iShares MSCI Chile ETF (ECH)
29.75
+0.09
(+0.30%)
USD |
BATS |
Jun 05, 13:31
ECH Max Drawdown (5Y): 66.88% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2023 | 66.88% |
April 30, 2023 | 66.88% |
March 31, 2023 | 66.88% |
February 28, 2023 | 66.88% |
January 31, 2023 | 66.88% |
December 31, 2022 | 66.88% |
November 30, 2022 | 66.88% |
October 31, 2022 | 66.88% |
September 30, 2022 | 66.88% |
August 31, 2022 | 66.88% |
July 31, 2022 | 66.88% |
June 30, 2022 | 66.88% |
May 31, 2022 | 66.88% |
April 30, 2022 | 66.88% |
March 31, 2022 | 66.88% |
February 28, 2022 | 66.88% |
January 31, 2022 | 66.88% |
December 31, 2021 | 66.88% |
November 30, 2021 | 66.88% |
October 31, 2021 | 66.88% |
September 30, 2021 | 66.88% |
August 31, 2021 | 66.88% |
July 31, 2021 | 66.88% |
June 30, 2021 | 66.88% |
May 31, 2021 | 66.88% |
Date | Value |
---|---|
April 30, 2021 | 66.88% |
March 31, 2021 | 66.88% |
February 28, 2021 | 66.88% |
January 31, 2021 | 66.88% |
December 31, 2020 | 66.88% |
November 30, 2020 | 66.88% |
October 31, 2020 | 66.88% |
September 30, 2020 | 66.88% |
August 31, 2020 | 66.88% |
July 31, 2020 | 66.88% |
June 30, 2020 | 66.88% |
May 31, 2020 | 66.88% |
April 30, 2020 | 66.88% |
March 31, 2020 | 66.88% |
February 29, 2020 | 59.14% |
January 31, 2020 | 59.14% |
December 31, 2019 | 59.14% |
November 30, 2019 | 59.14% |
October 31, 2019 | 59.14% |
September 30, 2019 | 59.14% |
August 31, 2019 | 59.14% |
July 31, 2019 | 59.14% |
June 30, 2019 | 59.14% |
May 31, 2019 | 59.14% |
April 30, 2019 | 59.14% |
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
59.14%
Minimum
Jun 2018
66.88%
Maximum
Mar 2020
64.17%
Average
66.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.811 |
Beta (5Y) | 1.144 |
Alpha (vs YCharts Benchmark) (5Y) | -19.87 |
Beta (vs YCharts Benchmark) (5Y) | 0.9181 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.13% |
Historical Sharpe Ratio (5Y) | -0.1447 |
Historical Sortino (5Y) | -0.208 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.06% |