VanEck Russia Small-Cap ETF (RSXJ)
11.18
0.00 (0.00%)
USD |
BATS |
Mar 27, 16:00
RSXJ Max Drawdown (5Y): 71.38% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 71.38% |
January 31, 2024 | 71.38% |
December 31, 2023 | 71.38% |
November 30, 2023 | 71.38% |
October 31, 2023 | 71.38% |
September 30, 2023 | 71.38% |
August 31, 2023 | 71.38% |
July 31, 2023 | 71.38% |
June 30, 2023 | 71.38% |
May 31, 2023 | 71.38% |
April 30, 2023 | 71.38% |
March 31, 2023 | 71.38% |
February 28, 2023 | 71.38% |
January 31, 2023 | 71.38% |
December 31, 2022 | 71.38% |
November 30, 2022 | 71.38% |
October 31, 2022 | 71.38% |
September 30, 2022 | 71.38% |
August 31, 2022 | 71.38% |
July 31, 2022 | 71.38% |
June 30, 2022 | 71.38% |
May 31, 2022 | 71.38% |
April 30, 2022 | 71.38% |
March 31, 2022 | 71.38% |
February 28, 2022 | 51.27% |
Date | Value |
---|---|
January 31, 2022 | 51.27% |
December 31, 2021 | 51.27% |
November 30, 2021 | 51.27% |
October 31, 2021 | 51.27% |
September 30, 2021 | 51.27% |
August 31, 2021 | 51.27% |
July 31, 2021 | 51.27% |
June 30, 2021 | 51.27% |
May 31, 2021 | 51.27% |
April 30, 2021 | 51.27% |
March 31, 2021 | 55.79% |
February 28, 2021 | 64.08% |
January 31, 2021 | 66.69% |
December 31, 2020 | 69.84% |
November 30, 2020 | 75.64% |
October 31, 2020 | 76.02% |
September 30, 2020 | 76.02% |
August 31, 2020 | 76.02% |
July 31, 2020 | 76.02% |
June 30, 2020 | 76.02% |
May 31, 2020 | 76.02% |
April 30, 2020 | 76.02% |
March 31, 2020 | 76.02% |
February 29, 2020 | 76.02% |
January 31, 2020 | 76.02% |
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
51.27%
Minimum
Apr 2021
76.02%
Maximum
Mar 2019
68.82%
Average
71.38%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.43 |
Beta (5Y) | 0.8074 |
Alpha (vs YCharts Benchmark) (5Y) | -26.15 |
Beta (vs YCharts Benchmark) (5Y) | 0.6662 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.71% |
Historical Sharpe Ratio (5Y) | -0.3328 |
Historical Sortino (5Y) | -0.3098 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.06% |