iShares MSCI China ETF (MCHI)
41.44
+0.10
(+0.24%)
USD |
NASDAQ |
Apr 25, 12:57
MCHI Max Drawdown (5Y): 62.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 62.82% |
| February 29, 2024 | 62.82% |
| January 31, 2024 | 62.82% |
| December 31, 2023 | 62.82% |
| November 30, 2023 | 62.82% |
| October 31, 2023 | 62.82% |
| September 30, 2023 | 62.82% |
| August 31, 2023 | 62.82% |
| July 31, 2023 | 62.82% |
| June 30, 2023 | 62.82% |
| May 31, 2023 | 62.82% |
| April 30, 2023 | 62.82% |
| March 31, 2023 | 62.82% |
| February 28, 2023 | 62.82% |
| January 31, 2023 | 62.82% |
| December 31, 2022 | 62.82% |
| November 30, 2022 | 62.82% |
| October 31, 2022 | 62.82% |
| September 30, 2022 | 55.53% |
| August 31, 2022 | 53.02% |
| July 31, 2022 | 53.02% |
| June 30, 2022 | 53.02% |
| May 31, 2022 | 53.02% |
| April 30, 2022 | 53.02% |
| March 31, 2022 | 53.02% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.12% |
| January 31, 2022 | 37.87% |
| December 31, 2021 | 36.95% |
| November 30, 2021 | 33.15% |
| October 31, 2021 | 33.15% |
| September 30, 2021 | 33.15% |
| August 31, 2021 | 33.15% |
| July 31, 2021 | 33.15% |
| June 30, 2021 | 33.15% |
| May 31, 2021 | 33.15% |
| April 30, 2021 | 33.21% |
| March 31, 2021 | 35.93% |
| February 28, 2021 | 37.37% |
| January 31, 2021 | 37.37% |
| December 31, 2020 | 37.37% |
| November 30, 2020 | 43.23% |
| October 31, 2020 | 43.23% |
| September 30, 2020 | 43.23% |
| August 31, 2020 | 43.23% |
| July 31, 2020 | 43.23% |
| June 30, 2020 | 43.23% |
| May 31, 2020 | 43.23% |
| April 30, 2020 | 43.23% |
| March 31, 2020 | 43.23% |
| February 29, 2020 | 43.23% |
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
33.15%
Minimum
May 2021
62.82%
Maximum
Oct 2022
48.27%
Average
43.23%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| iShares China Large-Cap ETF | 60.79% |
| SPDR® S&P China ETF | 60.23% |
| First Trust China AlphaDEX® ETF | 42.46% |
| KraneShares CSI China Internet ETF | 80.88% |
| iShares MSCI Hong Kong ETF | 40.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.34 |
| Beta (5Y) | 0.8523 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5734 |
| Beta (vs YCharts Benchmark) (5Y) | 1.023 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.03% |
| Historical Sharpe Ratio (5Y) | -0.3439 |
| Historical Sortino (5Y) | -0.602 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.04% |