iShares ESG Aware MSCI EM ETF (ESGE)
31.78
+0.02
(+0.05%)
USD |
NASDAQ |
Apr 24, 16:00
31.78
0.00 (0.00%)
After-Hours: 20:00
ESGE Max Drawdown (5Y): 41.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.04% |
February 29, 2024 | 41.04% |
January 31, 2024 | 41.04% |
December 31, 2023 | 41.04% |
November 30, 2023 | 41.04% |
October 31, 2023 | 41.04% |
September 30, 2023 | 41.04% |
August 31, 2023 | 41.04% |
July 31, 2023 | 41.04% |
June 30, 2023 | 41.04% |
May 31, 2023 | 41.04% |
April 30, 2023 | 41.04% |
March 31, 2023 | 41.04% |
February 28, 2023 | 41.04% |
January 31, 2023 | 41.04% |
December 31, 2022 | 41.04% |
November 30, 2022 | 41.04% |
October 31, 2022 | 41.04% |
September 30, 2022 | 39.33% |
August 31, 2022 | 36.60% |
July 31, 2022 | 36.60% |
June 30, 2022 | 36.60% |
May 31, 2022 | 36.60% |
April 30, 2022 | 36.60% |
March 31, 2022 | 36.60% |
Date | Value |
---|---|
February 28, 2022 | 36.60% |
January 31, 2022 | 36.60% |
December 31, 2021 | 36.60% |
November 30, 2021 | 36.60% |
October 31, 2021 | 36.60% |
September 30, 2021 | 36.60% |
August 31, 2021 | 36.60% |
July 31, 2021 | 36.60% |
June 30, 2021 | 36.60% |
May 31, 2021 | 36.60% |
April 30, 2021 | 36.60% |
March 31, 2021 | 36.60% |
February 28, 2021 | 36.60% |
January 31, 2021 | 36.60% |
December 31, 2020 | 36.60% |
November 30, 2020 | 36.60% |
October 31, 2020 | 36.60% |
September 30, 2020 | 36.60% |
August 31, 2020 | 36.60% |
July 31, 2020 | 36.60% |
June 30, 2020 | 36.60% |
May 31, 2020 | 36.60% |
April 30, 2020 | 36.60% |
March 31, 2020 | 36.60% |
February 29, 2020 | 26.42% |
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
26.42%
Minimum
Apr 2019
41.04%
Maximum
Oct 2022
36.11%
Average
36.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.616 |
Beta (5Y) | 0.9889 |
Alpha (vs YCharts Benchmark) (5Y) | -1.303 |
Beta (vs YCharts Benchmark) (5Y) | 0.9985 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.31% |
Historical Sharpe Ratio (5Y) | -0.0339 |
Historical Sortino (5Y) | -0.0449 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.66% |