iShares MSCI Philippines ETF (EPHE)
25.98
+0.09
(+0.35%)
USD |
NYSEARCA |
May 08, 10:02
EPHE Max Drawdown (5Y): 52.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.41% |
March 31, 2024 | 52.41% |
February 29, 2024 | 52.41% |
January 31, 2024 | 52.41% |
December 31, 2023 | 52.41% |
November 30, 2023 | 52.41% |
October 31, 2023 | 52.41% |
September 30, 2023 | 52.41% |
August 31, 2023 | 52.41% |
July 31, 2023 | 52.41% |
June 30, 2023 | 52.41% |
May 31, 2023 | 52.41% |
April 30, 2023 | 52.41% |
March 31, 2023 | 52.41% |
February 28, 2023 | 52.41% |
January 31, 2023 | 52.41% |
December 31, 2022 | 52.41% |
November 30, 2022 | 52.41% |
October 31, 2022 | 52.41% |
September 30, 2022 | 52.41% |
August 31, 2022 | 52.41% |
July 31, 2022 | 52.41% |
June 30, 2022 | 52.41% |
May 31, 2022 | 52.41% |
April 30, 2022 | 52.41% |
Date | Value |
---|---|
March 31, 2022 | 52.41% |
February 28, 2022 | 52.41% |
January 31, 2022 | 52.41% |
December 31, 2021 | 52.41% |
November 30, 2021 | 52.41% |
October 31, 2021 | 52.41% |
September 30, 2021 | 52.41% |
August 31, 2021 | 52.41% |
July 31, 2021 | 52.41% |
June 30, 2021 | 52.41% |
May 31, 2021 | 52.41% |
April 30, 2021 | 52.41% |
March 31, 2021 | 52.41% |
February 28, 2021 | 52.41% |
January 31, 2021 | 52.41% |
December 31, 2020 | 52.41% |
November 30, 2020 | 52.41% |
October 31, 2020 | 52.41% |
September 30, 2020 | 52.41% |
August 31, 2020 | 52.41% |
July 31, 2020 | 52.41% |
June 30, 2020 | 52.41% |
May 31, 2020 | 52.41% |
April 30, 2020 | 52.41% |
March 31, 2020 | 52.41% |
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
32.74%
Minimum
May 2019
52.41%
Maximum
Mar 2020
49.13%
Average
52.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Malaysia ETF | 43.80% |
iShares MSCI Singapore ETF | 40.84% |
Korea Fund Inc | 52.93% |
iShares MSCI Italy ETF | 43.01% |
iShares MSCI Australia ETF | 45.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.22 |
Beta (5Y) | 0.9753 |
Alpha (vs YCharts Benchmark) (5Y) | -6.586 |
Beta (vs YCharts Benchmark) (5Y) | 0.9913 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.79% |
Historical Sharpe Ratio (5Y) | -0.2948 |
Historical Sortino (5Y) | -0.387 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.12% |