iShares MSCI India ETF (INDA)
52.01
+0.12
(+0.23%)
USD |
BATS |
Apr 23, 16:00
52.01
0.00 (0.00%)
Pre-Market: 07:41
INDA Max Drawdown (5Y): 45.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 45.07% |
February 29, 2024 | 45.07% |
January 31, 2024 | 45.07% |
December 31, 2023 | 45.07% |
November 30, 2023 | 45.07% |
October 31, 2023 | 45.07% |
September 30, 2023 | 45.07% |
August 31, 2023 | 45.07% |
July 31, 2023 | 45.07% |
June 30, 2023 | 45.07% |
May 31, 2023 | 45.07% |
April 30, 2023 | 45.07% |
March 31, 2023 | 45.07% |
February 28, 2023 | 45.07% |
January 31, 2023 | 45.07% |
December 31, 2022 | 45.07% |
November 30, 2022 | 45.07% |
October 31, 2022 | 45.07% |
September 30, 2022 | 45.07% |
August 31, 2022 | 45.07% |
July 31, 2022 | 45.07% |
June 30, 2022 | 45.07% |
May 31, 2022 | 45.07% |
April 30, 2022 | 45.07% |
March 31, 2022 | 45.07% |
Date | Value |
---|---|
February 28, 2022 | 45.07% |
January 31, 2022 | 45.07% |
December 31, 2021 | 45.07% |
November 30, 2021 | 45.07% |
October 31, 2021 | 45.07% |
September 30, 2021 | 45.07% |
August 31, 2021 | 45.07% |
July 31, 2021 | 45.07% |
June 30, 2021 | 45.07% |
May 31, 2021 | 45.07% |
April 30, 2021 | 45.07% |
March 31, 2021 | 45.07% |
February 28, 2021 | 45.07% |
January 31, 2021 | 45.07% |
December 31, 2020 | 45.07% |
November 30, 2020 | 45.07% |
October 31, 2020 | 45.07% |
September 30, 2020 | 45.07% |
August 31, 2020 | 45.07% |
July 31, 2020 | 45.07% |
June 30, 2020 | 45.07% |
May 31, 2020 | 45.07% |
April 30, 2020 | 45.07% |
March 31, 2020 | 45.07% |
February 29, 2020 | 28.72% |
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
28.72%
Minimum
Apr 2019
45.07%
Maximum
Mar 2020
42.07%
Average
45.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
WisdomTree India Earnings ETF | 50.29% |
India Fund Inc | 41.41% |
Morgan Stanley India Investment Fund, Inc. | 59.10% |
Invesco India ETF | 43.26% |
Columbia India Consumer ETF | 47.69% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.477 |
Beta (5Y) | 0.7978 |
Alpha (vs YCharts Benchmark) (5Y) | 0.0011 |
Beta (vs YCharts Benchmark) (5Y) | 0.9119 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.51% |
Historical Sharpe Ratio (5Y) | 0.3555 |
Historical Sortino (5Y) | 0.3675 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.45% |