iShares MSCI Russia ETF (ERUS)
8.06
0.00 (0.00%)
USD |
NYSEARCA |
Mar 31, 16:00
ERUS Max Drawdown (5Y): 84.03% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 84.03% |
| February 28, 2023 | 84.03% |
| January 31, 2023 | 84.03% |
| December 31, 2022 | 84.03% |
| November 30, 2022 | 84.03% |
| October 31, 2022 | 84.03% |
| September 30, 2022 | 84.03% |
| August 31, 2022 | 84.03% |
| July 31, 2022 | 84.03% |
| June 30, 2022 | 84.03% |
| May 31, 2022 | 84.03% |
| April 30, 2022 | 84.03% |
| March 31, 2022 | 84.03% |
| February 28, 2022 | 64.30% |
| January 31, 2022 | 51.40% |
| December 31, 2021 | 51.40% |
| November 30, 2021 | 51.40% |
| October 31, 2021 | 51.40% |
| September 30, 2021 | 51.40% |
| August 31, 2021 | 51.40% |
| July 31, 2021 | 51.40% |
| June 30, 2021 | 51.40% |
| May 31, 2021 | 51.40% |
| April 30, 2021 | 51.40% |
| March 31, 2021 | 51.40% |
| Date | Value |
|---|---|
| February 28, 2021 | 51.40% |
| January 31, 2021 | 51.40% |
| December 31, 2020 | 52.90% |
| November 30, 2020 | 62.65% |
| October 31, 2020 | 65.60% |
| September 30, 2020 | 65.60% |
| August 31, 2020 | 65.60% |
| July 31, 2020 | 65.60% |
| June 30, 2020 | 65.60% |
| May 31, 2020 | 65.60% |
| April 30, 2020 | 65.60% |
| March 31, 2020 | 65.60% |
| February 29, 2020 | 65.60% |
| January 31, 2020 | 65.60% |
| December 31, 2019 | 65.60% |
| November 30, 2019 | 65.60% |
| October 31, 2019 | 65.60% |
| September 30, 2019 | 65.60% |
| August 31, 2019 | 65.60% |
| July 31, 2019 | 65.60% |
| June 30, 2019 | 65.60% |
| May 31, 2019 | 65.60% |
| April 30, 2019 | 65.60% |
| March 31, 2019 | 65.60% |
| February 28, 2019 | 65.60% |
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
51.40%
Minimum
Jan 2021
84.03%
Maximum
Mar 2022
66.23%
Average
65.60%
Median
Apr 2018
Max Drawdown (5Y) Benchmarks
| Xtrackers MSCI Germany Hedged Equity ETF | 39.19% |
| Global X MSCI Portugal ETF | 42.63% |
| iShares Currency Hedged MSCI UK ETF | 33.10% |
| Franklin FTSE France ETF | 40.18% |
| Franklin FTSE Italy ETF | 41.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.16 |
| Beta (5Y) | 1.002 |
| Alpha (vs YCharts Benchmark) (5Y) | -33.89 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7946 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.42% |
| Historical Sharpe Ratio (5Y) | -0.3176 |
| Historical Sortino (5Y) | -0.2745 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.44% |