iShares MSCI Sweden ETF (EWD)
38.25
-0.19
(-0.49%)
USD |
NYSEARCA |
Nov 15, 16:00
38.24
-0.02
(-0.04%)
After-Hours: 20:00
EWD Max Drawdown (5Y): 42.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.26% |
| September 30, 2024 | 42.26% |
| August 31, 2024 | 42.26% |
| July 31, 2024 | 42.26% |
| June 30, 2024 | 42.26% |
| May 31, 2024 | 42.26% |
| April 30, 2024 | 42.26% |
| March 31, 2024 | 42.26% |
| February 29, 2024 | 42.26% |
| January 31, 2024 | 42.26% |
| December 31, 2023 | 42.26% |
| November 30, 2023 | 42.26% |
| October 31, 2023 | 42.26% |
| September 30, 2023 | 42.26% |
| August 31, 2023 | 42.26% |
| July 31, 2023 | 42.26% |
| June 30, 2023 | 42.26% |
| May 31, 2023 | 42.26% |
| April 30, 2023 | 42.26% |
| March 31, 2023 | 42.26% |
| February 28, 2023 | 42.26% |
| January 31, 2023 | 42.26% |
| December 31, 2022 | 42.26% |
| November 30, 2022 | 42.26% |
| October 31, 2022 | 42.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.26% |
| August 31, 2022 | 37.22% |
| July 31, 2022 | 37.22% |
| June 30, 2022 | 37.22% |
| May 31, 2022 | 37.22% |
| April 30, 2022 | 37.22% |
| March 31, 2022 | 37.22% |
| February 28, 2022 | 37.22% |
| January 31, 2022 | 37.22% |
| December 31, 2021 | 37.22% |
| November 30, 2021 | 37.22% |
| October 31, 2021 | 37.22% |
| September 30, 2021 | 37.22% |
| August 31, 2021 | 37.22% |
| July 31, 2021 | 37.22% |
| June 30, 2021 | 37.22% |
| May 31, 2021 | 37.22% |
| April 30, 2021 | 37.22% |
| March 31, 2021 | 37.22% |
| February 28, 2021 | 37.22% |
| January 31, 2021 | 37.22% |
| December 31, 2020 | 37.22% |
| November 30, 2020 | 37.22% |
| October 31, 2020 | 37.22% |
| September 30, 2020 | 37.22% |
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
25.57%
Minimum
Nov 2019
42.26%
Maximum
Sep 2022
38.63%
Average
37.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Switzerland ETF | 28.96% |
| iShares MSCI France ETF | 39.23% |
| iShares MSCI Thailand ETF | 49.29% |
| iShares MSCI Germany ETF | 46.78% |
| Franklin FTSE Germany ETF | 46.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.419 |
| Beta (5Y) | 1.254 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3529 |
| Beta (vs YCharts Benchmark) (5Y) | 1.168 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.26% |
| Historical Sharpe Ratio (5Y) | 0.2172 |
| Historical Sortino (5Y) | 0.2961 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.34% |