VanEck Egypt ETF (DELISTED) (EGPT:DL)
21.48
0.00 (0.00%)
USD |
NYSEARCA |
Apr 04, 16:00
EGPT:DL Max Drawdown (5Y): 66.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 66.84% |
| February 29, 2024 | 66.84% |
| January 31, 2024 | 66.84% |
| December 31, 2023 | 66.84% |
| November 30, 2023 | 66.84% |
| October 31, 2023 | 66.84% |
| September 30, 2023 | 66.84% |
| August 31, 2023 | 66.84% |
| July 31, 2023 | 66.84% |
| June 30, 2023 | 66.84% |
| May 31, 2023 | 66.84% |
| April 30, 2023 | 66.84% |
| March 31, 2023 | 66.84% |
| February 28, 2023 | 66.84% |
| January 31, 2023 | 66.84% |
| December 31, 2022 | 66.84% |
| November 30, 2022 | 66.84% |
| October 31, 2022 | 66.84% |
| September 30, 2022 | 66.84% |
| August 31, 2022 | 66.84% |
| July 31, 2022 | 66.84% |
| June 30, 2022 | 66.84% |
| May 31, 2022 | 66.84% |
| April 30, 2022 | 66.84% |
| March 31, 2022 | 66.84% |
| Date | Value |
|---|---|
| February 28, 2022 | 66.84% |
| January 31, 2022 | 66.84% |
| December 31, 2021 | 66.84% |
| November 30, 2021 | 66.84% |
| October 31, 2021 | 66.84% |
| September 30, 2021 | 66.84% |
| August 31, 2021 | 66.84% |
| July 31, 2021 | 66.84% |
| June 30, 2021 | 66.84% |
| May 31, 2021 | 66.84% |
| April 30, 2021 | 66.84% |
| March 31, 2021 | 66.84% |
| February 28, 2021 | 66.84% |
| January 31, 2021 | 66.84% |
| December 31, 2020 | 66.84% |
| November 30, 2020 | 66.84% |
| October 31, 2020 | 66.84% |
| September 30, 2020 | 84.88% |
| August 31, 2020 | 86.97% |
| July 31, 2020 | 86.97% |
| June 30, 2020 | 86.97% |
| May 31, 2020 | 86.97% |
| April 30, 2020 | 86.97% |
| March 31, 2020 | 86.97% |
| February 29, 2020 | 86.97% |
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
66.84%
Minimum
Oct 2020
86.97%
Maximum
May 2019
72.61%
Average
66.84%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| VanEck Africa ETF | 53.35% |
| VanEck Israel ETF | 44.99% |
| VanEck Russia ETF | 83.05% |
| VanEck Indonesia ETF | 59.16% |
| Franklin FTSE Saudi Arabia ETF | 38.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.770 |
| Beta (5Y) | 0.5483 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.71 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4689 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.23% |
| Historical Sharpe Ratio (5Y) | -0.269 |
| Historical Sortino (5Y) | -0.337 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.49% |