iShares MSCI Singapore ETF (EWS)

22.04 -0.09 (-0.41%) USD  |  NYSEARCA  |  Jan 07, 13:59
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EWS Max Drawdown (5Y): 40.84% 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 Malaysia ETF 44.27%
iShares MSCI Spain ETF 46.37%
iShares MSCI Philippines ETF 53.82%
Franklin FTSE United Kingdom ETF 42.61%
iShares MSCI Italy ETF 43.01%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.557
Beta (5Y) 0.9582
Alpha (vs YCharts Benchmark) (5Y) 1.137
Beta (vs YCharts Benchmark) (5Y) 0.9123
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.90%
Historical Sharpe Ratio (5Y) 0.001
Historical Sortino (5Y) 0.0013
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.88%