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% |