iShares MSCI South Africa ETF (EZA)
38.23
-0.08
(-0.21%)
USD |
NYSEARCA |
Apr 18, 16:00
38.23
0.00 (0.00%)
After-Hours: 20:00
EZA Max Drawdown (5Y): 62.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 62.32% |
| July 31, 2020 | 62.32% |
| June 30, 2020 | 62.32% |
| May 31, 2020 | 62.32% |
| April 30, 2020 | 62.32% |
| March 31, 2020 | 62.32% |
| February 29, 2020 | 45.03% |
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
Apr 2019
62.32%
Maximum
Mar 2020
59.15%
Average
62.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Global X MSCI Greece ETF | 59.10% |
| Global X MSCI Colombia ETF | 62.71% |
| iShares MSCI Qatar ETF | 33.18% |
| iShares MSCI UAE ETF | 52.26% |
| iShares MSCI Chile ETF | 66.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.827 |
| Beta (5Y) | 1.346 |
| Alpha (vs YCharts Benchmark) (5Y) | -16.28 |
| Beta (vs YCharts Benchmark) (5Y) | 1.057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.21% |
| Historical Sharpe Ratio (5Y) | -0.0849 |
| Historical Sortino (5Y) | -0.1046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.06% |