iShares MSCI Switzerland ETF (EWL)
48.97
+0.15
(+0.31%)
USD |
NYSEARCA |
May 17, 16:00
48.94
-0.03
(-0.06%)
After-Hours: 20:00
EWL Max Drawdown (5Y): 28.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 28.96% |
March 31, 2024 | 28.96% |
February 29, 2024 | 28.96% |
January 31, 2024 | 28.96% |
December 31, 2023 | 28.96% |
November 30, 2023 | 28.96% |
October 31, 2023 | 28.96% |
September 30, 2023 | 28.96% |
August 31, 2023 | 28.96% |
July 31, 2023 | 28.96% |
June 30, 2023 | 28.96% |
May 31, 2023 | 28.96% |
April 30, 2023 | 28.96% |
March 31, 2023 | 28.96% |
February 28, 2023 | 28.96% |
January 31, 2023 | 28.96% |
December 31, 2022 | 28.96% |
November 30, 2022 | 28.96% |
October 31, 2022 | 28.96% |
September 30, 2022 | 28.93% |
August 31, 2022 | 27.80% |
July 31, 2022 | 27.80% |
June 30, 2022 | 27.80% |
May 31, 2022 | 27.80% |
April 30, 2022 | 27.80% |
Date | Value |
---|---|
March 31, 2022 | 27.80% |
February 28, 2022 | 27.80% |
January 31, 2022 | 27.80% |
December 31, 2021 | 27.80% |
November 30, 2021 | 27.80% |
October 31, 2021 | 27.80% |
September 30, 2021 | 27.80% |
August 31, 2021 | 27.80% |
July 31, 2021 | 27.80% |
June 30, 2021 | 27.80% |
May 31, 2021 | 27.80% |
April 30, 2021 | 27.80% |
March 31, 2021 | 27.80% |
February 28, 2021 | 27.80% |
January 31, 2021 | 27.80% |
December 31, 2020 | 27.80% |
November 30, 2020 | 27.80% |
October 31, 2020 | 27.80% |
September 30, 2020 | 27.80% |
August 31, 2020 | 27.80% |
July 31, 2020 | 27.80% |
June 30, 2020 | 27.80% |
May 31, 2020 | 27.80% |
April 30, 2020 | 27.80% |
March 31, 2020 | 27.80% |
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
21.39%
Minimum
May 2019
28.96%
Maximum
Oct 2022
27.12%
Average
27.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI United Kingdom ETF | 43.33% |
iShares MSCI France ETF | 39.23% |
iShares MSCI Mexico ETF | 53.62% |
iShares MSCI South Korea ETF | 50.78% |
iShares MSCI Germany ETF | 46.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.214 |
Beta (5Y) | 0.8092 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5052 |
Beta (vs YCharts Benchmark) (5Y) | 0.7644 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.97% |
Historical Sharpe Ratio (5Y) | 0.2576 |
Historical Sortino (5Y) | 0.3438 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.61% |