VanEck Israel ETF (ISRA)
40.30
-0.60
(-1.47%)
USD |
NYSEARCA |
Nov 15, 16:00
40.30
0.00 (0.00%)
After-Hours: 20:00
ISRA Max Drawdown (5Y): 44.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.99% |
| September 30, 2024 | 44.99% |
| August 31, 2024 | 44.99% |
| July 31, 2024 | 44.99% |
| June 30, 2024 | 44.99% |
| May 31, 2024 | 44.99% |
| April 30, 2024 | 44.99% |
| March 31, 2024 | 44.99% |
| February 29, 2024 | 44.99% |
| January 31, 2024 | 44.99% |
| December 31, 2023 | 44.99% |
| November 30, 2023 | 44.99% |
| October 31, 2023 | 44.99% |
| September 30, 2023 | 38.06% |
| August 31, 2023 | 38.06% |
| July 31, 2023 | 38.06% |
| June 30, 2023 | 38.06% |
| May 31, 2023 | 38.06% |
| April 30, 2023 | 38.06% |
| March 31, 2023 | 38.06% |
| February 28, 2023 | 38.06% |
| January 31, 2023 | 38.06% |
| December 31, 2022 | 38.06% |
| November 30, 2022 | 38.06% |
| October 31, 2022 | 38.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.06% |
| August 31, 2022 | 38.06% |
| July 31, 2022 | 38.06% |
| 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% |
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
Nov 2019
44.99%
Maximum
Oct 2023
38.73%
Average
38.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| VanEck Africa ETF | 53.35% |
| iShares MSCI Israel ETF | 41.87% |
| iShares MSCI Peru ETF | 50.95% |
| iShares MSCI Ireland ETF | 46.47% |
| Global X MSCI Norway ETF | 53.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.230 |
| Beta (5Y) | 1.010 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.615 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8106 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.16% |
| Historical Sharpe Ratio (5Y) | 0.0884 |
| Historical Sortino (5Y) | 0.1155 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.63% |