VanEck Israel ETF (ISRA)
34.89
-0.13
(-0.36%)
USD |
NYSEARCA |
Apr 24, 16:00
ISRA Max Drawdown (5Y): 44.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
May 31, 2020 | 38.06% |
April 30, 2020 | 38.06% |
March 31, 2020 | 38.06% |
February 29, 2020 | 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
Apr 2019
44.99%
Maximum
Oct 2023
36.45%
Average
38.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
VanEck Africa ETF | 53.35% |
iShares MSCI New Zealand ETF | 42.43% |
VanEck Russia ETF | 82.06% |
VanEck Egypt ETF (DELISTED) | 66.84% |
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Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.182 |
Beta (5Y) | 1.007 |
Alpha (vs YCharts Benchmark) (5Y) | -10.52 |
Beta (vs YCharts Benchmark) (5Y) | 1.022 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.87% |
Historical Sharpe Ratio (5Y) | 0.1132 |
Historical Sortino (5Y) | 0.1433 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.63% |