KraneShares CSI China Internet ETF (KWEB)
28.01
+0.05
(+0.18%)
USD |
NYSEARCA |
Apr 25, 16:00
28.22
+0.21
(+0.75%)
After-Hours: 20:00
KWEB Max Drawdown (5Y): 80.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.88% |
| February 29, 2024 | 80.88% |
| January 31, 2024 | 80.88% |
| December 31, 2023 | 80.88% |
| November 30, 2023 | 80.88% |
| October 31, 2023 | 80.88% |
| September 30, 2023 | 80.88% |
| August 31, 2023 | 80.88% |
| July 31, 2023 | 80.88% |
| June 30, 2023 | 80.88% |
| May 31, 2023 | 80.88% |
| April 30, 2023 | 80.88% |
| March 31, 2023 | 80.88% |
| February 28, 2023 | 80.88% |
| January 31, 2023 | 80.88% |
| December 31, 2022 | 80.88% |
| November 30, 2022 | 80.88% |
| October 31, 2022 | 80.88% |
| September 30, 2022 | 77.99% |
| August 31, 2022 | 77.99% |
| July 31, 2022 | 77.99% |
| June 30, 2022 | 77.99% |
| May 31, 2022 | 77.99% |
| April 30, 2022 | 77.99% |
| March 31, 2022 | 77.99% |
| Date | Value |
|---|---|
| February 28, 2022 | 65.24% |
| January 31, 2022 | 65.08% |
| December 31, 2021 | 64.62% |
| November 30, 2021 | 57.55% |
| October 31, 2021 | 57.55% |
| September 30, 2021 | 57.55% |
| August 31, 2021 | 57.55% |
| July 31, 2021 | 53.99% |
| June 30, 2021 | 45.26% |
| May 31, 2021 | 45.26% |
| April 30, 2021 | 45.26% |
| March 31, 2021 | 45.26% |
| February 28, 2021 | 45.26% |
| January 31, 2021 | 45.26% |
| December 31, 2020 | 45.26% |
| November 30, 2020 | 45.26% |
| October 31, 2020 | 45.26% |
| September 30, 2020 | 45.26% |
| August 31, 2020 | 45.26% |
| July 31, 2020 | 45.26% |
| June 30, 2020 | 45.26% |
| May 31, 2020 | 45.26% |
| April 30, 2020 | 45.26% |
| March 31, 2020 | 45.26% |
| February 29, 2020 | 45.26% |
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
45.26%
Minimum
Apr 2019
80.88%
Maximum
Oct 2022
61.71%
Average
57.55%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| iShares MSCI China ETF | 62.82% |
| Xtrackers Harvest CSI 300 China A ETF | 51.28% |
| iShares MSCI Taiwan ETF | 38.88% |
| iShares China Large-Cap ETF | 60.79% |
| Taiwan Fund Inc | 51.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.61 |
| Beta (5Y) | 1.075 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3042 |
| Beta (vs YCharts Benchmark) (5Y) | 1.422 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.76% |
| Historical Sharpe Ratio (5Y) | -0.2852 |
| Historical Sortino (5Y) | -0.4827 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.19% |