iShares MSCI Peru ETF (EPU)
42.63
+0.27
(+0.64%)
USD |
NYSEARCA |
May 10, 16:00
42.63
0.00 (0.00%)
After-Hours: 20:00
EPU Max Drawdown (5Y): 50.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.95% |
| March 31, 2024 | 50.95% |
| February 29, 2024 | 50.95% |
| January 31, 2024 | 50.95% |
| December 31, 2023 | 50.95% |
| November 30, 2023 | 50.95% |
| October 31, 2023 | 50.95% |
| September 30, 2023 | 50.95% |
| August 31, 2023 | 50.95% |
| July 31, 2023 | 50.95% |
| June 30, 2023 | 50.95% |
| May 31, 2023 | 50.95% |
| April 30, 2023 | 50.95% |
| March 31, 2023 | 50.95% |
| February 28, 2023 | 50.95% |
| January 31, 2023 | 50.95% |
| December 31, 2022 | 50.95% |
| November 30, 2022 | 50.95% |
| October 31, 2022 | 50.95% |
| September 30, 2022 | 50.95% |
| August 31, 2022 | 50.95% |
| July 31, 2022 | 50.95% |
| June 30, 2022 | 50.95% |
| May 31, 2022 | 50.95% |
| April 30, 2022 | 50.95% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2020 | 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 2019
53.98%
Average
50.95%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Israel ETF | 41.87% |
| iShares MSCI Turkey ETF | 59.28% |
| iShares MSCI Ireland ETF | 46.47% |
| iShares MSCI Poland ETF | 61.40% |
| Global X MSCI Greece ETF | 59.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7193 |
| Beta (5Y) | 1.261 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.362 |
| Beta (vs YCharts Benchmark) (5Y) | 1.024 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.75% |
| Historical Sharpe Ratio (5Y) | 0.1024 |
| Historical Sortino (5Y) | 0.1337 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.04% |