iShares MSCI Peru and Global Exposure ETF (EPU)
89.66
+1.53
(+1.74%)
USD |
NYSEARCA |
Feb 20, 16:00
90.29
+0.63
(+0.70%)
Pre-Market: 20:00
EPU Max Drawdown (5Y) : 42.78% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Global X MSCI Argentina ETF | 35.48% |
| iShares MSCI Chile ETF | 57.16% |
| iShares MSCI Poland ETF | 61.40% |
| iShares MSCI Saudi Arabia ETF | 28.10% |
| iShares MSCI Mexico ETF | 31.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.09 |
| Beta (5Y) | 1.212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.31% |
| Historical Sharpe Ratio (5Y) | 0.8426 |
| Historical Sortino (5Y) | 1.424 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.25% |