iShares MSCI EAFE Growth ETF (EFG)
97.88
-1.04
(-1.05%)
USD |
BATS |
Nov 15, 16:00
97.89
+0.01
(+0.01%)
After-Hours: 20:00
EFG Max Drawdown (5Y): 35.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.76% |
| September 30, 2024 | 35.76% |
| August 31, 2024 | 35.76% |
| July 31, 2024 | 35.76% |
| June 30, 2024 | 35.76% |
| May 31, 2024 | 35.76% |
| April 30, 2024 | 35.76% |
| March 31, 2024 | 35.76% |
| February 29, 2024 | 35.76% |
| January 31, 2024 | 35.76% |
| December 31, 2023 | 35.76% |
| November 30, 2023 | 35.76% |
| October 31, 2023 | 35.76% |
| September 30, 2023 | 35.76% |
| August 31, 2023 | 35.76% |
| July 31, 2023 | 35.76% |
| June 30, 2023 | 35.76% |
| May 31, 2023 | 35.76% |
| April 30, 2023 | 35.76% |
| March 31, 2023 | 35.76% |
| February 28, 2023 | 35.76% |
| January 31, 2023 | 35.76% |
| December 31, 2022 | 35.76% |
| November 30, 2022 | 35.76% |
| October 31, 2022 | 35.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.76% |
| August 31, 2022 | 30.36% |
| July 31, 2022 | 30.36% |
| June 30, 2022 | 30.36% |
| May 31, 2022 | 29.88% |
| April 30, 2022 | 29.88% |
| March 31, 2022 | 29.88% |
| February 28, 2022 | 29.88% |
| January 31, 2022 | 29.88% |
| December 31, 2021 | 29.88% |
| November 30, 2021 | 29.88% |
| October 31, 2021 | 29.88% |
| September 30, 2021 | 29.88% |
| August 31, 2021 | 29.88% |
| July 31, 2021 | 29.88% |
| June 30, 2021 | 29.88% |
| May 31, 2021 | 29.88% |
| April 30, 2021 | 29.88% |
| March 31, 2021 | 29.88% |
| February 28, 2021 | 29.88% |
| January 31, 2021 | 29.88% |
| December 31, 2020 | 29.88% |
| November 30, 2020 | 29.88% |
| October 31, 2020 | 29.88% |
| September 30, 2020 | 29.88% |
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
20.72%
Minimum
Nov 2019
35.76%
Maximum
Sep 2022
31.84%
Average
29.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4279 |
| Beta (5Y) | 1.006 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.042 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9852 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.95% |
| Historical Sharpe Ratio (5Y) | 0.1509 |
| Historical Sortino (5Y) | 0.1964 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.93% |