iShares MSCI Europe Financials ETF (EUFN)
21.82
+0.22
(+1.04%)
USD |
NASDAQ |
Apr 17, 16:00
21.82
0.00 (0.00%)
After-Hours: 16:06
EUFN Max Drawdown (5Y): 53.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 53.26% |
February 29, 2024 | 53.26% |
January 31, 2024 | 53.26% |
December 31, 2023 | 53.26% |
November 30, 2023 | 53.26% |
October 31, 2023 | 53.26% |
September 30, 2023 | 53.26% |
August 31, 2023 | 53.26% |
July 31, 2023 | 53.26% |
June 30, 2023 | 53.26% |
May 31, 2023 | 53.26% |
April 30, 2023 | 53.26% |
March 31, 2023 | 53.26% |
February 28, 2023 | 53.26% |
January 31, 2023 | 53.26% |
December 31, 2022 | 53.26% |
November 30, 2022 | 53.26% |
October 31, 2022 | 53.26% |
September 30, 2022 | 53.26% |
August 31, 2022 | 53.26% |
July 31, 2022 | 53.26% |
June 30, 2022 | 53.26% |
May 31, 2022 | 53.26% |
April 30, 2022 | 53.26% |
March 31, 2022 | 53.26% |
Date | Value |
---|---|
February 28, 2022 | 53.26% |
January 31, 2022 | 53.26% |
December 31, 2021 | 53.26% |
November 30, 2021 | 53.26% |
October 31, 2021 | 53.26% |
September 30, 2021 | 53.26% |
August 31, 2021 | 53.26% |
July 31, 2021 | 53.26% |
June 30, 2021 | 53.26% |
May 31, 2021 | 53.26% |
April 30, 2021 | 53.26% |
March 31, 2021 | 53.26% |
February 28, 2021 | 53.26% |
January 31, 2021 | 53.26% |
December 31, 2020 | 53.26% |
November 30, 2020 | 53.26% |
October 31, 2020 | 53.26% |
September 30, 2020 | 53.26% |
August 31, 2020 | 53.26% |
July 31, 2020 | 53.26% |
June 30, 2020 | 53.26% |
May 31, 2020 | 53.26% |
April 30, 2020 | 53.26% |
March 31, 2020 | 53.26% |
February 29, 2020 | 39.47% |
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
39.47%
Minimum
Apr 2019
53.26%
Maximum
Mar 2020
50.74%
Average
53.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Invesco KBW Bank ETF | 50.23% |
iShares US Financials ETF | 42.57% |
Financial Select Sector SPDR® ETF | 42.83% |
iShares US Broker-Dealers&Secs Exchs ETF | 40.38% |
iShares Global Financials ETF | 43.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.495 |
Beta (5Y) | 1.234 |
Alpha (vs YCharts Benchmark) (5Y) | -3.955 |
Beta (vs YCharts Benchmark) (5Y) | 1.058 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.66% |
Historical Sharpe Ratio (5Y) | 0.2422 |
Historical Sortino (5Y) | 0.2907 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.54% |