iShares Currency Hedged MSCI Em Mkts ETF (HEEM)
26.50
+0.09
(+0.36%)
USD |
BATS |
May 03, 16:00
HEEM Max Drawdown (5Y): 34.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 34.12% |
| March 31, 2024 | 34.12% |
| February 29, 2024 | 34.12% |
| January 31, 2024 | 34.12% |
| December 31, 2023 | 34.12% |
| November 30, 2023 | 34.12% |
| October 31, 2023 | 34.12% |
| September 30, 2023 | 34.12% |
| August 31, 2023 | 34.12% |
| July 31, 2023 | 34.12% |
| June 30, 2023 | 34.12% |
| May 31, 2023 | 34.12% |
| April 30, 2023 | 34.12% |
| March 31, 2023 | 34.12% |
| February 28, 2023 | 34.12% |
| January 31, 2023 | 34.12% |
| December 31, 2022 | 34.12% |
| November 30, 2022 | 34.12% |
| October 31, 2022 | 34.12% |
| September 30, 2022 | 32.67% |
| August 31, 2022 | 28.82% |
| July 31, 2022 | 28.82% |
| June 30, 2022 | 28.82% |
| May 31, 2022 | 28.82% |
| April 30, 2022 | 28.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 28.82% |
| February 28, 2022 | 28.82% |
| January 31, 2022 | 28.82% |
| December 31, 2021 | 28.82% |
| November 30, 2021 | 28.82% |
| October 31, 2021 | 28.82% |
| September 30, 2021 | 28.82% |
| August 31, 2021 | 28.82% |
| July 31, 2021 | 28.82% |
| June 30, 2021 | 28.82% |
| May 31, 2021 | 28.82% |
| April 30, 2021 | 28.82% |
| March 31, 2021 | 28.82% |
| February 28, 2021 | 28.82% |
| January 31, 2021 | 28.82% |
| December 31, 2020 | 28.82% |
| November 30, 2020 | 28.82% |
| October 31, 2020 | 28.82% |
| September 30, 2020 | 28.82% |
| August 31, 2020 | 28.82% |
| July 31, 2020 | 28.82% |
| June 30, 2020 | 28.82% |
| May 31, 2020 | 28.82% |
| April 30, 2020 | 28.82% |
| March 31, 2020 | 28.82% |
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
27.54%
Minimum
May 2019
34.12%
Maximum
Oct 2022
30.35%
Average
28.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.907 |
| Beta (5Y) | 0.799 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.7063 |
| Beta (vs YCharts Benchmark) (5Y) | 0.811 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.82% |
| Historical Sharpe Ratio (5Y) | -0.031 |
| Historical Sortino (5Y) | -0.0413 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.75% |