iShares MSCI South Africa ETF (EZA)
40.59
-0.09
(-0.22%)
USD |
NYSEARCA |
May 31, 16:00
40.54
-0.05
(-0.12%)
After-Hours: 20:00
EZA Max Drawdown (5Y): 62.32% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 62.32% |
April 30, 2024 | 62.32% |
March 31, 2024 | 62.32% |
February 29, 2024 | 62.32% |
January 31, 2024 | 62.32% |
December 31, 2023 | 62.32% |
November 30, 2023 | 62.32% |
October 31, 2023 | 62.32% |
September 30, 2023 | 62.32% |
August 31, 2023 | 62.32% |
July 31, 2023 | 62.32% |
June 30, 2023 | 62.32% |
May 31, 2023 | 62.32% |
April 30, 2023 | 62.32% |
March 31, 2023 | 62.32% |
February 28, 2023 | 62.32% |
January 31, 2023 | 62.32% |
December 31, 2022 | 62.32% |
November 30, 2022 | 62.32% |
October 31, 2022 | 62.32% |
September 30, 2022 | 62.32% |
August 31, 2022 | 62.32% |
July 31, 2022 | 62.32% |
June 30, 2022 | 62.32% |
May 31, 2022 | 62.32% |
Date | Value |
---|---|
April 30, 2022 | 62.32% |
March 31, 2022 | 62.32% |
February 28, 2022 | 62.32% |
January 31, 2022 | 62.32% |
December 31, 2021 | 62.32% |
November 30, 2021 | 62.32% |
October 31, 2021 | 62.32% |
September 30, 2021 | 62.32% |
August 31, 2021 | 62.32% |
July 31, 2021 | 62.32% |
June 30, 2021 | 62.32% |
May 31, 2021 | 62.32% |
April 30, 2021 | 62.32% |
March 31, 2021 | 62.32% |
February 28, 2021 | 62.32% |
January 31, 2021 | 62.32% |
December 31, 2020 | 62.32% |
November 30, 2020 | 62.32% |
October 31, 2020 | 62.32% |
September 30, 2020 | 62.32% |
August 31, 2020 | 62.32% |
July 31, 2020 | 62.32% |
June 30, 2020 | 62.32% |
May 31, 2020 | 62.32% |
April 30, 2020 | 62.32% |
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
45.03%
Minimum
Jun 2019
62.32%
Maximum
Mar 2020
59.72%
Average
62.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Global X MSCI Greece ETF | 59.10% |
iShares MSCI Israel ETF | 41.87% |
Global X MSCI Colombia ETF | 62.71% |
iShares MSCI Qatar ETF | 33.18% |
iShares MSCI UAE ETF | 52.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.347 |
Beta (5Y) | 1.332 |
Alpha (vs YCharts Benchmark) (5Y) | -16.08 |
Beta (vs YCharts Benchmark) (5Y) | 1.022 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.27% |
Historical Sharpe Ratio (5Y) | -0.0709 |
Historical Sortino (5Y) | -0.0865 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.06% |