iShares MSCI Belgium ETF (EWK)
18.02
+0.32
(+1.81%)
USD |
NYSEARCA |
Jun 02, 16:00
17.97
-0.04
(-0.25%)
After-Hours: 20:00
EWK Max Drawdown (5Y): 42.79% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 42.79% |
| April 30, 2023 | 42.79% |
| March 31, 2023 | 42.79% |
| February 28, 2023 | 42.79% |
| January 31, 2023 | 42.79% |
| December 31, 2022 | 42.79% |
| November 30, 2022 | 42.79% |
| October 31, 2022 | 42.79% |
| September 30, 2022 | 42.79% |
| August 31, 2022 | 42.79% |
| July 31, 2022 | 42.79% |
| June 30, 2022 | 42.79% |
| May 31, 2022 | 42.79% |
| April 30, 2022 | 42.79% |
| March 31, 2022 | 42.79% |
| February 28, 2022 | 42.79% |
| January 31, 2022 | 42.79% |
| December 31, 2021 | 42.79% |
| November 30, 2021 | 42.79% |
| October 31, 2021 | 42.79% |
| September 30, 2021 | 42.79% |
| August 31, 2021 | 42.79% |
| July 31, 2021 | 42.79% |
| June 30, 2021 | 42.79% |
| May 31, 2021 | 42.79% |
| Date | Value |
|---|---|
| April 30, 2021 | 42.79% |
| March 31, 2021 | 42.79% |
| February 28, 2021 | 42.79% |
| January 31, 2021 | 42.79% |
| December 31, 2020 | 42.79% |
| November 30, 2020 | 42.79% |
| October 31, 2020 | 42.79% |
| September 30, 2020 | 42.79% |
| August 31, 2020 | 42.79% |
| July 31, 2020 | 42.79% |
| June 30, 2020 | 42.79% |
| May 31, 2020 | 42.79% |
| April 30, 2020 | 42.79% |
| March 31, 2020 | 42.79% |
| February 29, 2020 | 28.71% |
| January 31, 2020 | 28.71% |
| December 31, 2019 | 28.71% |
| November 30, 2019 | 28.71% |
| October 31, 2019 | 28.71% |
| September 30, 2019 | 28.71% |
| August 31, 2019 | 28.71% |
| July 31, 2019 | 28.71% |
| June 30, 2019 | 28.71% |
| May 31, 2019 | 28.71% |
| April 30, 2019 | 28.71% |
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
15.03%
Minimum
Jun 2018
42.79%
Maximum
Mar 2020
36.81%
Average
42.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Finland ETF | 38.61% |
| First Trust Switzerland AlphaDEX® ETF | 33.97% |
| VanEck Israel ETF | 38.06% |
| Global X MSCI Portugal ETF | 42.63% |
| iShares MSCI UAE ETF | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.523 |
| Beta (5Y) | 1.113 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.31 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.49% |
| Historical Sharpe Ratio (5Y) | 0.0226 |
| Historical Sortino (5Y) | 0.0284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.67% |