iShares MSCI Hong Kong ETF (EWH)
16.62
0.00 (0.00%)
USD |
NYSEARCA |
Dec 31, 16:00
16.62
0.00 (0.00%)
After-Hours: 20:00
EWH Max Drawdown (5Y): 42.67% for Nov. 30, 2024
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
First Trust China AlphaDEX Fund | 42.46% |
KraneShares MSCI All China Index ETF | 56.29% |
iShares China Large-Cap ETF | 60.79% |
Franklin FTSE Hong Kong ETF | 41.83% |
SPDR S&P China ETF | 60.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.907 |
Beta (5Y) | 0.8726 |
Alpha (vs YCharts Benchmark) (5Y) | -2.203 |
Beta (vs YCharts Benchmark) (5Y) | 0.6634 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.62% |
Historical Sharpe Ratio (5Y) | -0.2449 |
Historical Sortino (5Y) | -0.429 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.30% |