iShares MSCI Poland ETF (EPOL)
25.87
+0.21
(+0.82%)
USD |
NYSEARCA |
May 17, 16:00
25.90
+0.03
(+0.12%)
Pre-Market: 20:00
EPOL Max Drawdown (5Y): 61.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.40% |
March 31, 2024 | 61.40% |
February 29, 2024 | 61.40% |
January 31, 2024 | 61.40% |
December 31, 2023 | 61.40% |
November 30, 2023 | 61.40% |
October 31, 2023 | 61.40% |
September 30, 2023 | 61.40% |
August 31, 2023 | 61.40% |
July 31, 2023 | 61.40% |
June 30, 2023 | 61.40% |
May 31, 2023 | 61.40% |
April 30, 2023 | 61.40% |
March 31, 2023 | 61.40% |
February 28, 2023 | 61.40% |
January 31, 2023 | 61.40% |
December 31, 2022 | 61.40% |
November 30, 2022 | 61.40% |
October 31, 2022 | 61.40% |
September 30, 2022 | 61.22% |
August 31, 2022 | 56.90% |
July 31, 2022 | 56.90% |
June 30, 2022 | 56.90% |
May 31, 2022 | 56.90% |
April 30, 2022 | 56.90% |
Date | Value |
---|---|
March 31, 2022 | 56.90% |
February 28, 2022 | 56.90% |
January 31, 2022 | 56.90% |
December 31, 2021 | 56.90% |
November 30, 2021 | 56.90% |
October 31, 2021 | 56.90% |
September 30, 2021 | 56.90% |
August 31, 2021 | 56.90% |
July 31, 2021 | 56.90% |
June 30, 2021 | 56.90% |
May 31, 2021 | 56.90% |
April 30, 2021 | 56.90% |
March 31, 2021 | 56.90% |
February 28, 2021 | 56.90% |
January 31, 2021 | 56.90% |
December 31, 2020 | 56.90% |
November 30, 2020 | 56.90% |
October 31, 2020 | 56.90% |
September 30, 2020 | 56.90% |
August 31, 2020 | 56.90% |
July 31, 2020 | 56.90% |
June 30, 2020 | 56.90% |
May 31, 2020 | 56.90% |
April 30, 2020 | 56.90% |
March 31, 2020 | 56.90% |
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
55.28%
Minimum
May 2019
61.40%
Maximum
Oct 2022
58.13%
Average
56.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Ireland ETF | 46.47% |
NEW GERMANY FUND INC | 53.72% |
iShares MSCI Israel ETF | 41.87% |
iShares MSCI Peru ETF | 50.95% |
iShares MSCI Belgium ETF | 42.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.229 |
Beta (5Y) | 1.560 |
Alpha (vs YCharts Benchmark) (5Y) | -7.488 |
Beta (vs YCharts Benchmark) (5Y) | 1.467 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.42% |
Historical Sharpe Ratio (5Y) | 0.0125 |
Historical Sortino (5Y) | 0.0193 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.87% |