iShares MSCI Emerging Markets ETF (XEM.TO)
33.35
0.00 (0.00%)
CAD |
TSX |
Nov 14, 15:39
XEM.TO Max Drawdown (5Y): 35.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.29% |
| September 30, 2024 | 35.29% |
| August 31, 2024 | 35.29% |
| July 31, 2024 | 35.29% |
| June 30, 2024 | 35.29% |
| May 31, 2024 | 35.29% |
| April 30, 2024 | 35.29% |
| March 31, 2024 | 35.29% |
| February 29, 2024 | 35.29% |
| January 31, 2024 | 35.29% |
| December 31, 2023 | 35.29% |
| November 30, 2023 | 35.29% |
| October 31, 2023 | 35.29% |
| September 30, 2023 | 35.29% |
| August 31, 2023 | 35.29% |
| July 31, 2023 | 35.29% |
| June 30, 2023 | 35.29% |
| May 31, 2023 | 35.29% |
| April 30, 2023 | 35.29% |
| March 31, 2023 | 35.29% |
| February 28, 2023 | 35.29% |
| January 31, 2023 | 35.29% |
| December 31, 2022 | 35.29% |
| November 30, 2022 | 35.29% |
| October 31, 2022 | 35.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.40% |
| August 31, 2022 | 30.07% |
| July 31, 2022 | 30.07% |
| June 30, 2022 | 29.13% |
| May 31, 2022 | 29.13% |
| April 30, 2022 | 28.17% |
| March 31, 2022 | 28.17% |
| February 28, 2022 | 28.17% |
| January 31, 2022 | 28.17% |
| December 31, 2021 | 28.17% |
| November 30, 2021 | 28.17% |
| October 31, 2021 | 28.17% |
| September 30, 2021 | 28.17% |
| August 31, 2021 | 28.17% |
| July 31, 2021 | 28.17% |
| June 30, 2021 | 28.17% |
| May 31, 2021 | 28.17% |
| April 30, 2021 | 28.17% |
| March 31, 2021 | 28.17% |
| February 28, 2021 | 28.17% |
| January 31, 2021 | 28.17% |
| December 31, 2020 | 28.17% |
| November 30, 2020 | 28.17% |
| October 31, 2020 | 28.17% |
| September 30, 2020 | 28.17% |
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
23.90%
Minimum
Nov 2019
35.29%
Maximum
Oct 2022
31.03%
Average
28.65%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.817 |
| Beta (5Y) | 0.5833 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0565 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7368 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.24% |
| Historical Sharpe Ratio (5Y) | 0.0935 |
| Historical Sortino (5Y) | 0.1279 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.68% |