iShares MSCI Sweden ETF (EWD)
39.08
+0.32
(+0.84%)
USD |
NYSEARCA |
Apr 26, 16:00
39.08
0.00 (0.00%)
After-Hours: 20:00
EWD Max Drawdown (5Y): 42.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 37.22% |
| July 31, 2020 | 37.22% |
| June 30, 2020 | 37.22% |
| May 31, 2020 | 37.22% |
| April 30, 2020 | 37.22% |
| March 31, 2020 | 37.22% |
| February 29, 2020 | 25.57% |
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
Apr 2019
42.26%
Maximum
Sep 2022
36.68%
Average
37.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Netherlands ETF | 43.54% |
| iShares MSCI Denmark ETF | 36.58% |
| iShares MSCI Italy ETF | 43.01% |
| iShares MSCI Ireland ETF | 46.47% |
| iShares MSCI Poland ETF | 61.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.321 |
| Beta (5Y) | 1.266 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4892 |
| Beta (vs YCharts Benchmark) (5Y) | 1.184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.69% |
| Historical Sharpe Ratio (5Y) | 0.2752 |
| Historical Sortino (5Y) | 0.3758 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.38% |