iShares MSCI India ETF (INDA)
53.01
-0.02
(-0.04%)
USD |
BATS |
May 31, 16:00
53.20
+0.19
(+0.36%)
After-Hours: 20:00
INDA Max Drawdown (5Y): 45.07% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 45.07% |
April 30, 2024 | 45.07% |
March 31, 2024 | 45.07% |
February 29, 2024 | 45.07% |
January 31, 2024 | 45.07% |
December 31, 2023 | 45.07% |
November 30, 2023 | 45.07% |
October 31, 2023 | 45.07% |
September 30, 2023 | 45.07% |
August 31, 2023 | 45.07% |
July 31, 2023 | 45.07% |
June 30, 2023 | 45.07% |
May 31, 2023 | 45.07% |
April 30, 2023 | 45.07% |
March 31, 2023 | 45.07% |
February 28, 2023 | 45.07% |
January 31, 2023 | 45.07% |
December 31, 2022 | 45.07% |
November 30, 2022 | 45.07% |
October 31, 2022 | 45.07% |
September 30, 2022 | 45.07% |
August 31, 2022 | 45.07% |
July 31, 2022 | 45.07% |
June 30, 2022 | 45.07% |
May 31, 2022 | 45.07% |
Date | Value |
---|---|
April 30, 2022 | 45.07% |
March 31, 2022 | 45.07% |
February 28, 2022 | 45.07% |
January 31, 2022 | 45.07% |
December 31, 2021 | 45.07% |
November 30, 2021 | 45.07% |
October 31, 2021 | 45.07% |
September 30, 2021 | 45.07% |
August 31, 2021 | 45.07% |
July 31, 2021 | 45.07% |
June 30, 2021 | 45.07% |
May 31, 2021 | 45.07% |
April 30, 2021 | 45.07% |
March 31, 2021 | 45.07% |
February 28, 2021 | 45.07% |
January 31, 2021 | 45.07% |
December 31, 2020 | 45.07% |
November 30, 2020 | 45.07% |
October 31, 2020 | 45.07% |
September 30, 2020 | 45.07% |
August 31, 2020 | 45.07% |
July 31, 2020 | 45.07% |
June 30, 2020 | 45.07% |
May 31, 2020 | 45.07% |
April 30, 2020 | 45.07% |
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
28.72%
Minimum
Jun 2019
45.07%
Maximum
Mar 2020
42.62%
Average
45.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
WisdomTree India Earnings ETF | 50.29% |
Franklin FTSE India ETF | 41.91% |
India Fund Inc | 41.41% |
Morgan Stanley India Investment Fund, Inc. | 59.10% |
Invesco India ETF | 43.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.850 |
Beta (5Y) | 0.8148 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2932 |
Beta (vs YCharts Benchmark) (5Y) | 0.9119 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.37% |
Historical Sharpe Ratio (5Y) | 0.3597 |
Historical Sortino (5Y) | 0.3651 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.37% |