iShares MSCI EAFE Min Vol Factor ETF (EFAV)
67.82
-0.13
(-0.19%)
USD |
BATS |
Apr 18, 16:00
67.81
-0.01
(-0.01%)
Pre-Market: 20:00
EFAV Max Drawdown (5Y): 27.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 27.56% |
February 29, 2024 | 27.56% |
January 31, 2024 | 27.56% |
December 31, 2023 | 27.56% |
November 30, 2023 | 27.56% |
October 31, 2023 | 27.56% |
September 30, 2023 | 27.56% |
August 31, 2023 | 27.56% |
July 31, 2023 | 27.56% |
June 30, 2023 | 27.56% |
May 31, 2023 | 27.56% |
April 30, 2023 | 27.56% |
March 31, 2023 | 27.56% |
February 28, 2023 | 27.56% |
January 31, 2023 | 27.56% |
December 31, 2022 | 27.56% |
November 30, 2022 | 27.56% |
October 31, 2022 | 27.56% |
September 30, 2022 | 27.56% |
August 31, 2022 | 27.56% |
July 31, 2022 | 27.56% |
June 30, 2022 | 27.56% |
May 31, 2022 | 27.56% |
April 30, 2022 | 27.56% |
March 31, 2022 | 27.56% |
Date | Value |
---|---|
February 28, 2022 | 27.56% |
January 31, 2022 | 27.56% |
December 31, 2021 | 27.56% |
November 30, 2021 | 27.56% |
October 31, 2021 | 27.56% |
September 30, 2021 | 27.56% |
August 31, 2021 | 27.56% |
July 31, 2021 | 27.56% |
June 30, 2021 | 27.56% |
May 31, 2021 | 27.56% |
April 30, 2021 | 27.56% |
March 31, 2021 | 27.56% |
February 28, 2021 | 27.56% |
January 31, 2021 | 27.56% |
December 31, 2020 | 27.56% |
November 30, 2020 | 27.56% |
October 31, 2020 | 27.56% |
September 30, 2020 | 27.56% |
August 31, 2020 | 27.56% |
July 31, 2020 | 27.56% |
June 30, 2020 | 27.56% |
May 31, 2020 | 27.56% |
April 30, 2020 | 27.56% |
March 31, 2020 | 27.56% |
February 29, 2020 | 12.25% |
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
12.25%
Minimum
Apr 2019
27.56%
Maximum
Mar 2020
24.76%
Average
27.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.264 |
Beta (5Y) | 0.6914 |
Alpha (vs YCharts Benchmark) (5Y) | -2.620 |
Beta (vs YCharts Benchmark) (5Y) | 0.692 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.80% |
Historical Sharpe Ratio (5Y) | 0.0325 |
Historical Sortino (5Y) | 0.0357 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.34% |