iShares MSCI Finland ETF (EFNL)
37.98
+0.25
(+0.67%)
USD |
BATS |
May 31, 16:00
EFNL Max Drawdown (5Y): 38.61% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 38.61% |
April 30, 2024 | 38.61% |
March 31, 2024 | 38.61% |
February 29, 2024 | 38.61% |
January 31, 2024 | 38.61% |
December 31, 2023 | 38.61% |
November 30, 2023 | 38.61% |
October 31, 2023 | 38.61% |
September 30, 2023 | 38.61% |
August 31, 2023 | 38.61% |
July 31, 2023 | 38.61% |
June 30, 2023 | 38.61% |
May 31, 2023 | 38.61% |
April 30, 2023 | 38.61% |
March 31, 2023 | 38.61% |
February 28, 2023 | 38.61% |
January 31, 2023 | 38.61% |
December 31, 2022 | 38.61% |
November 30, 2022 | 38.61% |
October 31, 2022 | 38.61% |
September 30, 2022 | 38.61% |
August 31, 2022 | 38.04% |
July 31, 2022 | 38.04% |
June 30, 2022 | 38.04% |
May 31, 2022 | 38.04% |
Date | Value |
---|---|
April 30, 2022 | 38.04% |
March 31, 2022 | 38.04% |
February 28, 2022 | 38.04% |
January 31, 2022 | 38.04% |
December 31, 2021 | 38.04% |
November 30, 2021 | 38.04% |
October 31, 2021 | 38.04% |
September 30, 2021 | 38.04% |
August 31, 2021 | 38.04% |
July 31, 2021 | 38.04% |
June 30, 2021 | 38.04% |
May 31, 2021 | 38.04% |
April 30, 2021 | 38.04% |
March 31, 2021 | 38.04% |
February 28, 2021 | 38.04% |
January 31, 2021 | 38.04% |
December 31, 2020 | 38.04% |
November 30, 2020 | 38.04% |
October 31, 2020 | 38.04% |
September 30, 2020 | 38.04% |
August 31, 2020 | 38.04% |
July 31, 2020 | 38.04% |
June 30, 2020 | 38.04% |
May 31, 2020 | 38.04% |
April 30, 2020 | 38.04% |
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
20.27%
Minimum
Jun 2019
38.61%
Maximum
Sep 2022
35.57%
Average
38.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Austria ETF | 58.10% |
Global X MSCI Norway ETF | 53.69% |
iShares MSCI Norway ETF | 54.22% |
CENTRAL & EASTERN EUROPE FUND, INC. | 79.87% |
Global X MSCI Colombia ETF | 62.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.047 |
Beta (5Y) | 1.078 |
Alpha (vs YCharts Benchmark) (5Y) | -10.42 |
Beta (vs YCharts Benchmark) (5Y) | 0.9814 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.82% |
Historical Sharpe Ratio (5Y) | 0.1327 |
Historical Sortino (5Y) | 0.1706 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.64% |