iShares MSCI Emerging Markets Asia ETF (EEMA)
68.30
-0.19
(-0.28%)
USD |
NASDAQ |
May 01, 16:00
EEMA Max Drawdown (5Y): 44.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.15% |
| March 31, 2024 | 44.15% |
| February 29, 2024 | 44.15% |
| January 31, 2024 | 44.15% |
| December 31, 2023 | 44.15% |
| November 30, 2023 | 44.15% |
| October 31, 2023 | 44.15% |
| September 30, 2023 | 44.15% |
| August 31, 2023 | 44.15% |
| July 31, 2023 | 44.15% |
| June 30, 2023 | 44.15% |
| May 31, 2023 | 44.15% |
| April 30, 2023 | 44.15% |
| March 31, 2023 | 44.15% |
| February 28, 2023 | 44.15% |
| January 31, 2023 | 44.15% |
| December 31, 2022 | 44.15% |
| November 30, 2022 | 44.15% |
| October 31, 2022 | 44.15% |
| September 30, 2022 | 40.78% |
| August 31, 2022 | 34.67% |
| July 31, 2022 | 34.67% |
| June 30, 2022 | 34.67% |
| May 31, 2022 | 34.67% |
| April 30, 2022 | 34.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.67% |
| February 28, 2022 | 34.67% |
| January 31, 2022 | 34.67% |
| December 31, 2021 | 34.67% |
| November 30, 2021 | 34.67% |
| October 31, 2021 | 34.67% |
| September 30, 2021 | 34.67% |
| August 31, 2021 | 34.67% |
| July 31, 2021 | 34.67% |
| June 30, 2021 | 34.67% |
| May 31, 2021 | 34.67% |
| April 30, 2021 | 34.67% |
| March 31, 2021 | 34.67% |
| February 28, 2021 | 34.67% |
| January 31, 2021 | 34.67% |
| December 31, 2020 | 34.67% |
| November 30, 2020 | 34.67% |
| October 31, 2020 | 34.67% |
| September 30, 2020 | 34.67% |
| August 31, 2020 | 34.67% |
| July 31, 2020 | 34.67% |
| June 30, 2020 | 34.67% |
| May 31, 2020 | 34.67% |
| April 30, 2020 | 34.67% |
| March 31, 2020 | 34.67% |
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
31.53%
Minimum
May 2019
44.15%
Maximum
Oct 2022
37.25%
Average
34.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SPDR® S&P Emerging Asia Pacific ETF | 40.17% |
| iShares Asia 50 ETF | 54.62% |
| iShares MSCI All Country Asia ex Jpn ETF | 44.50% |
| Invesco Golden Dragon China ETF | 78.37% |
| iShares MSCI Thailand ETF | 51.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.178 |
| Beta (5Y) | 0.951 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4906 |
| Beta (vs YCharts Benchmark) (5Y) | 1.136 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.01% |
| Historical Sharpe Ratio (5Y) | -0.0169 |
| Historical Sortino (5Y) | -0.0249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.54% |