iShares MSCI Brazil Small-Cap ETF (EWZS)
13.05
-0.11
(-0.84%)
USD |
NASDAQ |
Apr 25, 16:00
13.05
0.00 (0.00%)
After-Hours: 20:00
EWZS Max Drawdown (5Y): 63.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 63.15% |
February 29, 2024 | 63.15% |
January 31, 2024 | 63.15% |
December 31, 2023 | 63.15% |
November 30, 2023 | 63.15% |
October 31, 2023 | 63.15% |
September 30, 2023 | 63.15% |
August 31, 2023 | 63.15% |
July 31, 2023 | 63.15% |
June 30, 2023 | 63.15% |
May 31, 2023 | 63.15% |
April 30, 2023 | 63.15% |
March 31, 2023 | 63.15% |
February 28, 2023 | 63.15% |
January 31, 2023 | 63.15% |
December 31, 2022 | 63.15% |
November 30, 2022 | 63.15% |
October 31, 2022 | 63.15% |
September 30, 2022 | 63.15% |
August 31, 2022 | 63.15% |
July 31, 2022 | 63.15% |
June 30, 2022 | 63.15% |
May 31, 2022 | 63.15% |
April 30, 2022 | 63.15% |
March 31, 2022 | 63.15% |
Date | Value |
---|---|
February 28, 2022 | 63.15% |
January 31, 2022 | 63.15% |
December 31, 2021 | 63.15% |
November 30, 2021 | 63.15% |
October 31, 2021 | 63.15% |
September 30, 2021 | 63.15% |
August 31, 2021 | 63.15% |
July 31, 2021 | 63.15% |
June 30, 2021 | 63.15% |
May 31, 2021 | 63.15% |
April 30, 2021 | 63.15% |
March 31, 2021 | 67.52% |
February 28, 2021 | 69.10% |
January 31, 2021 | 70.57% |
December 31, 2020 | 72.15% |
November 30, 2020 | 77.46% |
October 31, 2020 | 79.22% |
September 30, 2020 | 79.22% |
August 31, 2020 | 79.22% |
July 31, 2020 | 79.22% |
June 30, 2020 | 79.22% |
May 31, 2020 | 79.22% |
April 30, 2020 | 79.22% |
March 31, 2020 | 79.22% |
February 29, 2020 | 79.22% |
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
63.15%
Minimum
Apr 2021
79.22%
Maximum
Apr 2019
68.92%
Average
63.15%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Franklin FTSE Brazil ETF | 57.42% |
iShares MSCI Peru ETF | 50.95% |
Invesco FTSE RAFI Dev Mkts ex-US S/M ETF | 41.92% |
First Trust Brazil AlphaDEX® ETF | 60.41% |
First Trust Latin America AlphaDEX® ETF | 57.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.067 |
Beta (5Y) | 1.512 |
Alpha (vs YCharts Benchmark) (5Y) | 4.316 |
Beta (vs YCharts Benchmark) (5Y) | 1.221 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.08% |
Historical Sharpe Ratio (5Y) | -0.0015 |
Historical Sortino (5Y) | -0.002 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.03% |