VanEck Russia ETF (RSX)
5.619
0.00 (0.00%)
USD |
BATS |
May 09, 16:00
RSX Max Drawdown (5Y): 83.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.05% |
March 31, 2024 | 83.05% |
February 29, 2024 | 83.05% |
January 31, 2024 | 83.05% |
December 31, 2023 | 83.05% |
November 30, 2023 | 83.05% |
October 31, 2023 | 83.05% |
September 30, 2023 | 83.05% |
August 31, 2023 | 83.05% |
July 31, 2023 | 83.05% |
June 30, 2023 | 83.05% |
May 31, 2023 | 83.05% |
April 30, 2023 | 83.05% |
March 31, 2023 | 83.05% |
February 28, 2023 | 83.05% |
January 31, 2023 | 83.05% |
December 31, 2022 | 83.05% |
November 30, 2022 | 83.05% |
October 31, 2022 | 83.05% |
September 30, 2022 | 83.05% |
August 31, 2022 | 83.05% |
July 31, 2022 | 83.05% |
June 30, 2022 | 83.05% |
May 31, 2022 | 83.05% |
April 30, 2022 | 83.05% |
Date | Value |
---|---|
March 31, 2022 | 83.05% |
February 28, 2022 | 67.46% |
January 31, 2022 | 49.64% |
December 31, 2021 | 49.64% |
November 30, 2021 | 49.64% |
October 31, 2021 | 49.64% |
September 30, 2021 | 49.64% |
August 31, 2021 | 49.64% |
July 31, 2021 | 49.64% |
June 30, 2021 | 49.64% |
May 31, 2021 | 49.64% |
April 30, 2021 | 49.64% |
March 31, 2021 | 52.40% |
February 28, 2021 | 58.74% |
January 31, 2021 | 60.28% |
December 31, 2020 | 61.43% |
November 30, 2020 | 68.93% |
October 31, 2020 | 71.74% |
September 30, 2020 | 71.74% |
August 31, 2020 | 71.74% |
July 31, 2020 | 71.74% |
June 30, 2020 | 71.74% |
May 31, 2020 | 71.74% |
April 30, 2020 | 71.74% |
March 31, 2020 | 71.74% |
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
49.64%
Minimum
Apr 2021
83.05%
Maximum
Mar 2022
71.94%
Average
71.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
VanEck Africa ETF | 53.35% |
VanEck Israel ETF | 44.99% |
VanEck Egypt ETF (DELISTED) | 66.84% |
VanEck Indonesia ETF | 59.16% |
Franklin FTSE Saudi Arabia ETF | 38.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.26 |
Beta (5Y) | 0.8307 |
Alpha (vs YCharts Benchmark) (5Y) | -29.57 |
Beta (vs YCharts Benchmark) (5Y) | 0.7284 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.55% |
Historical Sharpe Ratio (5Y) | -0.5863 |
Historical Sortino (5Y) | -0.5321 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.99% |