iShares MSCI Europe Financials ETF (EUFN)

23.36 +0.02 (+0.06%) USD  |  NASDAQ  |  Dec 30, 14:54
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EUFN Max Drawdown (5Y): 53.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Financial Select Sector SPDR Fund 42.83%
iShares US Financial Services ETF 44.32%
Vanguard Financials Index Fund ETF 44.44%
Invesco KBW Bank ETF 50.23%
Fidelity MSCI Financials Index ETF 44.36%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.119
Beta (5Y) 1.210
Alpha (vs YCharts Benchmark) (5Y) -4.125
Beta (vs YCharts Benchmark) (5Y) 1.015
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.29%
Historical Sharpe Ratio (5Y) 0.2471
Historical Sortino (5Y) 0.2949
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.93%