iShares MSCI ACWI ex US ETF (ACWX)
40.71
-1.25 (-2.98%)
USD |
NASDAQ |
Sep 23, 16:00
40.70
0.00 (0.00%)
Pre-Market: 20:00
ACWX Max Drawdown (5Y): 35.35% for Aug. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2022 | 35.35% |
| July 31, 2022 | 35.35% |
| June 30, 2022 | 35.35% |
| May 31, 2022 | 35.35% |
| April 30, 2022 | 35.35% |
| March 31, 2022 | 35.35% |
| February 28, 2022 | 35.35% |
| January 31, 2022 | 35.35% |
| December 31, 2021 | 35.35% |
| November 30, 2021 | 35.35% |
| October 31, 2021 | 35.35% |
| September 30, 2021 | 35.35% |
| August 31, 2021 | 35.35% |
| July 31, 2021 | 35.35% |
| June 30, 2021 | 35.35% |
| May 31, 2021 | 35.35% |
| April 30, 2021 | 35.35% |
| March 31, 2021 | 35.35% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
35.35%
Maximum
Mar 2020
30.66%
Average
30.66%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3362 |
| Beta (5Y) | 0.9766 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.85% |
| Historical Sharpe Ratio (5Y) | 0.0839 |
| Historical Sortino (5Y) | 0.0943 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.32% |