iShares Core MSCI EAFE ETF (IEFA)
74.66
+0.11
(+0.15%)
USD |
BATS |
May 10, 16:00
74.66
0.00 (0.00%)
After-Hours: 20:00
IEFA Max Drawdown (5Y): 38.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.86% |
March 31, 2024 | 38.86% |
February 29, 2024 | 38.86% |
January 31, 2024 | 38.86% |
December 31, 2023 | 38.86% |
November 30, 2023 | 38.86% |
October 31, 2023 | 38.86% |
September 30, 2023 | 38.86% |
August 31, 2023 | 38.86% |
July 31, 2023 | 38.86% |
June 30, 2023 | 38.86% |
May 31, 2023 | 38.86% |
April 30, 2023 | 38.86% |
March 31, 2023 | 38.86% |
February 28, 2023 | 38.86% |
January 31, 2023 | 38.86% |
December 31, 2022 | 38.86% |
November 30, 2022 | 38.86% |
October 31, 2022 | 38.86% |
September 30, 2022 | 38.86% |
August 31, 2022 | 38.86% |
July 31, 2022 | 38.86% |
June 30, 2022 | 38.86% |
May 31, 2022 | 38.86% |
April 30, 2022 | 38.86% |
Date | Value |
---|---|
March 31, 2022 | 38.86% |
February 28, 2022 | 38.86% |
January 31, 2022 | 38.86% |
December 31, 2021 | 38.86% |
November 30, 2021 | 38.86% |
October 31, 2021 | 38.86% |
September 30, 2021 | 38.86% |
August 31, 2021 | 38.86% |
July 31, 2021 | 38.86% |
June 30, 2021 | 38.86% |
May 31, 2021 | 38.86% |
April 30, 2021 | 38.86% |
March 31, 2021 | 38.86% |
February 28, 2021 | 38.86% |
January 31, 2021 | 38.86% |
December 31, 2020 | 38.86% |
November 30, 2020 | 38.86% |
October 31, 2020 | 38.86% |
September 30, 2020 | 38.86% |
August 31, 2020 | 38.86% |
July 31, 2020 | 38.86% |
June 30, 2020 | 38.86% |
May 31, 2020 | 38.86% |
April 30, 2020 | 38.86% |
March 31, 2020 | 38.86% |
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
25.52%
Minimum
May 2019
38.86%
Maximum
Mar 2020
36.64%
Average
38.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.002 |
Beta (5Y) | 0.9979 |
Alpha (vs YCharts Benchmark) (5Y) | -1.512 |
Beta (vs YCharts Benchmark) (5Y) | 0.9986 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.63% |
Historical Sharpe Ratio (5Y) | 0.1008 |
Historical Sortino (5Y) | 0.1161 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.05% |