iShares MSCI Italy ETF (EWI)

35.67 +0.12 (+0.34%) USD  |  NYSEARCA  |  Jan 03, 16:00
35.68 0.00 (0.00%) After-Hours: 20:00
More

EWI Max Drawdown (5Y): 43.01% for Dec. 31, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for EWI.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
iShares MSCI Malaysia ETF 44.27%
iShares MSCI Spain ETF 46.37%
iShares MSCI Thailand ETF 49.29%
iShares MSCI Indonesia ETF 59.41%
First Trust United Kingdom AlphaDEX Fund 54.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.943
Beta (5Y) 1.316
Alpha (vs YCharts Benchmark) (5Y) 1.356
Beta (vs YCharts Benchmark) (5Y) 1.222
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.17%
Historical Sharpe Ratio (5Y) 0.1953
Historical Sortino (5Y) 0.2394
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.75%