iShares MSCI Indonesia ETF (EIDO)
19.76
-0.10
(-0.50%)
USD |
NYSEARCA |
May 31, 16:00
19.76
0.00 (0.00%)
Pre-Market: 20:00
EIDO Max Drawdown (5Y): 60.96% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 60.96% |
April 30, 2024 | 60.96% |
March 31, 2024 | 60.96% |
February 29, 2024 | 60.96% |
January 31, 2024 | 60.96% |
December 31, 2023 | 60.96% |
November 30, 2023 | 60.96% |
October 31, 2023 | 60.96% |
September 30, 2023 | 60.96% |
August 31, 2023 | 60.96% |
July 31, 2023 | 60.96% |
June 30, 2023 | 60.96% |
May 31, 2023 | 60.96% |
April 30, 2023 | 60.96% |
March 31, 2023 | 60.96% |
February 28, 2023 | 60.96% |
January 31, 2023 | 60.96% |
December 31, 2022 | 60.96% |
November 30, 2022 | 60.96% |
October 31, 2022 | 60.96% |
September 30, 2022 | 60.96% |
August 31, 2022 | 60.96% |
July 31, 2022 | 60.96% |
June 30, 2022 | 60.96% |
May 31, 2022 | 60.96% |
Date | Value |
---|---|
April 30, 2022 | 60.96% |
March 31, 2022 | 60.96% |
February 28, 2022 | 60.96% |
January 31, 2022 | 60.96% |
December 31, 2021 | 60.96% |
November 30, 2021 | 60.96% |
October 31, 2021 | 60.96% |
September 30, 2021 | 60.96% |
August 31, 2021 | 60.96% |
July 31, 2021 | 60.96% |
June 30, 2021 | 60.96% |
May 31, 2021 | 60.96% |
April 30, 2021 | 60.96% |
March 31, 2021 | 60.96% |
February 28, 2021 | 60.96% |
January 31, 2021 | 60.96% |
December 31, 2020 | 60.96% |
November 30, 2020 | 60.96% |
October 31, 2020 | 60.96% |
September 30, 2020 | 60.96% |
August 31, 2020 | 60.96% |
July 31, 2020 | 60.96% |
June 30, 2020 | 60.96% |
May 31, 2020 | 60.96% |
April 30, 2020 | 60.96% |
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
54.12%
Minimum
Jun 2019
60.96%
Maximum
Mar 2020
59.94%
Average
60.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Malaysia ETF | 43.80% |
iShares MSCI Philippines ETF | 52.41% |
iShares MSCI Singapore ETF | 40.84% |
iShares MSCI Italy ETF | 43.01% |
iShares MSCI Australia ETF | 45.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.42 |
Beta (5Y) | 0.9545 |
Alpha (vs YCharts Benchmark) (5Y) | -6.714 |
Beta (vs YCharts Benchmark) (5Y) | 0.839 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.52% |
Historical Sharpe Ratio (5Y) | -0.2234 |
Historical Sortino (5Y) | -0.2541 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.91% |