VanEck Indonesia ETF (IDX)
15.97
-0.05
(-0.31%)
USD |
NYSEARCA |
Nov 15, 16:00
15.97
0.00 (0.00%)
After-Hours: 20:00
IDX Max Drawdown (5Y): 59.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.16% |
September 30, 2024 | 59.16% |
August 31, 2024 | 59.16% |
July 31, 2024 | 59.16% |
June 30, 2024 | 59.16% |
May 31, 2024 | 59.16% |
April 30, 2024 | 59.16% |
March 31, 2024 | 59.16% |
February 29, 2024 | 59.16% |
January 31, 2024 | 59.16% |
December 31, 2023 | 59.16% |
November 30, 2023 | 59.16% |
October 31, 2023 | 59.16% |
September 30, 2023 | 59.16% |
August 31, 2023 | 59.16% |
July 31, 2023 | 59.16% |
June 30, 2023 | 59.16% |
May 31, 2023 | 59.16% |
April 30, 2023 | 59.16% |
March 31, 2023 | 59.16% |
February 28, 2023 | 59.16% |
January 31, 2023 | 59.16% |
December 31, 2022 | 59.16% |
November 30, 2022 | 59.16% |
October 31, 2022 | 59.16% |
Date | Value |
---|---|
September 30, 2022 | 59.16% |
August 31, 2022 | 59.16% |
July 31, 2022 | 59.16% |
June 30, 2022 | 59.16% |
May 31, 2022 | 59.16% |
April 30, 2022 | 59.16% |
March 31, 2022 | 59.16% |
February 28, 2022 | 59.16% |
January 31, 2022 | 59.16% |
December 31, 2021 | 59.16% |
November 30, 2021 | 59.16% |
October 31, 2021 | 59.16% |
September 30, 2021 | 59.16% |
August 31, 2021 | 59.16% |
July 31, 2021 | 59.16% |
June 30, 2021 | 59.16% |
May 31, 2021 | 59.16% |
April 30, 2021 | 59.16% |
March 31, 2021 | 59.16% |
February 28, 2021 | 59.16% |
January 31, 2021 | 59.16% |
December 31, 2020 | 59.16% |
November 30, 2020 | 59.16% |
October 31, 2020 | 59.16% |
September 30, 2020 | 59.16% |
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
51.85%
Minimum
Nov 2019
59.16%
Maximum
Mar 2020
58.68%
Average
59.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
VanEck Africa ETF | 53.35% |
iShares MSCI Indonesia ETF | 59.41% |
First Trust United Kingdom AlphaDEX® ETF | 54.39% |
iShares MSCI Qatar ETF | 33.18% |
iShares MSCI UAE ETF | 52.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.640 |
Beta (5Y) | 1.008 |
Alpha (vs YCharts Benchmark) (5Y) | -6.895 |
Beta (vs YCharts Benchmark) (5Y) | 0.8577 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.57% |
Historical Sharpe Ratio (5Y) | -0.1954 |
Historical Sortino (5Y) | -0.2218 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.34% |