iShares MSCI Emerg Mkts Min Vol Fctr ETF (EEMV)
57.17
+0.13
(+0.23%)
USD |
BATS |
May 10, 16:00
57.17
0.00 (0.00%)
After-Hours: 20:00
EEMV Max Drawdown (5Y): 34.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.95% |
March 31, 2024 | 34.95% |
February 29, 2024 | 34.95% |
January 31, 2024 | 34.95% |
December 31, 2023 | 34.95% |
November 30, 2023 | 34.95% |
October 31, 2023 | 34.95% |
September 30, 2023 | 34.95% |
August 31, 2023 | 34.95% |
July 31, 2023 | 34.95% |
June 30, 2023 | 34.95% |
May 31, 2023 | 34.95% |
April 30, 2023 | 31.57% |
March 31, 2023 | 31.57% |
February 28, 2023 | 31.57% |
January 31, 2023 | 31.57% |
December 31, 2022 | 31.57% |
November 30, 2022 | 31.57% |
October 31, 2022 | 31.57% |
September 30, 2022 | 31.57% |
August 31, 2022 | 31.57% |
July 31, 2022 | 31.57% |
June 30, 2022 | 31.57% |
May 31, 2022 | 31.57% |
April 30, 2022 | 31.57% |
Date | Value |
---|---|
March 31, 2022 | 31.57% |
February 28, 2022 | 31.57% |
January 31, 2022 | 31.57% |
December 31, 2021 | 31.57% |
November 30, 2021 | 31.57% |
October 31, 2021 | 31.57% |
September 30, 2021 | 31.57% |
August 31, 2021 | 31.57% |
July 31, 2021 | 31.57% |
June 30, 2021 | 31.57% |
May 31, 2021 | 31.57% |
April 30, 2021 | 31.57% |
March 31, 2021 | 31.57% |
February 28, 2021 | 31.57% |
January 31, 2021 | 31.57% |
December 31, 2020 | 31.57% |
November 30, 2020 | 31.57% |
October 31, 2020 | 31.57% |
September 30, 2020 | 31.57% |
August 31, 2020 | 31.57% |
July 31, 2020 | 31.57% |
June 30, 2020 | 31.57% |
May 31, 2020 | 31.57% |
April 30, 2020 | 31.57% |
March 31, 2020 | 31.57% |
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
28.94%
Minimum
May 2019
34.95%
Maximum
May 2023
31.81%
Average
31.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.456 |
Beta (5Y) | 0.6676 |
Alpha (vs YCharts Benchmark) (5Y) | -2.606 |
Beta (vs YCharts Benchmark) (5Y) | 0.6282 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.50% |
Historical Sharpe Ratio (5Y) | -0.1824 |
Historical Sortino (5Y) | -0.2149 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.47% |