iShares MSCI Poland ETF (EPOL)
23.31
+0.13
(+0.56%)
USD |
NYSEARCA |
Apr 19, 14:08
EPOL Max Drawdown (5Y): 61.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 56.90% |
| July 31, 2020 | 56.90% |
| June 30, 2020 | 56.90% |
| May 31, 2020 | 56.90% |
| April 30, 2020 | 56.90% |
| March 31, 2020 | 56.90% |
| February 29, 2020 | 52.91% |
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
Apr 2019
61.40%
Maximum
Oct 2022
57.59%
Average
56.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Ireland ETF | 46.47% |
| NEW GERMANY FUND INC | 53.72% |
| iShares MSCI Peru ETF | 50.95% |
| iShares MSCI Belgium ETF | 42.79% |
| First Trust Switzerland AlphaDEX® ETF | 33.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.363 |
| Beta (5Y) | 1.562 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.863 |
| Beta (vs YCharts Benchmark) (5Y) | 1.466 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.53% |
| Historical Sharpe Ratio (5Y) | 0.0243 |
| Historical Sortino (5Y) | 0.0377 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.87% |