iShares MSCI ACWI ex US ETF (ACWX)
55.38
+0.07 (+0.13%)
USD |
Mar 03, 09:38
ACWX Max Drawdown (5Y): 35.35% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2021 | 35.35% |
| January 31, 2021 | 35.35% |
| December 31, 2020 | 35.35% |
| November 30, 2020 | 35.35% |
| October 31, 2020 | 35.35% |
| September 30, 2020 | 35.35% |
| August 31, 2020 | 35.35% |
| July 31, 2020 | 35.35% |
| June 30, 2020 | 35.35% |
| May 31, 2020 | 35.35% |
| April 30, 2020 | 35.35% |
| March 31, 2020 | 35.35% |
| February 29, 2020 | 25.97% |
| January 31, 2020 | 25.97% |
| December 31, 2019 | 25.97% |
| November 30, 2019 | 25.97% |
| October 31, 2019 | 25.97% |
| September 30, 2019 | 25.97% |
| August 31, 2019 | 25.97% |
| July 31, 2019 | 25.97% |
| June 30, 2019 | 25.97% |
| May 31, 2019 | 25.97% |
| April 30, 2019 | 25.97% |
| March 31, 2019 | 25.97% |
| February 28, 2019 | 25.97% |
| Date | Value |
|---|---|
| January 31, 2019 | 25.97% |
| December 31, 2018 | 25.97% |
| November 30, 2018 | 25.97% |
| October 31, 2018 | 25.97% |
| September 30, 2018 | 25.97% |
| August 31, 2018 | 25.97% |
| July 31, 2018 | 25.97% |
| June 30, 2018 | 25.97% |
| May 31, 2018 | 25.97% |
| April 30, 2018 | 25.97% |
| March 31, 2018 | 25.97% |
| February 28, 2018 | 25.97% |
| January 31, 2018 | 25.97% |
| December 31, 2017 | 25.97% |
| November 30, 2017 | 25.97% |
| October 31, 2017 | 25.97% |
| September 30, 2017 | 25.97% |
| August 31, 2017 | 26.03% |
| July 31, 2017 | 27.93% |
| June 30, 2017 | 30.32% |
| May 31, 2017 | 33.05% |
| April 30, 2017 | 33.05% |
| March 31, 2017 | 33.05% |
| February 28, 2017 | 33.05% |
| January 31, 2017 | 33.05% |
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
25.97%
Minimum
Sep 2017
35.38%
Maximum
Mar 2016
30.02%
Average
26.00%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2168 |
| Beta (5Y) | 0.9722 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.83% |
| Historical Sharpe Ratio (5Y) | 0.6668 |
| Historical Sortino (5Y) | 0.6606 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.55% |