iShares MSCI South Africa ETF (EZA)
63.80
+1.14
(+1.82%)
USD |
NYSEARCA |
Oct 09, 16:00
63.84
+0.04
(+0.05%)
After-Hours: 20:00
EZA Max Drawdown (5Y) : 34.89% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 34.89% |
| August 31, 2026 | 34.89% |
| July 31, 2026 | 34.89% |
| June 30, 2026 | 34.89% |
| May 31, 2026 | 34.89% |
| April 30, 2026 | 34.89% |
| March 31, 2026 | 34.89% |
| February 28, 2026 | 34.89% |
| January 31, 2026 | 34.89% |
| December 31, 2025 | 34.89% |
| November 30, 2025 | 34.89% |
| October 31, 2025 | 36.27% |
| September 30, 2025 | 38.01% |
| August 31, 2025 | 40.40% |
| July 31, 2025 | 40.40% |
| June 30, 2025 | 40.40% |
| May 31, 2025 | 43.41% |
| April 30, 2025 | 48.40% |
| March 31, 2025 | 56.16% |
| February 28, 2025 | 59.44% |
| January 31, 2025 | 59.44% |
| December 31, 2024 | 59.44% |
| November 30, 2024 | 59.44% |
| October 31, 2024 | 59.44% |
| September 30, 2024 | 59.44% |
| Date | Value |
|---|---|
| August 31, 2024 | 59.44% |
| July 31, 2024 | 59.44% |
| June 30, 2024 | 59.44% |
| May 31, 2024 | 59.44% |
| April 30, 2024 | 59.44% |
| March 31, 2024 | 59.44% |
| February 29, 2024 | 59.44% |
| January 31, 2024 | 59.44% |
| December 31, 2023 | 59.44% |
| November 30, 2023 | 59.44% |
| October 31, 2023 | 59.44% |
| September 30, 2023 | 59.44% |
| August 31, 2023 | 59.44% |
| July 31, 2023 | 59.44% |
| June 30, 2023 | 59.44% |
| May 31, 2023 | 59.44% |
| April 30, 2023 | 59.44% |
| March 31, 2023 | 59.44% |
| February 28, 2023 | 59.44% |
| January 31, 2023 | 59.44% |
| December 31, 2022 | 59.44% |
| November 30, 2022 | 59.44% |
| October 31, 2022 | 59.44% |
| September 30, 2022 | 59.44% |
| August 31, 2022 | 59.44% |
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
| iShares MSCI Turkey ETF | 59.13% |
| iShares MSCI Thailand ETF | 40.22% |
| iShares MSCI Indonesia ETF | 51.74% |
| iShares MSCI Brazil Small-Cap ETF | 51.70% |
| iShares MSCI UAE ETF | 27.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5789 |
| Beta (5Y) | 1.216 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.995 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9658 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.50% |
| Historical Sharpe Ratio (5Y) | 0.3099 |
| Historical Sortino (5Y) | 0.4992 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |