iShares MSCI Australia ETF (EWA)
25.57
+0.01
(+0.04%)
USD |
NYSEARCA |
Nov 15, 16:00
25.58
+0.01
(+0.04%)
After-Hours: 20:00
EWA Max Drawdown (5Y): 45.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.54% |
September 30, 2024 | 45.54% |
August 31, 2024 | 45.54% |
July 31, 2024 | 45.54% |
June 30, 2024 | 45.54% |
May 31, 2024 | 45.54% |
April 30, 2024 | 45.54% |
March 31, 2024 | 45.54% |
February 29, 2024 | 45.54% |
January 31, 2024 | 45.54% |
December 31, 2023 | 45.54% |
November 30, 2023 | 45.54% |
October 31, 2023 | 45.54% |
September 30, 2023 | 45.54% |
August 31, 2023 | 45.54% |
July 31, 2023 | 45.54% |
June 30, 2023 | 45.54% |
May 31, 2023 | 45.54% |
April 30, 2023 | 45.54% |
March 31, 2023 | 45.54% |
February 28, 2023 | 45.54% |
January 31, 2023 | 45.54% |
December 31, 2022 | 45.54% |
November 30, 2022 | 45.54% |
October 31, 2022 | 45.54% |
Date | Value |
---|---|
September 30, 2022 | 45.54% |
August 31, 2022 | 45.54% |
July 31, 2022 | 45.54% |
June 30, 2022 | 45.54% |
May 31, 2022 | 45.54% |
April 30, 2022 | 45.54% |
March 31, 2022 | 45.54% |
February 28, 2022 | 45.54% |
January 31, 2022 | 45.54% |
December 31, 2021 | 45.54% |
November 30, 2021 | 45.54% |
October 31, 2021 | 45.54% |
September 30, 2021 | 45.54% |
August 31, 2021 | 45.54% |
July 31, 2021 | 45.54% |
June 30, 2021 | 45.54% |
May 31, 2021 | 45.54% |
April 30, 2021 | 45.54% |
March 31, 2021 | 45.54% |
February 28, 2021 | 45.54% |
January 31, 2021 | 45.54% |
December 31, 2020 | 45.54% |
November 30, 2020 | 45.54% |
October 31, 2020 | 45.54% |
September 30, 2020 | 45.54% |
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
35.39%
Minimum
Nov 2019
45.54%
Maximum
Mar 2020
44.86%
Average
45.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Switzerland ETF | 28.96% |
iShares MSCI Mexico ETF | 53.62% |
iShares MSCI Canada ETF | 42.66% |
Franklin FTSE Australia ETF | 45.73% |
JPMorgan BetaBuilders Canada ETF | 42.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1021 |
Beta (5Y) | 1.267 |
Alpha (vs YCharts Benchmark) (5Y) | 3.704 |
Beta (vs YCharts Benchmark) (5Y) | 0.9407 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.56% |
Historical Sharpe Ratio (5Y) | 0.1722 |
Historical Sortino (5Y) | 0.1962 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.30% |