iShares MSCI South Korea ETF (EWY)
53.93
-0.47
(-0.86%)
USD |
NYSEARCA |
Jan 07, 13:44
EWY Max Drawdown (5Y): 49.72% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Direxion Daily MSCI South Korea Bull 3X Shares | 93.54% |
| iShares MSCI United Kingdom ETF | 43.33% |
| Franklin FTSE South Korea ETF | 50.06% |
| iShares MSCI Italy ETF | 43.01% |
| iShares MSCI Malaysia ETF | 44.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.804 |
| Beta (5Y) | 1.320 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.589 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9619 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.09% |
| Historical Sharpe Ratio (5Y) | -0.1775 |
| Historical Sortino (5Y) | -0.2808 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.38% |