iShares China ETF (XCH.TO)
20.70
+0.24
(+1.17%)
CAD |
TSX |
Sep 27, 15:59
XCH.TO Max Drawdown (5Y): 58.04% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 58.04% |
| July 31, 2024 | 58.04% |
| June 30, 2024 | 58.04% |
| May 31, 2024 | 58.04% |
| April 30, 2024 | 58.04% |
| March 31, 2024 | 58.04% |
| February 29, 2024 | 58.04% |
| January 31, 2024 | 58.04% |
| December 31, 2023 | 58.04% |
| November 30, 2023 | 58.04% |
| October 31, 2023 | 58.04% |
| September 30, 2023 | 58.04% |
| August 31, 2023 | 58.04% |
| July 31, 2023 | 58.04% |
| June 30, 2023 | 58.04% |
| May 31, 2023 | 58.04% |
| April 30, 2023 | 58.04% |
| March 31, 2023 | 58.04% |
| February 28, 2023 | 58.04% |
| January 31, 2023 | 58.04% |
| December 31, 2022 | 58.04% |
| November 30, 2022 | 58.04% |
| October 31, 2022 | 58.04% |
| September 30, 2022 | 49.35% |
| August 31, 2022 | 49.35% |
| Date | Value |
|---|---|
| July 31, 2022 | 49.35% |
| June 30, 2022 | 49.35% |
| May 31, 2022 | 49.35% |
| April 30, 2022 | 49.35% |
| March 31, 2022 | 49.35% |
| February 28, 2022 | 35.30% |
| January 31, 2022 | 34.16% |
| December 31, 2021 | 33.13% |
| November 30, 2021 | 31.40% |
| October 31, 2021 | 31.40% |
| September 30, 2021 | 29.77% |
| August 31, 2021 | 28.37% |
| July 31, 2021 | 28.37% |
| June 30, 2021 | 25.70% |
| May 31, 2021 | 26.62% |
| April 30, 2021 | 30.76% |
| March 31, 2021 | 33.30% |
| February 28, 2021 | 36.16% |
| January 31, 2021 | 36.16% |
| December 31, 2020 | 36.16% |
| November 30, 2020 | 36.92% |
| October 31, 2020 | 36.92% |
| September 30, 2020 | 36.92% |
| August 31, 2020 | 36.92% |
| July 31, 2020 | 36.92% |
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
25.70%
Minimum
Jun 2021
58.04%
Maximum
Oct 2022
45.18%
Average
43.13%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.875 |
| Beta (5Y) | 0.132 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.718 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9106 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.24% |
| Historical Sharpe Ratio (5Y) | -0.3191 |
| Historical Sortino (5Y) | -0.5559 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.79% |