Mackenzie China A-Shares CSI 300 ETF (QCH.NO)
76.64
0.00 (0.00%)
CAD |
NEO |
Jun 28, 16:00
QCH.NO Max Drawdown (5Y): 45.82% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 45.82% |
| April 30, 2024 | 45.82% |
| March 31, 2024 | 45.82% |
| February 29, 2024 | 45.82% |
| January 31, 2024 | 45.82% |
| December 31, 2023 | 44.65% |
| November 30, 2023 | 42.20% |
| October 31, 2023 | 42.20% |
| September 30, 2023 | 42.20% |
| August 31, 2023 | 42.20% |
| July 31, 2023 | 42.20% |
| June 30, 2023 | 42.20% |
| May 31, 2023 | 42.20% |
| April 30, 2023 | 42.20% |
| March 31, 2023 | 42.20% |
| February 28, 2023 | 42.20% |
| January 31, 2023 | 42.20% |
| December 31, 2022 | 42.20% |
| November 30, 2022 | 42.20% |
| October 31, 2022 | 42.20% |
| September 30, 2022 | 35.62% |
| August 31, 2022 | 34.77% |
| July 31, 2022 | 34.77% |
| June 30, 2022 | 34.77% |
| May 31, 2022 | 34.77% |
| Date | Value |
|---|---|
| April 30, 2022 | 34.77% |
| March 31, 2022 | 31.51% |
| February 28, 2022 | 31.51% |
| January 31, 2022 | 31.51% |
| December 31, 2021 | 31.51% |
| November 30, 2021 | 31.51% |
| October 31, 2021 | 31.51% |
| September 30, 2021 | 31.51% |
| August 31, 2021 | 31.51% |
| July 31, 2021 | 31.51% |
| June 30, 2021 | 31.51% |
| May 31, 2021 | 31.51% |
| April 30, 2021 | 31.51% |
| March 31, 2021 | 31.51% |
| February 28, 2021 | 31.51% |
| January 31, 2021 | 31.51% |
| December 31, 2020 | 31.51% |
| November 30, 2020 | 31.51% |
| October 31, 2020 | 31.51% |
| September 30, 2020 | 31.51% |
| August 31, 2020 | 31.51% |
| July 31, 2020 | 31.51% |
| June 30, 2020 | 31.51% |
| May 31, 2020 | 31.51% |
| April 30, 2020 | 31.51% |
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
31.51%
Minimum
Jun 2019
45.82%
Maximum
Jan 2024
35.76%
Average
31.51%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| iShares China ETF | 58.04% |
| BMO MSCI China ESG Leaders ETF | 73.84% |
| CI ICBCCS S&P China 500 ETF NHdg | 53.42% |
| iShares MSCI Min Vol Emerg Mkts ETF | 22.07% |
| iShares MSCI Min Vol EAFE ETF | 23.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.194 |
| Beta (5Y) | 0.1132 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.280 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5853 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.53% |
| Historical Sharpe Ratio (5Y) | -0.0649 |
| Historical Sortino (5Y) | -0.1219 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.23% |