iShares Emerging Markets Infras ETF (EMIF)
21.87
-0.06
(-0.27%)
USD |
NASDAQ |
Apr 24, 16:00
21.81
-0.06
(-0.27%)
After-Hours: 20:00
EMIF Max Drawdown (5Y): 48.03% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.03% |
February 29, 2024 | 48.03% |
January 31, 2024 | 48.03% |
December 31, 2023 | 48.03% |
November 30, 2023 | 48.03% |
October 31, 2023 | 48.03% |
September 30, 2023 | 48.03% |
August 31, 2023 | 48.03% |
July 31, 2023 | 48.03% |
June 30, 2023 | 48.03% |
May 31, 2023 | 48.03% |
April 30, 2023 | 48.03% |
March 31, 2023 | 48.03% |
February 28, 2023 | 48.03% |
January 31, 2023 | 48.03% |
December 31, 2022 | 48.03% |
November 30, 2022 | 48.03% |
October 31, 2022 | 48.03% |
September 30, 2022 | 48.03% |
August 31, 2022 | 48.03% |
July 31, 2022 | 48.03% |
June 30, 2022 | 48.03% |
May 31, 2022 | 48.03% |
April 30, 2022 | 48.03% |
March 31, 2022 | 48.03% |
Date | Value |
---|---|
February 28, 2022 | 48.03% |
January 31, 2022 | 48.03% |
December 31, 2021 | 48.03% |
November 30, 2021 | 48.03% |
October 31, 2021 | 48.03% |
September 30, 2021 | 48.03% |
August 31, 2021 | 48.03% |
July 31, 2021 | 48.03% |
June 30, 2021 | 48.03% |
May 31, 2021 | 48.03% |
April 30, 2021 | 48.03% |
March 31, 2021 | 48.03% |
February 28, 2021 | 48.03% |
January 31, 2021 | 48.03% |
December 31, 2020 | 48.03% |
November 30, 2020 | 48.03% |
October 31, 2020 | 48.03% |
September 30, 2020 | 48.03% |
August 31, 2020 | 48.03% |
July 31, 2020 | 48.03% |
June 30, 2020 | 48.03% |
May 31, 2020 | 48.03% |
April 30, 2020 | 48.03% |
March 31, 2020 | 48.03% |
February 29, 2020 | 35.10% |
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
35.10%
Minimum
Apr 2019
48.03%
Maximum
Mar 2020
45.66%
Average
48.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.656 |
Beta (5Y) | 1.053 |
Alpha (vs YCharts Benchmark) (5Y) | -5.031 |
Beta (vs YCharts Benchmark) (5Y) | 0.9068 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.88% |
Historical Sharpe Ratio (5Y) | -0.1955 |
Historical Sortino (5Y) | -0.2255 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.05% |