iShares MSCI South Korea ETF (EWY)
61.80
+0.92
(+1.51%)
USD |
NYSEARCA |
Apr 18, 16:00
61.82
+0.02
(+0.03%)
After-Hours: 20:00
EWY Max Drawdown (5Y): 49.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 49.72% |
| February 29, 2024 | 49.72% |
| January 31, 2024 | 49.72% |
| December 31, 2023 | 49.72% |
| November 30, 2023 | 49.72% |
| October 31, 2023 | 49.72% |
| September 30, 2023 | 49.72% |
| August 31, 2023 | 49.72% |
| July 31, 2023 | 49.72% |
| June 30, 2023 | 49.72% |
| May 31, 2023 | 49.72% |
| April 30, 2023 | 49.72% |
| March 31, 2023 | 49.72% |
| February 28, 2023 | 49.72% |
| January 31, 2023 | 49.72% |
| December 31, 2022 | 49.72% |
| November 30, 2022 | 49.72% |
| October 31, 2022 | 49.72% |
| September 30, 2022 | 49.72% |
| August 31, 2022 | 48.95% |
| July 31, 2022 | 48.95% |
| June 30, 2022 | 48.95% |
| May 31, 2022 | 48.95% |
| April 30, 2022 | 48.95% |
| March 31, 2022 | 48.95% |
| Date | Value |
|---|---|
| February 28, 2022 | 48.95% |
| January 31, 2022 | 48.95% |
| December 31, 2021 | 48.95% |
| November 30, 2021 | 48.95% |
| October 31, 2021 | 48.95% |
| September 30, 2021 | 48.95% |
| August 31, 2021 | 48.95% |
| July 31, 2021 | 48.95% |
| June 30, 2021 | 48.95% |
| May 31, 2021 | 48.95% |
| April 30, 2021 | 48.95% |
| March 31, 2021 | 48.95% |
| February 28, 2021 | 48.95% |
| January 31, 2021 | 48.95% |
| December 31, 2020 | 48.95% |
| November 30, 2020 | 48.95% |
| October 31, 2020 | 48.95% |
| September 30, 2020 | 48.95% |
| August 31, 2020 | 48.95% |
| July 31, 2020 | 48.95% |
| June 30, 2020 | 48.95% |
| May 31, 2020 | 48.95% |
| April 30, 2020 | 48.95% |
| March 31, 2020 | 48.95% |
| February 29, 2020 | 34.37% |
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
32.90%
Minimum
Apr 2019
49.72%
Maximum
Sep 2022
46.42%
Average
48.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares MSCI Switzerland ETF | 28.96% |
| iShares MSCI Thailand ETF | 49.29% |
| iShares MSCI Indonesia ETF | 59.41% |
| iShares MSCI Mexico ETF | 53.62% |
| iShares MSCI Canada ETF | 42.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.618 |
| Beta (5Y) | 1.355 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9299 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9688 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.43% |
| Historical Sharpe Ratio (5Y) | 0.0667 |
| Historical Sortino (5Y) | 0.1042 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.47% |