Invesco Golden Dragon China ETF (PGJ)

26.05 -0.53 (-1.99%) USD  |  NASDAQ  |  Dec 30, 16:00
26.05 0.00 (0.00%) After-Hours: 17:50
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PGJ Max Drawdown (5Y): 78.37% 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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SPDR S&P China ETF 60.23%
WisdomTree China ex-State-Owned Enterprises Fund 70.01%
KraneShares Bosera MSCI China A 50 Connect Idx ETF 51.27%
iShares MSCI China A ETF 49.44%
Franklin FTSE China ETF 62.09%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.93
Beta (5Y) 1.061
Alpha (vs YCharts Benchmark) (5Y) -2.540
Beta (vs YCharts Benchmark) (5Y) 1.333
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.80%
Historical Sharpe Ratio (5Y) -0.2199
Historical Sortino (5Y) -0.4007
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.13%