iShares MSCI Brazil ETF (EWZ)
30.74
+0.64
(+2.11%)
USD |
NYSEARCA |
Apr 19, 16:00
30.72
-0.02
(-0.08%)
After-Hours: 17:22
EWZ Max Drawdown (5Y): 56.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 56.99% |
| February 29, 2024 | 56.99% |
| January 31, 2024 | 56.99% |
| December 31, 2023 | 56.99% |
| November 30, 2023 | 56.99% |
| October 31, 2023 | 56.99% |
| September 30, 2023 | 56.99% |
| August 31, 2023 | 56.99% |
| July 31, 2023 | 56.99% |
| June 30, 2023 | 56.99% |
| May 31, 2023 | 56.99% |
| April 30, 2023 | 56.99% |
| March 31, 2023 | 56.99% |
| February 28, 2023 | 56.99% |
| January 31, 2023 | 56.99% |
| December 31, 2022 | 56.99% |
| November 30, 2022 | 56.99% |
| October 31, 2022 | 56.99% |
| September 30, 2022 | 56.99% |
| August 31, 2022 | 56.99% |
| July 31, 2022 | 56.99% |
| June 30, 2022 | 56.99% |
| May 31, 2022 | 56.99% |
| April 30, 2022 | 56.99% |
| March 31, 2022 | 56.99% |
| Date | Value |
|---|---|
| February 28, 2022 | 56.99% |
| January 31, 2022 | 56.99% |
| December 31, 2021 | 56.99% |
| November 30, 2021 | 56.99% |
| October 31, 2021 | 56.99% |
| September 30, 2021 | 56.99% |
| August 31, 2021 | 56.99% |
| July 31, 2021 | 56.99% |
| June 30, 2021 | 56.99% |
| May 31, 2021 | 56.99% |
| April 30, 2021 | 56.99% |
| March 31, 2021 | 57.56% |
| February 28, 2021 | 59.13% |
| January 31, 2021 | 61.65% |
| December 31, 2020 | 63.46% |
| November 30, 2020 | 72.98% |
| October 31, 2020 | 74.87% |
| September 30, 2020 | 74.87% |
| August 31, 2020 | 74.87% |
| July 31, 2020 | 74.87% |
| June 30, 2020 | 74.87% |
| May 31, 2020 | 74.87% |
| April 30, 2020 | 74.87% |
| March 31, 2020 | 74.87% |
| February 29, 2020 | 74.87% |
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
56.99%
Minimum
Apr 2021
74.87%
Maximum
Apr 2019
63.15%
Average
56.99%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| iShares Latin America 40 ETF | 57.80% |
| Franklin FTSE Brazil ETF | 57.42% |
| iShares MSCI EAFE Value ETF | 43.16% |
| Invesco FTSE RAFI Dev Mkts ex-US ETF | 41.56% |
| Direxion Daily MSCI Brazil Bull 2X ETF | 98.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.693 |
| Beta (5Y) | 1.341 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.664 |
| Beta (vs YCharts Benchmark) (5Y) | 1.125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.61% |
| Historical Sharpe Ratio (5Y) | -0.0101 |
| Historical Sortino (5Y) | -0.0136 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |