KraneShares MSCI One Belt One Road ETF (OBOR)
22.06
-0.21
(-0.92%)
USD |
NYSEARCA |
Nov 15, 16:00
OBOR Max Drawdown (5Y): 39.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 39.89% |
September 30, 2024 | 39.89% |
August 31, 2024 | 39.89% |
July 31, 2024 | 39.89% |
June 30, 2024 | 39.89% |
May 31, 2024 | 39.89% |
April 30, 2024 | 39.89% |
March 31, 2024 | 39.89% |
February 29, 2024 | 39.89% |
January 31, 2024 | 39.89% |
December 31, 2023 | 39.89% |
November 30, 2023 | 39.89% |
October 31, 2023 | 39.89% |
September 30, 2023 | 39.89% |
August 31, 2023 | 39.89% |
July 31, 2023 | 39.89% |
June 30, 2023 | 39.89% |
May 31, 2023 | 39.89% |
April 30, 2023 | 39.89% |
March 31, 2023 | 39.89% |
February 28, 2023 | 39.89% |
January 31, 2023 | 39.89% |
December 31, 2022 | 39.89% |
November 30, 2022 | 39.89% |
October 31, 2022 | 39.89% |
Date | Value |
---|---|
September 30, 2022 | 39.89% |
August 31, 2022 | 39.89% |
July 31, 2022 | 39.89% |
June 30, 2022 | 39.89% |
May 31, 2022 | 39.89% |
April 30, 2022 | 39.89% |
March 31, 2022 | 39.89% |
February 28, 2022 | 39.89% |
January 31, 2022 | 39.89% |
December 31, 2021 | 39.89% |
November 30, 2021 | 39.89% |
October 31, 2021 | 39.89% |
September 30, 2021 | 39.89% |
August 31, 2021 | 39.89% |
July 31, 2021 | 39.89% |
June 30, 2021 | 39.89% |
May 31, 2021 | 39.89% |
April 30, 2021 | 39.89% |
March 31, 2021 | 39.89% |
February 28, 2021 | 39.89% |
January 31, 2021 | 39.89% |
December 31, 2020 | 39.89% |
November 30, 2020 | 39.89% |
October 31, 2020 | 39.89% |
September 30, 2020 | 39.89% |
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
24.17%
Minimum
Nov 2019
39.89%
Maximum
Mar 2020
38.84%
Average
39.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.548 |
Beta (5Y) | 0.9057 |
Alpha (vs YCharts Benchmark) (5Y) | 1.879 |
Beta (vs YCharts Benchmark) (5Y) | 0.3947 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.23% |
Historical Sharpe Ratio (5Y) | 0.0284 |
Historical Sortino (5Y) | 0.0334 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.94% |