VanEck Indonesia ETF (IDX)
15.75
-0.15
(-0.94%)
USD |
NYSEARCA |
Apr 25, 16:00
15.75
0.00 (0.00%)
After-Hours: 20:00
IDX Max Drawdown (5Y): 59.16% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 59.16% |
July 31, 2020 | 59.16% |
June 30, 2020 | 59.16% |
May 31, 2020 | 59.16% |
April 30, 2020 | 59.16% |
March 31, 2020 | 59.16% |
February 29, 2020 | 51.85% |
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
Apr 2019
59.16%
Maximum
Mar 2020
57.82%
Average
59.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Franklin FTSE Saudi Arabia ETF | 38.35% |
Global X DAX Germany ETF | 45.59% |
iShares Currency Hedged MSCI Germany ETF | 39.37% |
iShares MSCI Saudi Arabia ETF | 40.56% |
Franklin FTSE Mexico ETF | 50.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.07 |
Beta (5Y) | 0.9833 |
Alpha (vs YCharts Benchmark) (5Y) | -17.38 |
Beta (vs YCharts Benchmark) (5Y) | 0.8595 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.47% |
Historical Sharpe Ratio (5Y) | -0.2329 |
Historical Sortino (5Y) | -0.261 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.17% |