iShares MSCI Qatar ETF (QAT)
18.30
-0.02
(-0.11%)
USD |
NASDAQ |
Nov 15, 16:00
18.26
-0.04
(-0.22%)
After-Hours: 20:00
QAT Max Drawdown (5Y): 33.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.18% |
| September 30, 2024 | 33.18% |
| August 31, 2024 | 33.18% |
| July 31, 2024 | 33.18% |
| June 30, 2024 | 33.18% |
| May 31, 2024 | 33.18% |
| April 30, 2024 | 33.18% |
| March 31, 2024 | 33.18% |
| February 29, 2024 | 33.18% |
| January 31, 2024 | 33.18% |
| December 31, 2023 | 33.18% |
| November 30, 2023 | 33.18% |
| October 31, 2023 | 33.18% |
| September 30, 2023 | 32.94% |
| August 31, 2023 | 32.94% |
| July 31, 2023 | 32.94% |
| June 30, 2023 | 32.94% |
| May 31, 2023 | 32.94% |
| April 30, 2023 | 32.94% |
| March 31, 2023 | 32.94% |
| February 28, 2023 | 32.94% |
| January 31, 2023 | 32.94% |
| December 31, 2022 | 36.44% |
| November 30, 2022 | 36.44% |
| October 31, 2022 | 36.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.31% |
| August 31, 2022 | 45.26% |
| July 31, 2022 | 45.26% |
| June 30, 2022 | 45.26% |
| May 31, 2022 | 45.26% |
| April 30, 2022 | 45.26% |
| March 31, 2022 | 45.26% |
| February 28, 2022 | 45.26% |
| January 31, 2022 | 45.26% |
| December 31, 2021 | 45.26% |
| November 30, 2021 | 45.26% |
| October 31, 2021 | 45.26% |
| September 30, 2021 | 45.26% |
| August 31, 2021 | 45.26% |
| July 31, 2021 | 45.26% |
| June 30, 2021 | 45.26% |
| May 31, 2021 | 45.26% |
| April 30, 2021 | 45.26% |
| March 31, 2021 | 45.26% |
| February 28, 2021 | 45.26% |
| January 31, 2021 | 45.26% |
| December 31, 2020 | 45.26% |
| November 30, 2020 | 45.26% |
| October 31, 2020 | 45.26% |
| September 30, 2020 | 45.26% |
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
32.94%
Minimum
Jan 2023
45.26%
Maximum
Nov 2019
40.29%
Average
45.26%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| iShares MSCI UAE ETF | 52.26% |
| CENTRAL & EASTERN EUROPE FUND, INC. | 79.87% |
| iShares MSCI Austria ETF | 58.10% |
| Global X MSCI Colombia ETF | 62.71% |
| Global X MSCI Greece ETF | 59.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1905 |
| Beta (5Y) | 0.5135 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.047 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.27% |
| Historical Sharpe Ratio (5Y) | 0.1196 |
| Historical Sortino (5Y) | 0.1785 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.39% |