iShares MSCI Peru ETF (EPU)
30.16
-0.21 (-0.69%)
USD |
NYSEARCA |
May 24, 16:00
EPU Max Drawdown (5Y): 50.95% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 50.95% |
| March 31, 2022 | 50.95% |
| February 28, 2022 | 50.95% |
| January 31, 2022 | 50.95% |
| December 31, 2021 | 50.95% |
| November 30, 2021 | 50.95% |
| October 31, 2021 | 50.95% |
| September 30, 2021 | 50.95% |
| August 31, 2021 | 50.95% |
| July 31, 2021 | 50.95% |
| June 30, 2021 | 50.95% |
| May 31, 2021 | 50.95% |
| April 30, 2021 | 50.95% |
| March 31, 2021 | 50.95% |
| February 28, 2021 | 50.95% |
| January 31, 2021 | 50.95% |
| December 31, 2020 | 50.95% |
| November 30, 2020 | 58.52% |
| October 31, 2020 | 60.62% |
| September 30, 2020 | 60.62% |
| August 31, 2020 | 60.62% |
| July 31, 2020 | 60.62% |
| June 30, 2020 | 60.62% |
| May 31, 2020 | 60.62% |
| April 30, 2020 | 60.62% |
| Date | Value |
|---|---|
| March 31, 2020 | 60.62% |
| February 29, 2020 | 60.62% |
| January 31, 2020 | 60.62% |
| December 31, 2019 | 60.62% |
| November 30, 2019 | 60.62% |
| October 31, 2019 | 60.62% |
| September 30, 2019 | 60.62% |
| August 31, 2019 | 60.62% |
| July 31, 2019 | 60.62% |
| June 30, 2019 | 60.62% |
| May 31, 2019 | 60.62% |
| April 30, 2019 | 60.62% |
| March 31, 2019 | 60.62% |
| February 28, 2019 | 60.62% |
| January 31, 2019 | 60.62% |
| December 31, 2018 | 60.62% |
| November 30, 2018 | 60.62% |
| October 31, 2018 | 60.62% |
| September 30, 2018 | 60.62% |
| August 31, 2018 | 60.62% |
| July 31, 2018 | 60.62% |
| June 30, 2018 | 60.62% |
| May 31, 2018 | 60.62% |
| April 30, 2018 | 60.62% |
| March 31, 2018 | 60.62% |
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
50.95%
Minimum
Dec 2020
60.62%
Maximum
May 2017
57.85%
Average
60.62%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| iShares MSCI Israel ETF | 38.24% |
| iShares MSCI Turkey ETF | 64.88% |
| iShares MSCI Qatar ETF | 45.26% |
| iShares MSCI South Africa ETF | 62.32% |
| iShares MSCI New Zealand ETF | 36.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.011 |
| Beta (5Y) | 1.225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.70% |
| Historical Sharpe Ratio (5Y) | 0.1528 |
| Historical Sortino (5Y) | 0.1914 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.07% |