iShares MSCI Austria ETF (EWO)
21.20
+0.15
(+0.71%)
USD |
NYSEARCA |
Nov 15, 16:00
EWO Max Drawdown (5Y): 58.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.10% |
| September 30, 2024 | 58.10% |
| August 31, 2024 | 58.10% |
| July 31, 2024 | 58.10% |
| June 30, 2024 | 58.10% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
58.10%
Maximum
Mar 2020
56.72%
Average
58.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Finland ETF | 38.61% |
| Global X MSCI Colombia ETF | 62.71% |
| iShares MSCI Poland ETF | 61.40% |
| iShares MSCI Qatar ETF | 33.18% |
| iShares MSCI UAE ETF | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.191 |
| Beta (5Y) | 1.385 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.042 |
| Beta (vs YCharts Benchmark) (5Y) | 1.269 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.32% |
| Historical Sharpe Ratio (5Y) | 0.0897 |
| Historical Sortino (5Y) | 0.1035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |