VanEck Russia ETF (RSX)
5.65
0.00 (0.00%)
USD |
BATS |
May 23, 16:00
RSX Max Drawdown (5Y): 82.06% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 82.06% |
| March 31, 2022 | 82.06% |
| February 28, 2022 | 65.54% |
| 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 | 49.64% |
| February 28, 2021 | 52.15% |
| January 31, 2021 | 53.94% |
| December 31, 2020 | 55.27% |
| November 30, 2020 | 63.96% |
| October 31, 2020 | 67.22% |
| September 30, 2020 | 67.22% |
| August 31, 2020 | 67.22% |
| July 31, 2020 | 67.22% |
| June 30, 2020 | 67.22% |
| May 31, 2020 | 67.22% |
| April 30, 2020 | 67.22% |
| Date | Value |
|---|---|
| March 31, 2020 | 67.22% |
| February 29, 2020 | 67.22% |
| January 31, 2020 | 67.22% |
| December 31, 2019 | 67.22% |
| November 30, 2019 | 67.22% |
| October 31, 2019 | 67.22% |
| September 30, 2019 | 67.22% |
| August 31, 2019 | 67.22% |
| July 31, 2019 | 67.22% |
| June 30, 2019 | 67.22% |
| May 31, 2019 | 67.22% |
| April 30, 2019 | 67.22% |
| March 31, 2019 | 67.22% |
| February 28, 2019 | 67.22% |
| January 31, 2019 | 67.22% |
| December 31, 2018 | 67.22% |
| November 30, 2018 | 67.22% |
| October 31, 2018 | 67.22% |
| September 30, 2018 | 67.22% |
| August 31, 2018 | 67.22% |
| July 31, 2018 | 67.22% |
| June 30, 2018 | 67.22% |
| May 31, 2018 | 67.22% |
| April 30, 2018 | 67.22% |
| March 31, 2018 | 67.22% |
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
Mar 2021
82.06%
Maximum
Mar 2022
63.74%
Average
67.22%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Global X MSCI Nigeria ETF | 75.70% |
| Global X MSCI Pakistan ETF | 69.88% |
| VanEck Russia Small-Cap ETF | 71.38% |
| VanEck Africa ETF | 53.35% |
| VanEck Israel ETF | 38.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.62 |
| Beta (5Y) | 1.364 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.36% |
| Historical Sharpe Ratio (5Y) | -0.2536 |
| Historical Sortino (5Y) | -0.2084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.99% |