iShares MSCI Philippines ETF (EPHE)
25.41
+0.39
(+1.56%)
USD |
NYSEARCA |
Nov 15, 16:00
25.46
+0.05
(+0.20%)
After-Hours: 20:00
EPHE Max Drawdown (5Y): 52.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.41% |
| September 30, 2024 | 52.41% |
| August 31, 2024 | 52.41% |
| July 31, 2024 | 52.41% |
| June 30, 2024 | 52.41% |
| May 31, 2024 | 52.41% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
52.41%
Maximum
Mar 2020
51.10%
Average
52.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Malaysia ETF | 43.80% |
| iShares MSCI Italy ETF | 43.01% |
| iShares MSCI Indonesia ETF | 59.41% |
| iShares MSCI Singapore ETF | 40.84% |
| Franklin FTSE South Korea ETF | 50.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.357 |
| Beta (5Y) | 1.028 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.658 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9142 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.10% |
| Historical Sharpe Ratio (5Y) | -0.2328 |
| Historical Sortino (5Y) | -0.308 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.99% |