iShares MSCI Japan ETF (EWJ)
69.26
+0.79
(+1.15%)
USD |
NYSEARCA |
May 03, 16:00
69.28
+0.02
(+0.03%)
After-Hours: 20:00
EWJ Max Drawdown (5Y): 33.78% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 33.78% |
March 31, 2024 | 33.78% |
February 29, 2024 | 33.78% |
January 31, 2024 | 33.78% |
December 31, 2023 | 33.78% |
November 30, 2023 | 33.78% |
October 31, 2023 | 33.78% |
September 30, 2023 | 33.78% |
August 31, 2023 | 33.78% |
July 31, 2023 | 33.78% |
June 30, 2023 | 33.78% |
May 31, 2023 | 33.78% |
April 30, 2023 | 33.78% |
March 31, 2023 | 33.78% |
February 28, 2023 | 33.78% |
January 31, 2023 | 33.78% |
December 31, 2022 | 33.78% |
November 30, 2022 | 33.78% |
October 31, 2022 | 33.78% |
September 30, 2022 | 33.26% |
August 31, 2022 | 30.69% |
July 31, 2022 | 30.69% |
June 30, 2022 | 30.69% |
May 31, 2022 | 30.69% |
April 30, 2022 | 30.69% |
Date | Value |
---|---|
March 31, 2022 | 30.69% |
February 28, 2022 | 30.69% |
January 31, 2022 | 30.69% |
December 31, 2021 | 30.69% |
November 30, 2021 | 30.69% |
October 31, 2021 | 30.69% |
September 30, 2021 | 30.69% |
August 31, 2021 | 30.69% |
July 31, 2021 | 30.69% |
June 30, 2021 | 30.69% |
May 31, 2021 | 30.69% |
April 30, 2021 | 30.69% |
March 31, 2021 | 30.69% |
February 28, 2021 | 30.69% |
January 31, 2021 | 30.69% |
December 31, 2020 | 30.69% |
November 30, 2020 | 30.69% |
October 31, 2020 | 30.69% |
September 30, 2020 | 30.69% |
August 31, 2020 | 30.69% |
July 31, 2020 | 30.69% |
June 30, 2020 | 30.69% |
May 31, 2020 | 30.69% |
April 30, 2020 | 30.69% |
March 31, 2020 | 30.69% |
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
22.86%
Minimum
May 2019
33.78%
Maximum
Oct 2022
30.41%
Average
30.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.009 |
Beta (5Y) | 0.7709 |
Alpha (vs YCharts Benchmark) (5Y) | -1.283 |
Beta (vs YCharts Benchmark) (5Y) | 0.9671 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.31% |
Historical Sharpe Ratio (5Y) | 0.1913 |
Historical Sortino (5Y) | 0.2519 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.78% |