iShares Currency Hedged MSCI Eurozn ETF (HEZU)
37.28
+0.24
(+0.65%)
USD |
NYSEARCA |
May 09, 16:00
HEZU Max Drawdown (5Y): 38.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.80% |
March 31, 2024 | 38.80% |
February 29, 2024 | 38.80% |
January 31, 2024 | 38.80% |
December 31, 2023 | 38.80% |
November 30, 2023 | 38.80% |
October 31, 2023 | 38.80% |
September 30, 2023 | 38.80% |
August 31, 2023 | 38.80% |
July 31, 2023 | 38.80% |
June 30, 2023 | 38.80% |
May 31, 2023 | 38.80% |
April 30, 2023 | 38.80% |
March 31, 2023 | 38.80% |
February 28, 2023 | 38.80% |
January 31, 2023 | 38.80% |
December 31, 2022 | 38.80% |
November 30, 2022 | 38.80% |
October 31, 2022 | 38.80% |
September 30, 2022 | 38.80% |
August 31, 2022 | 38.80% |
July 31, 2022 | 38.80% |
June 30, 2022 | 38.80% |
May 31, 2022 | 38.80% |
April 30, 2022 | 38.80% |
Date | Value |
---|---|
March 31, 2022 | 38.80% |
February 28, 2022 | 38.80% |
January 31, 2022 | 38.80% |
December 31, 2021 | 38.80% |
November 30, 2021 | 38.80% |
October 31, 2021 | 38.80% |
September 30, 2021 | 38.80% |
August 31, 2021 | 38.80% |
July 31, 2021 | 38.80% |
June 30, 2021 | 38.80% |
May 31, 2021 | 38.80% |
April 30, 2021 | 38.80% |
March 31, 2021 | 38.80% |
February 28, 2021 | 38.80% |
January 31, 2021 | 38.80% |
December 31, 2020 | 38.80% |
November 30, 2020 | 38.80% |
October 31, 2020 | 38.80% |
September 30, 2020 | 38.80% |
August 31, 2020 | 38.80% |
July 31, 2020 | 38.80% |
June 30, 2020 | 38.80% |
May 31, 2020 | 38.80% |
April 30, 2020 | 38.80% |
March 31, 2020 | 38.80% |
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
26.19%
Minimum
May 2019
38.80%
Maximum
Mar 2020
36.70%
Average
38.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SPDR® Portfolio Europe ETF | 36.83% |
SPDR® EURO STOXX 50 ETF | 39.69% |
Vanguard FTSE Europe ETF | 37.25% |
Xtrackers MSCI Europe Hedged Equity ETF | 34.50% |
iShares Core MSCI Europe ETF | 36.96% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3233 |
Beta (5Y) | 0.9867 |
Alpha (vs YCharts Benchmark) (5Y) | -1.706 |
Beta (vs YCharts Benchmark) (5Y) | 0.922 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.69% |
Historical Sharpe Ratio (5Y) | 0.1507 |
Historical Sortino (5Y) | 0.1558 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.11% |