iShares MSCI Taiwan ETF (EWT)

53.82 +1.59 (+3.04%) USD  |  NYSEARCA  |  Jan 06, 16:00
53.80 -0.02 (-0.04%) After-Hours: 20:00
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EWT Max Drawdown (5Y): 38.88% 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 China ETF 62.82%
Xtrackers Hvst CSI 300 China A-Shs ETF 51.28%
VanEck ChiNext ETF 63.22%
iShares China Large-Cap ETF 60.79%
Franklin FTSE Taiwan ETF 38.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 8.689
Beta (5Y) 1.011
Alpha (vs YCharts Benchmark) (5Y) 12.76
Beta (vs YCharts Benchmark) (5Y) 0.4178
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.63%
Historical Sharpe Ratio (5Y) 0.4787
Historical Sortino (5Y) 0.7223
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.58%