iShares MSCI Spain ETF (EWP)

31.22 +0.26 (+0.84%) USD  |  NYSEARCA  |  Jan 03, 16:00
31.22 0.00 (0.00%) After-Hours: 20:00
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EWP Max Drawdown (5Y): 46.37% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Franklin FTSE United Kingdom ETF 42.61%
iShares MSCI Italy ETF 43.01%
First Trust United Kingdom AlphaDEX Fund 54.39%
First Trust Germany AlphaDEX Fund 51.56%
iShares MSCI Singapore ETF 40.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.2105
Beta (5Y) 1.240
Alpha (vs YCharts Benchmark) (5Y) -1.294
Beta (vs YCharts Benchmark) (5Y) 1.154
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.22%
Historical Sharpe Ratio (5Y) 0.0893
Historical Sortino (5Y) 0.1185
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.95%