iShares MSCI Mexico ETF (EWW)
50.48
+0.03
(+0.06%)
USD |
NYSEARCA |
Nov 15, 16:00
50.48
0.00 (0.00%)
After-Hours: 20:00
EWW Max Drawdown (5Y): 53.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.62% |
| September 30, 2024 | 53.62% |
| August 31, 2024 | 53.62% |
| July 31, 2024 | 53.62% |
| June 30, 2024 | 53.62% |
| May 31, 2024 | 53.62% |
| April 30, 2024 | 53.62% |
| March 31, 2024 | 53.62% |
| February 29, 2024 | 53.62% |
| January 31, 2024 | 53.62% |
| December 31, 2023 | 53.62% |
| November 30, 2023 | 53.62% |
| October 31, 2023 | 53.62% |
| September 30, 2023 | 53.62% |
| August 31, 2023 | 53.62% |
| July 31, 2023 | 53.62% |
| June 30, 2023 | 53.62% |
| May 31, 2023 | 53.62% |
| April 30, 2023 | 53.62% |
| March 31, 2023 | 53.62% |
| February 28, 2023 | 53.62% |
| January 31, 2023 | 53.62% |
| December 31, 2022 | 53.62% |
| November 30, 2022 | 53.62% |
| October 31, 2022 | 53.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.62% |
| August 31, 2022 | 53.62% |
| July 31, 2022 | 53.62% |
| June 30, 2022 | 53.62% |
| May 31, 2022 | 53.62% |
| April 30, 2022 | 53.62% |
| March 31, 2022 | 53.62% |
| February 28, 2022 | 53.62% |
| January 31, 2022 | 53.62% |
| December 31, 2021 | 53.62% |
| November 30, 2021 | 53.62% |
| October 31, 2021 | 53.62% |
| September 30, 2021 | 53.62% |
| August 31, 2021 | 53.62% |
| July 31, 2021 | 53.62% |
| June 30, 2021 | 53.62% |
| May 31, 2021 | 53.62% |
| April 30, 2021 | 53.62% |
| March 31, 2021 | 53.62% |
| February 28, 2021 | 53.62% |
| January 31, 2021 | 53.62% |
| December 31, 2020 | 53.62% |
| November 30, 2020 | 53.62% |
| October 31, 2020 | 53.62% |
| September 30, 2020 | 53.62% |
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
43.91%
Minimum
Nov 2019
53.62%
Maximum
Mar 2020
52.97%
Average
53.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Switzerland ETF | 28.96% |
| iShares MSCI Australia ETF | 45.54% |
| iShares MSCI Canada ETF | 42.66% |
| Direxion Dly MSCI Mexico Bull 3X ShsETF | 95.58% |
| Franklin FTSE Mexico ETF | 50.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9116 |
| Beta (5Y) | 1.209 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.895 |
| Beta (vs YCharts Benchmark) (5Y) | 1.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.42% |
| Historical Sharpe Ratio (5Y) | 0.1133 |
| Historical Sortino (5Y) | 0.1302 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.40% |