iShares MSCI Austria ETF (EWO)
21.83
+0.12
(+0.54%)
USD |
NYSEARCA |
Jun 20, 11:08
EWO Max Drawdown (5Y): 58.10% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 58.10% |
April 30, 2024 | 58.10% |
March 31, 2024 | 58.10% |
February 29, 2024 | 58.10% |
January 31, 2024 | 58.10% |
December 31, 2023 | 58.10% |
November 30, 2023 | 58.10% |
October 31, 2023 | 58.10% |
September 30, 2023 | 58.10% |
August 31, 2023 | 58.10% |
July 31, 2023 | 58.10% |
June 30, 2023 | 58.10% |
May 31, 2023 | 58.10% |
April 30, 2023 | 58.10% |
March 31, 2023 | 58.10% |
February 28, 2023 | 58.10% |
January 31, 2023 | 58.10% |
December 31, 2022 | 58.10% |
November 30, 2022 | 58.10% |
October 31, 2022 | 58.10% |
September 30, 2022 | 58.10% |
August 31, 2022 | 58.10% |
July 31, 2022 | 58.10% |
June 30, 2022 | 58.10% |
May 31, 2022 | 58.10% |
Date | Value |
---|---|
April 30, 2022 | 58.10% |
March 31, 2022 | 58.10% |
February 28, 2022 | 58.10% |
January 31, 2022 | 58.10% |
December 31, 2021 | 58.10% |
November 30, 2021 | 58.10% |
October 31, 2021 | 58.10% |
September 30, 2021 | 58.10% |
August 31, 2021 | 58.10% |
July 31, 2021 | 58.10% |
June 30, 2021 | 58.10% |
May 31, 2021 | 58.10% |
April 30, 2021 | 58.10% |
March 31, 2021 | 58.10% |
February 28, 2021 | 58.10% |
January 31, 2021 | 58.10% |
December 31, 2020 | 58.10% |
November 30, 2020 | 58.10% |
October 31, 2020 | 58.10% |
September 30, 2020 | 58.10% |
August 31, 2020 | 58.10% |
July 31, 2020 | 58.10% |
June 30, 2020 | 58.10% |
May 31, 2020 | 58.10% |
April 30, 2020 | 58.10% |
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
37.41%
Minimum
Jun 2019
58.10%
Maximum
Mar 2020
54.99%
Average
58.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Global X MSCI Norway ETF | 53.69% |
iShares MSCI Norway ETF | 54.22% |
CENTRAL & EASTERN EUROPE FUND, INC. | 79.87% |
Global X MSCI Colombia ETF | 62.71% |
iShares MSCI Qatar ETF | 33.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.203 |
Beta (5Y) | 1.382 |
Alpha (vs YCharts Benchmark) (5Y) | -4.314 |
Beta (vs YCharts Benchmark) (5Y) | 1.268 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.43% |
Historical Sharpe Ratio (5Y) | 0.1866 |
Historical Sortino (5Y) | 0.2138 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |