iShares MSCI United Kingdom Small-Cp ETF (EWUS)
33.99
-0.02
(-0.05%)
USD |
BATS |
Apr 25, 16:00
EWUS Max Drawdown (5Y): 49.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.33% |
February 29, 2024 | 49.33% |
January 31, 2024 | 49.33% |
December 31, 2023 | 49.33% |
November 30, 2023 | 49.33% |
October 31, 2023 | 49.33% |
September 30, 2023 | 49.33% |
August 31, 2023 | 49.33% |
July 31, 2023 | 49.33% |
June 30, 2023 | 49.33% |
May 31, 2023 | 49.33% |
April 30, 2023 | 49.33% |
March 31, 2023 | 49.33% |
February 28, 2023 | 49.33% |
January 31, 2023 | 49.33% |
December 31, 2022 | 49.33% |
November 30, 2022 | 49.33% |
October 31, 2022 | 49.33% |
September 30, 2022 | 49.33% |
August 31, 2022 | 49.33% |
July 31, 2022 | 49.33% |
June 30, 2022 | 49.33% |
May 31, 2022 | 49.33% |
April 30, 2022 | 49.33% |
March 31, 2022 | 49.33% |
Date | Value |
---|---|
February 28, 2022 | 49.33% |
January 31, 2022 | 49.33% |
December 31, 2021 | 49.33% |
November 30, 2021 | 49.33% |
October 31, 2021 | 49.33% |
September 30, 2021 | 49.33% |
August 31, 2021 | 49.33% |
July 31, 2021 | 49.33% |
June 30, 2021 | 49.33% |
May 31, 2021 | 49.33% |
April 30, 2021 | 49.33% |
March 31, 2021 | 49.33% |
February 28, 2021 | 49.33% |
January 31, 2021 | 49.33% |
December 31, 2020 | 49.33% |
November 30, 2020 | 49.33% |
October 31, 2020 | 49.33% |
September 30, 2020 | 49.33% |
August 31, 2020 | 49.33% |
July 31, 2020 | 49.33% |
June 30, 2020 | 49.33% |
May 31, 2020 | 49.33% |
April 30, 2020 | 49.33% |
March 31, 2020 | 49.33% |
February 29, 2020 | 27.10% |
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
27.10%
Minimum
Apr 2019
49.33%
Maximum
Mar 2020
45.25%
Average
49.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Belgium ETF | 42.79% |
iShares MSCI Austria ETF | 58.10% |
Global X MSCI Norway ETF | 53.69% |
First Trust Switzerland AlphaDEX® ETF | 33.97% |
First Trust United Kingdom AlphaDEX® ETF | 54.39% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.792 |
Beta (5Y) | 1.393 |
Alpha (vs YCharts Benchmark) (5Y) | -17.45 |
Beta (vs YCharts Benchmark) (5Y) | 1.240 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.36% |
Historical Sharpe Ratio (5Y) | -0.0444 |
Historical Sortino (5Y) | -0.0537 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.72% |