iShares MSCI Chile ETF (ECH)
26.21
-0.01 (-0.04%)
USD |
BATS |
May 16, 16:00
26.21
0.00 (0.00%)
After-Hours: 20:00
ECH Max Drawdown (5Y): 66.88% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2019 | 59.14% |
| February 28, 2019 | 59.14% |
| January 31, 2019 | 59.14% |
| December 31, 2018 | 59.14% |
| November 30, 2018 | 59.14% |
| October 31, 2018 | 59.14% |
| September 30, 2018 | 59.14% |
| August 31, 2018 | 59.14% |
| July 31, 2018 | 59.14% |
| June 30, 2018 | 59.14% |
| May 31, 2018 | 59.14% |
| April 30, 2018 | 59.14% |
| March 31, 2018 | 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
May 2017
66.88%
Maximum
Mar 2020
62.49%
Average
59.14%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Mexico Fund | 58.72% |
| Global X MSCI Colombia ETF | 62.71% |
| iShares MSCI Thailand ETF | 49.29% |
| iShares MSCI Indonesia ETF | 59.41% |
| iShares MSCI Philippines ETF | 52.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.19 |
| Beta (5Y) | 1.176 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.51% |
| Historical Sharpe Ratio (5Y) | -0.1584 |
| Historical Sortino (5Y) | -0.2302 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.20% |