iShares MSCI Hong Kong ETF (EWH)
21.25
-0.28
(-1.30%)
USD |
NYSEARCA |
Dec 31, 16:00
21.18
-0.06
(-0.31%)
After-Hours: 20:00
EWH Max Drawdown (5Y): 42.67% for Dec. 31, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| SPDR S&P China ETF | 60.23% |
| Xtrackers Hvst CSI 300 China A-Shs ETF | 51.28% |
| Xtrackers Hvst CSI500 China A-Shs SC ETF | 47.79% |
| iShares MSCI Italy ETF | 35.17% |
| SPDR S&P Emerging Markets Dividend ETF | 28.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.718 |
| Beta (5Y) | 0.9265 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.536 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6262 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.14% |
| Historical Sharpe Ratio (5Y) | -0.1125 |
| Historical Sortino (5Y) | -0.218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.87% |