iShares MSCI Brazil Small-Cap ETF (EWZS)
9.18
-0.13
(-1.40%)
USD |
NASDAQ |
Jan 03, 16:00
9.19
+0.01
(+0.11%)
After-Hours: 20:00
EWZS Max Drawdown (5Y): 63.15% 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
| VanEck Brazil Small-Cap ETF | 60.43% |
| Franklin FTSE Brazil ETF | 57.42% |
| First Trust Brazil AlphaDEX Fund | 60.41% |
| First Trust Latin America AlphaDEX Fund | 57.74% |
| iShares MSCI Brazil ETF | 56.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.48 |
| Beta (5Y) | 1.540 |
| Alpha (vs YCharts Benchmark) (5Y) | -14.49 |
| Beta (vs YCharts Benchmark) (5Y) | 1.258 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.31% |
| Historical Sharpe Ratio (5Y) | -0.3616 |
| Historical Sortino (5Y) | -0.4934 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.93% |