iShares MSCI Hong Kong ETF (EWH)
17.07
+0.35
(+2.09%)
USD |
NYSEARCA |
May 09, 16:00
17.45
+0.38
(+2.23%)
After-Hours: 06:12
EWH Max Drawdown (5Y): 44.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.10% |
| March 31, 2024 | 41.83% |
| February 29, 2024 | 41.83% |
| January 31, 2024 | 41.83% |
| December 31, 2023 | 41.83% |
| November 30, 2023 | 41.83% |
| October 31, 2023 | 41.83% |
| September 30, 2023 | 41.83% |
| August 31, 2023 | 41.83% |
| July 31, 2023 | 41.83% |
| June 30, 2023 | 41.83% |
| May 31, 2023 | 41.83% |
| April 30, 2023 | 40.35% |
| March 31, 2023 | 40.35% |
| February 28, 2023 | 40.35% |
| January 31, 2023 | 40.35% |
| December 31, 2022 | 40.35% |
| November 30, 2022 | 40.35% |
| October 31, 2022 | 40.35% |
| September 30, 2022 | 32.42% |
| August 31, 2022 | 31.09% |
| July 31, 2022 | 31.09% |
| June 30, 2022 | 31.09% |
| May 31, 2022 | 31.09% |
| April 30, 2022 | 31.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 31.09% |
| February 28, 2022 | 31.09% |
| January 31, 2022 | 31.09% |
| December 31, 2021 | 31.09% |
| November 30, 2021 | 31.09% |
| October 31, 2021 | 31.09% |
| September 30, 2021 | 31.09% |
| August 31, 2021 | 31.09% |
| July 31, 2021 | 31.09% |
| June 30, 2021 | 31.09% |
| May 31, 2021 | 31.09% |
| April 30, 2021 | 31.09% |
| March 31, 2021 | 31.09% |
| February 28, 2021 | 31.09% |
| January 31, 2021 | 31.09% |
| December 31, 2020 | 31.09% |
| November 30, 2020 | 31.09% |
| October 31, 2020 | 31.09% |
| September 30, 2020 | 31.09% |
| August 31, 2020 | 31.09% |
| July 31, 2020 | 31.09% |
| June 30, 2020 | 31.09% |
| May 31, 2020 | 31.09% |
| April 30, 2020 | 31.09% |
| March 31, 2020 | 31.09% |
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
29.54%
Minimum
May 2019
44.10%
Maximum
Apr 2024
34.12%
Average
31.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SPDR® S&P China ETF | 60.23% |
| First Trust China AlphaDEX® ETF | 42.46% |
| iShares MSCI China ETF | 63.18% |
| iShares China Large-Cap ETF | 60.79% |
| KraneShares MSCI All China ETF | 56.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.87 |
| Beta (5Y) | 0.8546 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.453 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6532 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.60% |
| Historical Sharpe Ratio (5Y) | -0.5264 |
| Historical Sortino (5Y) | -0.8165 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.69% |