VanEck Indonesia Index ETF (IDX)
14.95
-0.03
(-0.21%)
USD |
NYSEARCA |
Jan 07, 16:00
15.01
+0.06
(+0.40%)
After-Hours: 20:00
IDX Max Drawdown (5Y): 59.16% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Korea Fund Inc | 52.93% |
| iShares MSCI Thailand ETF | 49.29% |
| iShares MSCI Indonesia ETF | 59.41% |
| iShares MSCI Philippines ETF | 53.82% |
| First Trust United Kingdom AlphaDEX Fund | 54.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.686 |
| Beta (5Y) | 1.010 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.718 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.48% |
| Historical Sharpe Ratio (5Y) | -0.303 |
| Historical Sortino (5Y) | -0.3471 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.19% |