iShares MSCI South Africa ETF (EZA)
46.40
+0.14
(+0.30%)
USD |
NYSEARCA |
Nov 15, 16:00
46.39
-0.01
(-0.02%)
After-Hours: 20:00
EZA Max Drawdown (5Y): 62.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.32% |
| September 30, 2024 | 62.32% |
| August 31, 2024 | 62.32% |
| July 31, 2024 | 62.32% |
| June 30, 2024 | 62.32% |
| May 31, 2024 | 62.32% |
| April 30, 2024 | 62.32% |
| March 31, 2024 | 62.32% |
| February 29, 2024 | 62.32% |
| January 31, 2024 | 62.32% |
| December 31, 2023 | 62.32% |
| November 30, 2023 | 62.32% |
| October 31, 2023 | 62.32% |
| September 30, 2023 | 62.32% |
| August 31, 2023 | 62.32% |
| July 31, 2023 | 62.32% |
| June 30, 2023 | 62.32% |
| May 31, 2023 | 62.32% |
| April 30, 2023 | 62.32% |
| March 31, 2023 | 62.32% |
| February 28, 2023 | 62.32% |
| January 31, 2023 | 62.32% |
| December 31, 2022 | 62.32% |
| November 30, 2022 | 62.32% |
| October 31, 2022 | 62.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.32% |
| August 31, 2022 | 62.32% |
| July 31, 2022 | 62.32% |
| June 30, 2022 | 62.32% |
| May 31, 2022 | 62.32% |
| April 30, 2022 | 62.32% |
| March 31, 2022 | 62.32% |
| February 28, 2022 | 62.32% |
| January 31, 2022 | 62.32% |
| December 31, 2021 | 62.32% |
| November 30, 2021 | 62.32% |
| October 31, 2021 | 62.32% |
| September 30, 2021 | 62.32% |
| August 31, 2021 | 62.32% |
| July 31, 2021 | 62.32% |
| June 30, 2021 | 62.32% |
| May 31, 2021 | 62.32% |
| April 30, 2021 | 62.32% |
| March 31, 2021 | 62.32% |
| February 28, 2021 | 62.32% |
| January 31, 2021 | 62.32% |
| December 31, 2020 | 62.32% |
| November 30, 2020 | 62.32% |
| October 31, 2020 | 62.32% |
| September 30, 2020 | 62.32% |
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
45.03%
Minimum
Nov 2019
62.32%
Maximum
Mar 2020
61.16%
Average
62.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| VanEck Africa ETF | 53.35% |
| iShares MSCI Israel ETF | 41.87% |
| iShares MSCI Thailand ETF | 49.29% |
| iShares MSCI Chile ETF | 66.88% |
| VanEck Vietnam ETF | 51.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.712 |
| Beta (5Y) | 1.317 |
| Alpha (vs YCharts Benchmark) (5Y) | 3.342 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9913 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.80% |
| Historical Sharpe Ratio (5Y) | 0.0968 |
| Historical Sortino (5Y) | 0.1159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.67% |