VanEck Indonesia Index ETF (IDX)
16.62
-0.02
(-0.12%)
USD |
NYSEARCA |
Dec 26, 16:00
16.62
0.00 (0.00%)
After-Hours: 20:00
IDX Max Drawdown (5Y): 44.93% for Nov. 30, 2025
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
| VanEck Africa Index ETF | 38.59% |
| VanEck Russia ETF | 82.06% |
| VanEck Israel ETF | 44.99% |
| VanEck Russia Small-Cap ETF | 71.38% |
| VanEck Vietnam ETF | 49.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.125 |
| Beta (5Y) | 0.5489 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.246 |
| Beta (vs YCharts Benchmark) (5Y) | 0.42 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.58% |
| Historical Sharpe Ratio (5Y) | -0.1746 |
| Historical Sortino (5Y) | -0.3204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.80% |