KraneShares CSI China Internet ETF (KWEB)

29.71 -0.42 (-1.39%) USD  |  NYSEARCA  |  Dec 27, 16:00
29.69 -0.02 (-0.07%) After-Hours: 20:00
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KWEB Max Drawdown (5Y): 80.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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KraneShares Chn Intrnt & Cvrd Cll Strtgy ETF --
Direxion Daily CSI China Internet Idx Bull 2X Shs 98.09%
KraneShares Hang Seng TECH Index ETF --
iShares MSCI China ETF 62.82%
Xtrackers Hvst CSI 300 China A-Shs ETF 51.28%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.40
Beta (5Y) 0.4784
Alpha (vs YCharts Benchmark) (5Y) -10.87
Beta (vs YCharts Benchmark) (5Y) 0.2063
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.68%
Historical Sharpe Ratio (5Y) -0.2017
Historical Sortino (5Y) -0.3793
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.02%