iShares MSCI Chile ETF (ECH)
26.30
-0.04
(-0.15%)
USD |
BATS |
Apr 25, 16:00
ECH Max Drawdown (5Y): 66.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.88% |
February 29, 2024 | 66.88% |
January 31, 2024 | 66.88% |
December 31, 2023 | 66.88% |
November 30, 2023 | 66.88% |
October 31, 2023 | 66.88% |
September 30, 2023 | 66.88% |
August 31, 2023 | 66.88% |
July 31, 2023 | 66.88% |
June 30, 2023 | 66.88% |
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% |
Date | Value |
---|---|
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% |
March 31, 2020 | 66.88% |
February 29, 2020 | 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
Apr 2019
66.88%
Maximum
Mar 2020
65.46%
Average
66.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Global X MSCI Colombia ETF | 62.71% |
Global X MSCI Greece ETF | 59.10% |
iShares MSCI Qatar ETF | 33.18% |
iShares MSCI UAE ETF | 52.26% |
iShares MSCI South Africa ETF | 62.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.11 |
Beta (5Y) | 1.173 |
Alpha (vs YCharts Benchmark) (5Y) | -20.48 |
Beta (vs YCharts Benchmark) (5Y) | 0.998 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.48% |
Historical Sharpe Ratio (5Y) | -0.2367 |
Historical Sortino (5Y) | -0.3454 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.06% |