VanEck Vietnam ETF (VNM)
11.40
-0.20
(-1.72%)
USD |
BATS |
Nov 15, 16:00
11.44
+0.04
(+0.31%)
After-Hours: 20:00
VNM Max Drawdown (5Y): 51.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.60% |
| September 30, 2024 | 51.60% |
| August 31, 2024 | 51.60% |
| July 31, 2024 | 51.60% |
| June 30, 2024 | 51.60% |
| May 31, 2024 | 51.60% |
| April 30, 2024 | 51.60% |
| March 31, 2024 | 51.60% |
| February 29, 2024 | 51.60% |
| January 31, 2024 | 51.60% |
| December 31, 2023 | 51.60% |
| November 30, 2023 | 51.60% |
| October 31, 2023 | 51.60% |
| September 30, 2023 | 51.60% |
| August 31, 2023 | 51.60% |
| July 31, 2023 | 51.60% |
| June 30, 2023 | 51.60% |
| May 31, 2023 | 51.60% |
| April 30, 2023 | 51.60% |
| March 31, 2023 | 51.60% |
| February 28, 2023 | 51.60% |
| January 31, 2023 | 51.60% |
| December 31, 2022 | 51.60% |
| November 30, 2022 | 51.60% |
| October 31, 2022 | 51.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.60% |
| August 31, 2022 | 51.60% |
| July 31, 2022 | 51.60% |
| June 30, 2022 | 51.60% |
| May 31, 2022 | 51.60% |
| April 30, 2022 | 51.60% |
| March 31, 2022 | 51.60% |
| February 28, 2022 | 51.60% |
| January 31, 2022 | 51.60% |
| December 31, 2021 | 51.60% |
| November 30, 2021 | 51.60% |
| October 31, 2021 | 51.60% |
| September 30, 2021 | 51.60% |
| August 31, 2021 | 51.60% |
| July 31, 2021 | 51.60% |
| June 30, 2021 | 51.60% |
| May 31, 2021 | 51.60% |
| April 30, 2021 | 51.60% |
| March 31, 2021 | 51.60% |
| February 28, 2021 | 51.60% |
| January 31, 2021 | 51.60% |
| December 31, 2020 | 51.60% |
| November 30, 2020 | 51.60% |
| October 31, 2020 | 51.60% |
| September 30, 2020 | 51.60% |
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
47.01%
Minimum
Nov 2019
51.60%
Maximum
Mar 2020
51.30%
Average
51.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Israel ETF | 41.87% |
| iShares MSCI Chile ETF | 66.88% |
| iShares MSCI South Africa ETF | 62.32% |
| iShares® MSCI Kuwait ETF | -- |
| Global X MSCI Vietnam ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.03 |
| Beta (5Y) | 1.222 |
| Alpha (vs YCharts Benchmark) (5Y) | -9.067 |
| Beta (vs YCharts Benchmark) (5Y) | 1.114 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.46% |
| Historical Sharpe Ratio (5Y) | -0.2692 |
| Historical Sortino (5Y) | -0.3392 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.96% |