VanEck Israel ETF (ISRA)
37.46
+0.22 (+0.59%)
USD |
NYSEARCA |
Jul 01, 16:00
37.24
-0.22 (-0.58%)
After-Hours: 20:00
ISRA Max Drawdown (5Y): 38.06% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 38.06% |
| May 31, 2022 | 38.06% |
| April 30, 2022 | 38.06% |
| March 31, 2022 | 38.06% |
| February 28, 2022 | 38.06% |
| January 31, 2022 | 38.06% |
| December 31, 2021 | 38.06% |
| November 30, 2021 | 38.06% |
| October 31, 2021 | 38.06% |
| September 30, 2021 | 38.06% |
| August 31, 2021 | 38.06% |
| July 31, 2021 | 38.06% |
| June 30, 2021 | 38.06% |
| May 31, 2021 | 38.06% |
| April 30, 2021 | 38.06% |
| March 31, 2021 | 38.06% |
| February 28, 2021 | 38.06% |
| January 31, 2021 | 38.06% |
| December 31, 2020 | 38.06% |
| November 30, 2020 | 38.06% |
| October 31, 2020 | 38.06% |
| September 30, 2020 | 38.06% |
| August 31, 2020 | 38.06% |
| July 31, 2020 | 38.06% |
| June 30, 2020 | 38.06% |
| Date | Value |
|---|---|
| May 31, 2020 | 38.06% |
| April 30, 2020 | 38.06% |
| March 31, 2020 | 38.06% |
| February 29, 2020 | 25.49% |
| January 31, 2020 | 25.49% |
| December 31, 2019 | 25.49% |
| November 30, 2019 | 25.49% |
| October 31, 2019 | 25.49% |
| September 30, 2019 | 25.49% |
| August 31, 2019 | 25.49% |
| July 31, 2019 | 25.49% |
| June 30, 2019 | 25.49% |
| May 31, 2019 | 25.49% |
| April 30, 2019 | 25.49% |
| March 31, 2019 | 25.49% |
| February 28, 2019 | 25.49% |
| January 31, 2019 | 25.49% |
| December 31, 2018 | 25.49% |
| November 30, 2018 | 25.49% |
| October 31, 2018 | 25.49% |
| September 30, 2018 | 25.49% |
| August 31, 2018 | 25.49% |
| July 31, 2018 | 25.49% |
| June 30, 2018 | 25.49% |
| May 31, 2018 | 25.49% |
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
25.49%
Minimum
Jul 2017
38.06%
Maximum
Mar 2020
31.36%
Average
25.49%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| VanEck Africa ETF | 53.35% |
| iShares MSCI Belgium ETF | 42.79% |
| iShares MSCI Ireland ETF | 46.47% |
| iShares MSCI Norway ETF | 54.22% |
| iShares MSCI Finland ETF | 38.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.414 |
| Beta (5Y) | 0.9923 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.45% |
| Historical Sharpe Ratio (5Y) | 0.2607 |
| Historical Sortino (5Y) | 0.2983 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.07% |