iShares MSCI Japan ETF (EWJ)
53.05
+0.22 (+0.42%)
USD |
NYSEARCA |
Jul 01, 16:00
53.32
+0.27 (+0.51%)
After-Hours: 20:00
EWJ Max Drawdown (5Y): 30.69% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 30.69% |
| May 31, 2022 | 30.69% |
| April 30, 2022 | 30.69% |
| March 31, 2022 | 30.69% |
| February 28, 2022 | 30.69% |
| January 31, 2022 | 30.69% |
| December 31, 2021 | 30.69% |
| November 30, 2021 | 30.69% |
| October 31, 2021 | 30.69% |
| September 30, 2021 | 30.69% |
| August 31, 2021 | 30.69% |
| July 31, 2021 | 30.69% |
| June 30, 2021 | 30.69% |
| May 31, 2021 | 30.69% |
| April 30, 2021 | 30.69% |
| March 31, 2021 | 30.69% |
| February 28, 2021 | 30.69% |
| January 31, 2021 | 30.69% |
| December 31, 2020 | 30.69% |
| November 30, 2020 | 30.69% |
| October 31, 2020 | 30.69% |
| September 30, 2020 | 30.69% |
| August 31, 2020 | 30.69% |
| July 31, 2020 | 30.69% |
| June 30, 2020 | 30.69% |
| Date | Value |
|---|---|
| May 31, 2020 | 30.69% |
| April 30, 2020 | 30.69% |
| March 31, 2020 | 30.69% |
| February 29, 2020 | 22.86% |
| January 31, 2020 | 22.86% |
| December 31, 2019 | 22.86% |
| November 30, 2019 | 22.86% |
| October 31, 2019 | 22.86% |
| September 30, 2019 | 22.86% |
| August 31, 2019 | 22.86% |
| July 31, 2019 | 22.86% |
| June 30, 2019 | 22.86% |
| May 31, 2019 | 22.86% |
| April 30, 2019 | 22.86% |
| March 31, 2019 | 22.86% |
| February 28, 2019 | 22.86% |
| January 31, 2019 | 22.86% |
| December 31, 2018 | 22.86% |
| November 30, 2018 | 21.56% |
| October 31, 2018 | 21.56% |
| September 30, 2018 | 21.56% |
| August 31, 2018 | 21.56% |
| July 31, 2018 | 21.56% |
| June 30, 2018 | 21.56% |
| May 31, 2018 | 21.56% |
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
21.56%
Minimum
Dec 2017
31.97%
Maximum
Jul 2017
26.66%
Average
29.27%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7153 |
| Beta (5Y) | 0.7464 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.07% |
| Historical Sharpe Ratio (5Y) | 0.0849 |
| Historical Sortino (5Y) | 0.107 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.69% |