iShares MSCI Israel ETF (EIS)
69.63
-1.07
(-1.51%)
USD |
NYSEARCA |
Nov 15, 16:00
69.75
+0.12
(+0.17%)
After-Hours: 20:00
EIS Max Drawdown (5Y): 41.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.87% |
| September 30, 2024 | 41.87% |
| August 31, 2024 | 41.87% |
| July 31, 2024 | 41.87% |
| June 30, 2024 | 41.87% |
| May 31, 2024 | 41.87% |
| April 30, 2024 | 41.87% |
| March 31, 2024 | 41.87% |
| February 29, 2024 | 41.87% |
| January 31, 2024 | 41.87% |
| December 31, 2023 | 41.87% |
| November 30, 2023 | 41.87% |
| October 31, 2023 | 41.87% |
| September 30, 2023 | 38.24% |
| August 31, 2023 | 38.24% |
| July 31, 2023 | 38.24% |
| June 30, 2023 | 38.24% |
| May 31, 2023 | 38.24% |
| April 30, 2023 | 38.24% |
| March 31, 2023 | 38.24% |
| February 28, 2023 | 38.24% |
| January 31, 2023 | 38.24% |
| December 31, 2022 | 38.24% |
| November 30, 2022 | 38.24% |
| October 31, 2022 | 38.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.24% |
| August 31, 2022 | 38.24% |
| July 31, 2022 | 38.24% |
| June 30, 2022 | 38.24% |
| May 31, 2022 | 38.24% |
| April 30, 2022 | 38.24% |
| March 31, 2022 | 38.24% |
| February 28, 2022 | 38.24% |
| January 31, 2022 | 38.24% |
| December 31, 2021 | 38.24% |
| November 30, 2021 | 38.24% |
| October 31, 2021 | 38.24% |
| September 30, 2021 | 38.24% |
| August 31, 2021 | 38.24% |
| July 31, 2021 | 38.24% |
| June 30, 2021 | 38.24% |
| May 31, 2021 | 38.24% |
| April 30, 2021 | 38.24% |
| March 31, 2021 | 38.24% |
| February 28, 2021 | 38.24% |
| January 31, 2021 | 38.24% |
| December 31, 2020 | 38.24% |
| November 30, 2020 | 38.24% |
| October 31, 2020 | 38.24% |
| September 30, 2020 | 38.24% |
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
20.88%
Minimum
Nov 2019
41.87%
Maximum
Oct 2023
37.87%
Average
38.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| VanEck Israel ETF | 44.99% |
| iShares MSCI Chile ETF | 66.88% |
| VanEck Vietnam ETF | 51.60% |
| iShares MSCI South Africa ETF | 62.32% |
| NEW GERMANY FUND INC | 53.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2537 |
| Beta (5Y) | 1.008 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.635 |
| Beta (vs YCharts Benchmark) (5Y) | 1.061 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.50% |
| Historical Sharpe Ratio (5Y) | 0.1302 |
| Historical Sortino (5Y) | 0.1554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |