VanEck Russia Small-Cap ETF (RSXJ)
11.24
0.00 (0.00%)
USD |
BATS |
May 23, 16:00
RSXJ Max Drawdown (5Y): 71.38% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 71.38% |
| March 31, 2022 | 71.38% |
| February 28, 2022 | 51.27% |
| 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% |
| Date | Value |
|---|---|
| March 31, 2020 | 76.02% |
| February 29, 2020 | 76.02% |
| January 31, 2020 | 76.02% |
| December 31, 2019 | 76.02% |
| November 30, 2019 | 76.02% |
| October 31, 2019 | 76.02% |
| September 30, 2019 | 76.02% |
| August 31, 2019 | 76.02% |
| July 31, 2019 | 76.02% |
| June 30, 2019 | 76.02% |
| May 31, 2019 | 76.02% |
| April 30, 2019 | 76.02% |
| March 31, 2019 | 76.02% |
| February 28, 2019 | 76.02% |
| January 31, 2019 | 76.02% |
| December 31, 2018 | 76.02% |
| November 30, 2018 | 76.02% |
| October 31, 2018 | 76.02% |
| September 30, 2018 | 76.02% |
| August 31, 2018 | 76.02% |
| July 31, 2018 | 76.02% |
| June 30, 2018 | 76.02% |
| May 31, 2018 | 76.02% |
| April 30, 2018 | 76.02% |
| March 31, 2018 | 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
May 2017
70.52%
Average
76.02%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.12 |
| Beta (5Y) | 1.293 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.36% |
| Historical Sharpe Ratio (5Y) | -0.3752 |
| Historical Sortino (5Y) | -0.3306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.77% |