iShares MSCI Germany ETF (EWG)
30.03
-0.12
(-0.40%)
USD |
NYSEARCA |
Apr 18, 15:25
EWG Max Drawdown (5Y): 46.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 46.78% |
| February 29, 2024 | 46.78% |
| January 31, 2024 | 46.78% |
| December 31, 2023 | 46.78% |
| November 30, 2023 | 46.78% |
| October 31, 2023 | 46.78% |
| September 30, 2023 | 46.78% |
| August 31, 2023 | 46.78% |
| July 31, 2023 | 46.78% |
| June 30, 2023 | 46.78% |
| May 31, 2023 | 46.78% |
| April 30, 2023 | 46.78% |
| March 31, 2023 | 46.78% |
| February 28, 2023 | 46.78% |
| January 31, 2023 | 46.78% |
| December 31, 2022 | 46.78% |
| November 30, 2022 | 46.78% |
| October 31, 2022 | 46.78% |
| September 30, 2022 | 46.78% |
| August 31, 2022 | 46.78% |
| July 31, 2022 | 46.78% |
| June 30, 2022 | 46.78% |
| May 31, 2022 | 46.78% |
| April 30, 2022 | 46.78% |
| March 31, 2022 | 46.78% |
| Date | Value |
|---|---|
| February 28, 2022 | 46.78% |
| January 31, 2022 | 46.78% |
| December 31, 2021 | 46.78% |
| November 30, 2021 | 46.78% |
| October 31, 2021 | 46.78% |
| September 30, 2021 | 46.78% |
| August 31, 2021 | 46.78% |
| July 31, 2021 | 46.78% |
| June 30, 2021 | 46.78% |
| May 31, 2021 | 46.78% |
| April 30, 2021 | 46.78% |
| March 31, 2021 | 46.78% |
| February 28, 2021 | 46.78% |
| January 31, 2021 | 46.78% |
| December 31, 2020 | 46.78% |
| November 30, 2020 | 46.78% |
| October 31, 2020 | 46.78% |
| September 30, 2020 | 46.78% |
| August 31, 2020 | 46.78% |
| July 31, 2020 | 46.78% |
| June 30, 2020 | 46.78% |
| May 31, 2020 | 46.78% |
| April 30, 2020 | 46.78% |
| March 31, 2020 | 46.78% |
| February 29, 2020 | 29.79% |
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
29.79%
Minimum
Apr 2019
46.78%
Maximum
Mar 2020
43.67%
Average
46.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI France ETF | 39.23% |
| iShares MSCI Switzerland ETF | 28.96% |
| iShares MSCI Saudi Arabia ETF | 40.56% |
| Swiss Helvetia Fund Inc | 31.20% |
| iShares MSCI Thailand ETF | 49.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9809 |
| Beta (5Y) | 1.293 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.694 |
| Beta (vs YCharts Benchmark) (5Y) | 1.186 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.37% |
| Historical Sharpe Ratio (5Y) | 0.1637 |
| Historical Sortino (5Y) | 0.2117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.68% |