iShares MSCI Poland ETF (EPOL)
21.74
-0.38
(-1.74%)
USD |
NYSEARCA |
Nov 15, 16:00
21.74
0.00 (0.00%)
After-Hours: 20:00
EPOL Max Drawdown (5Y): 61.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.40% |
| September 30, 2024 | 61.40% |
| August 31, 2024 | 61.40% |
| July 31, 2024 | 61.40% |
| June 30, 2024 | 61.40% |
| May 31, 2024 | 61.40% |
| April 30, 2024 | 61.40% |
| March 31, 2024 | 61.40% |
| February 29, 2024 | 61.40% |
| January 31, 2024 | 61.40% |
| December 31, 2023 | 61.40% |
| November 30, 2023 | 61.40% |
| October 31, 2023 | 61.40% |
| September 30, 2023 | 61.40% |
| August 31, 2023 | 61.40% |
| July 31, 2023 | 61.40% |
| June 30, 2023 | 61.40% |
| May 31, 2023 | 61.40% |
| April 30, 2023 | 61.40% |
| March 31, 2023 | 61.40% |
| February 28, 2023 | 61.40% |
| January 31, 2023 | 61.40% |
| December 31, 2022 | 61.40% |
| November 30, 2022 | 61.40% |
| October 31, 2022 | 61.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.22% |
| August 31, 2022 | 56.90% |
| July 31, 2022 | 56.90% |
| June 30, 2022 | 56.90% |
| May 31, 2022 | 56.90% |
| April 30, 2022 | 56.90% |
| March 31, 2022 | 56.90% |
| February 28, 2022 | 56.90% |
| January 31, 2022 | 56.90% |
| December 31, 2021 | 56.90% |
| November 30, 2021 | 56.90% |
| October 31, 2021 | 56.90% |
| September 30, 2021 | 56.90% |
| August 31, 2021 | 56.90% |
| July 31, 2021 | 56.90% |
| June 30, 2021 | 56.90% |
| May 31, 2021 | 56.90% |
| April 30, 2021 | 56.90% |
| March 31, 2021 | 56.90% |
| February 28, 2021 | 56.90% |
| January 31, 2021 | 56.90% |
| December 31, 2020 | 56.90% |
| November 30, 2020 | 56.90% |
| October 31, 2020 | 56.90% |
| September 30, 2020 | 56.90% |
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
52.91%
Minimum
Nov 2019
61.40%
Maximum
Oct 2022
58.58%
Average
56.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Sweden ETF | 42.26% |
| iShares MSCI Italy ETF | 43.01% |
| iShares MSCI Austria ETF | 58.10% |
| Global X MSCI Greece ETF | 59.10% |
| iShares MSCI Finland ETF | 38.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.840 |
| Beta (5Y) | 1.569 |
| Alpha (vs YCharts Benchmark) (5Y) | 12.48 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5427 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.31% |
| Historical Sharpe Ratio (5Y) | 0.0153 |
| Historical Sortino (5Y) | 0.0235 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.87% |