iShares MSCI All Country Asia ex Jpn ETF (AAXJ)
70.37
-0.48
(-0.68%)
USD |
NASDAQ |
May 07, 10:49
AAXJ Max Drawdown (5Y): 45.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.68% |
| March 31, 2024 | 45.68% |
| February 29, 2024 | 45.68% |
| January 31, 2024 | 45.68% |
| December 31, 2023 | 45.68% |
| November 30, 2023 | 45.68% |
| October 31, 2023 | 45.68% |
| September 30, 2023 | 45.68% |
| August 31, 2023 | 45.68% |
| July 31, 2023 | 45.68% |
| June 30, 2023 | 45.68% |
| May 31, 2023 | 45.68% |
| April 30, 2023 | 44.50% |
| March 31, 2023 | 44.50% |
| February 28, 2023 | 44.50% |
| January 31, 2023 | 44.50% |
| December 31, 2022 | 44.50% |
| November 30, 2022 | 44.50% |
| October 31, 2022 | 44.50% |
| September 30, 2022 | 41.14% |
| August 31, 2022 | 33.73% |
| July 31, 2022 | 33.73% |
| June 30, 2022 | 33.73% |
| May 31, 2022 | 33.73% |
| April 30, 2022 | 32.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.99% |
| February 28, 2022 | 32.99% |
| January 31, 2022 | 32.99% |
| December 31, 2021 | 32.99% |
| November 30, 2021 | 32.99% |
| October 31, 2021 | 32.99% |
| September 30, 2021 | 32.99% |
| August 31, 2021 | 32.99% |
| July 31, 2021 | 32.99% |
| June 30, 2021 | 32.99% |
| May 31, 2021 | 32.99% |
| April 30, 2021 | 32.99% |
| March 31, 2021 | 32.99% |
| February 28, 2021 | 32.99% |
| January 31, 2021 | 32.99% |
| December 31, 2020 | 32.99% |
| November 30, 2020 | 32.99% |
| October 31, 2020 | 32.99% |
| September 30, 2020 | 32.99% |
| August 31, 2020 | 32.99% |
| July 31, 2020 | 32.99% |
| June 30, 2020 | 32.99% |
| May 31, 2020 | 32.99% |
| April 30, 2020 | 32.99% |
| March 31, 2020 | 32.99% |
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
31.09%
Minimum
May 2019
45.68%
Maximum
May 2023
36.74%
Average
32.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.196 |
| Beta (5Y) | 0.9267 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.622 |
| Beta (vs YCharts Benchmark) (5Y) | 1.105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.48% |
| Historical Sharpe Ratio (5Y) | -0.1247 |
| Historical Sortino (5Y) | -0.1849 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.78% |