iShares MSCI France ETF (EWQ)

36.35 +0.11 (+0.30%) USD  |  NYSEARCA  |  Jan 07, 16:00
36.36 +0.01 (+0.03%) After-Hours: 20:00
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EWQ Max Drawdown (5Y): 39.23% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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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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iShares MSCI Switzerland ETF 28.96%
iShares MSCI Germany ETF 46.78%
Franklin FTSE Germany ETF 46.25%
Franklin FTSE Canada ETF 41.51%
Franklin FTSE Switzerland ETF 28.16%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.3211
Beta (5Y) 1.222
Alpha (vs YCharts Benchmark) (5Y) -1.172
Beta (vs YCharts Benchmark) (5Y) 1.141
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.90%
Historical Sharpe Ratio (5Y) 0.0977
Historical Sortino (5Y) 0.1227
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.51%