iShares Currency Hedged MSCI Japan ETF (HEWJ)
37.51
+0.11 (+0.29%)
USD |
NYSEARCA |
Jul 01, 16:00
37.51
0.00 (0.00%)
After-Hours: 20:00
HEWJ Max Drawdown (5Y): 31.53% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 31.53% |
May 31, 2022 | 31.53% |
April 30, 2022 | 31.53% |
March 31, 2022 | 31.53% |
February 28, 2022 | 31.53% |
January 31, 2022 | 31.53% |
December 31, 2021 | 31.53% |
November 30, 2021 | 31.53% |
October 31, 2021 | 31.53% |
September 30, 2021 | 31.53% |
August 31, 2021 | 31.53% |
July 31, 2021 | 31.53% |
June 30, 2021 | 31.53% |
May 31, 2021 | 31.53% |
April 30, 2021 | 31.53% |
March 31, 2021 | 31.53% |
February 28, 2021 | 31.53% |
January 31, 2021 | 31.53% |
December 31, 2020 | 31.53% |
November 30, 2020 | 31.53% |
October 31, 2020 | 31.53% |
September 30, 2020 | 31.53% |
August 31, 2020 | 31.53% |
July 31, 2020 | 31.53% |
June 30, 2020 | 31.53% |
Date | Value |
---|---|
May 31, 2020 | 31.53% |
April 30, 2020 | 31.53% |
March 31, 2020 | 31.53% |
February 29, 2020 | 29.57% |
January 31, 2020 | 29.57% |
December 31, 2019 | 29.57% |
November 30, 2019 | 29.57% |
October 31, 2019 | 29.57% |
September 30, 2019 | 29.57% |
August 31, 2019 | 29.57% |
July 31, 2019 | 29.57% |
June 30, 2019 | 29.57% |
May 31, 2019 | 29.57% |
April 30, 2019 | 29.57% |
March 31, 2019 | 29.57% |
February 28, 2019 | 29.57% |
January 31, 2019 | 29.57% |
December 31, 2018 | 29.57% |
November 30, 2018 | 29.57% |
October 31, 2018 | 29.57% |
September 30, 2018 | 29.57% |
August 31, 2018 | 29.57% |
July 31, 2018 | 29.57% |
June 30, 2018 | 29.57% |
May 31, 2018 | 29.57% |
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
29.57%
Minimum
Jul 2017
31.53%
Maximum
Mar 2020
30.49%
Average
29.57%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.431 |
Beta (5Y) | 0.7187 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.18% |
Historical Sharpe Ratio (5Y) | 0.3871 |
Historical Sortino (5Y) | 0.4702 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.33% |