iShares Latin America 40 ETF (ILF)
28.44
-0.10
(-0.37%)
USD |
NYSEARCA |
May 10, 16:00
28.44
0.00 (0.00%)
After-Hours: 20:00
ILF Max Drawdown (5Y): 57.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.80% |
March 31, 2024 | 57.80% |
February 29, 2024 | 57.80% |
January 31, 2024 | 57.80% |
December 31, 2023 | 57.80% |
November 30, 2023 | 57.80% |
October 31, 2023 | 57.80% |
September 30, 2023 | 57.80% |
August 31, 2023 | 57.80% |
July 31, 2023 | 57.80% |
June 30, 2023 | 57.80% |
May 31, 2023 | 57.80% |
April 30, 2023 | 57.80% |
March 31, 2023 | 57.80% |
February 28, 2023 | 57.80% |
January 31, 2023 | 57.80% |
December 31, 2022 | 57.80% |
November 30, 2022 | 57.80% |
October 31, 2022 | 57.80% |
September 30, 2022 | 57.80% |
August 31, 2022 | 57.80% |
July 31, 2022 | 57.80% |
June 30, 2022 | 57.80% |
May 31, 2022 | 57.80% |
April 30, 2022 | 57.80% |
Date | Value |
---|---|
March 31, 2022 | 57.80% |
February 28, 2022 | 57.80% |
January 31, 2022 | 57.80% |
December 31, 2021 | 57.80% |
November 30, 2021 | 57.80% |
October 31, 2021 | 57.80% |
September 30, 2021 | 57.80% |
August 31, 2021 | 57.80% |
July 31, 2021 | 57.80% |
June 30, 2021 | 57.80% |
May 31, 2021 | 57.80% |
April 30, 2021 | 57.80% |
March 31, 2021 | 57.80% |
February 28, 2021 | 57.80% |
January 31, 2021 | 57.80% |
December 31, 2020 | 57.80% |
November 30, 2020 | 59.36% |
October 31, 2020 | 61.78% |
September 30, 2020 | 61.78% |
August 31, 2020 | 61.78% |
July 31, 2020 | 61.78% |
June 30, 2020 | 61.78% |
May 31, 2020 | 61.78% |
April 30, 2020 | 61.78% |
March 31, 2020 | 61.78% |
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
57.80%
Minimum
Dec 2020
61.78%
Maximum
May 2019
59.02%
Average
57.80%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Brazil ETF | 56.99% |
Franklin FTSE Latin America ETF | 53.87% |
VanEck Brazil Small-Cap ETF | 60.43% |
Franklin FTSE Brazil ETF | 57.42% |
JPMorgan BetaBuilders Dev APAC ex-JpnETF | 39.64% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.088 |
Beta (5Y) | 1.346 |
Alpha (vs YCharts Benchmark) (5Y) | 4.500 |
Beta (vs YCharts Benchmark) (5Y) | 1.023 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.00% |
Historical Sharpe Ratio (5Y) | -0.0021 |
Historical Sortino (5Y) | -0.0027 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.47% |