iShares MSCI Israel ETF (EIS)
61.84
-0.66
(-1.06%)
USD |
NYSEARCA |
May 22, 16:00
61.97
+0.13
(+0.21%)
After-Hours: 20:00
EIS Max Drawdown (5Y): 41.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.87% |
March 31, 2024 | 41.87% |
February 29, 2024 | 41.87% |
January 31, 2024 | 41.87% |
December 31, 2023 | 41.87% |
November 30, 2023 | 41.87% |
October 31, 2023 | 41.87% |
September 30, 2023 | 38.24% |
August 31, 2023 | 38.24% |
July 31, 2023 | 38.24% |
June 30, 2023 | 38.24% |
May 31, 2023 | 38.24% |
April 30, 2023 | 38.24% |
March 31, 2023 | 38.24% |
February 28, 2023 | 38.24% |
January 31, 2023 | 38.24% |
December 31, 2022 | 38.24% |
November 30, 2022 | 38.24% |
October 31, 2022 | 38.24% |
September 30, 2022 | 38.24% |
August 31, 2022 | 38.24% |
July 31, 2022 | 38.24% |
June 30, 2022 | 38.24% |
May 31, 2022 | 38.24% |
April 30, 2022 | 38.24% |
Date | Value |
---|---|
March 31, 2022 | 38.24% |
February 28, 2022 | 38.24% |
January 31, 2022 | 38.24% |
December 31, 2021 | 38.24% |
November 30, 2021 | 38.24% |
October 31, 2021 | 38.24% |
September 30, 2021 | 38.24% |
August 31, 2021 | 38.24% |
July 31, 2021 | 38.24% |
June 30, 2021 | 38.24% |
May 31, 2021 | 38.24% |
April 30, 2021 | 38.24% |
March 31, 2021 | 38.24% |
February 28, 2021 | 38.24% |
January 31, 2021 | 38.24% |
December 31, 2020 | 38.24% |
November 30, 2020 | 38.24% |
October 31, 2020 | 38.24% |
September 30, 2020 | 38.24% |
August 31, 2020 | 38.24% |
July 31, 2020 | 38.24% |
June 30, 2020 | 38.24% |
May 31, 2020 | 38.24% |
April 30, 2020 | 38.24% |
March 31, 2020 | 38.24% |
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
20.88%
Minimum
May 2019
41.87%
Maximum
Oct 2023
35.77%
Average
38.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Peru ETF | 50.95% |
iShares MSCI Turkey ETF | 59.28% |
iShares MSCI Ireland ETF | 46.47% |
iShares MSCI Poland ETF | 61.40% |
Global X MSCI Greece ETF | 59.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.891 |
Beta (5Y) | 1.023 |
Alpha (vs YCharts Benchmark) (5Y) | -11.45 |
Beta (vs YCharts Benchmark) (5Y) | 1.042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.23% |
Historical Sharpe Ratio (5Y) | 0.0067 |
Historical Sortino (5Y) | 0.0079 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |