iShares MSCI New Zealand ETF (ENZL)
46.97
+0.04
(+0.09%)
USD |
NASDAQ |
Nov 15, 16:00
46.75
-0.22
(-0.47%)
After-Hours: 20:00
ENZL Max Drawdown (5Y): 42.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.43% |
| September 30, 2024 | 42.43% |
| August 31, 2024 | 42.43% |
| July 31, 2024 | 42.43% |
| June 30, 2024 | 42.43% |
| May 31, 2024 | 42.43% |
| April 30, 2024 | 42.43% |
| March 31, 2024 | 42.43% |
| February 29, 2024 | 42.43% |
| January 31, 2024 | 42.43% |
| December 31, 2023 | 42.43% |
| November 30, 2023 | 42.43% |
| October 31, 2023 | 42.43% |
| September 30, 2023 | 42.43% |
| August 31, 2023 | 42.43% |
| July 31, 2023 | 42.43% |
| June 30, 2023 | 42.43% |
| May 31, 2023 | 42.43% |
| April 30, 2023 | 42.43% |
| March 31, 2023 | 42.43% |
| February 28, 2023 | 42.43% |
| January 31, 2023 | 42.43% |
| December 31, 2022 | 42.43% |
| November 30, 2022 | 42.43% |
| October 31, 2022 | 42.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.46% |
| August 31, 2022 | 37.72% |
| July 31, 2022 | 37.72% |
| June 30, 2022 | 37.72% |
| May 31, 2022 | 36.85% |
| April 30, 2022 | 36.85% |
| March 31, 2022 | 36.85% |
| February 28, 2022 | 36.85% |
| January 31, 2022 | 36.85% |
| December 31, 2021 | 36.85% |
| November 30, 2021 | 36.85% |
| October 31, 2021 | 36.85% |
| September 30, 2021 | 36.85% |
| August 31, 2021 | 36.85% |
| July 31, 2021 | 36.85% |
| June 30, 2021 | 36.85% |
| May 31, 2021 | 36.85% |
| April 30, 2021 | 36.85% |
| March 31, 2021 | 36.85% |
| February 28, 2021 | 36.85% |
| January 31, 2021 | 36.85% |
| December 31, 2020 | 36.85% |
| November 30, 2020 | 36.85% |
| October 31, 2020 | 36.85% |
| September 30, 2020 | 36.85% |
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
23.20%
Minimum
Nov 2019
42.43%
Maximum
Oct 2022
38.37%
Average
36.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Belgium ETF | 42.79% |
| Franklin FTSE Australia ETF | 45.73% |
| VanEck Africa ETF | 53.35% |
| iShares MSCI Peru ETF | 50.95% |
| iShares MSCI Turkey ETF | 59.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.768 |
| Beta (5Y) | 1.069 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.403 |
| Beta (vs YCharts Benchmark) (5Y) | 1.043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.41% |
| Historical Sharpe Ratio (5Y) | -0.0988 |
| Historical Sortino (5Y) | -0.1337 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.46% |