iShares MSCI Emerging Markets ETF (XEM.TO)
32.92
+0.10
(+0.30%)
CAD |
TSX |
May 17, 16:00
XEM.TO Max Drawdown (5Y): 35.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 28.17% |
July 31, 2020 | 28.17% |
June 30, 2020 | 28.17% |
May 31, 2020 | 28.17% |
April 30, 2020 | 28.17% |
March 31, 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
May 2019
35.29%
Maximum
Oct 2022
29.90%
Average
28.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.247 |
Beta (5Y) | 0.6073 |
Alpha (vs YCharts Benchmark) (5Y) | -1.184 |
Beta (vs YCharts Benchmark) (5Y) | 0.7392 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.10% |
Historical Sharpe Ratio (5Y) | -0.0631 |
Historical Sortino (5Y) | -0.0851 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.95% |