0.5815 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.542 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7642 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.34% |
| Historical Sharpe Ratio (5Y) | -0.2591 |
| Historical Sortino (5Y) | -0.5325 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.07% |