iShares MSCI Japan Small-Cap ETF (SCJ)
109.31
-1.44
(-1.30%)
USD |
NYSEARCA |
Sep 18, 16:00
110.14
+0.83
(+0.76%)
Pre-Market: 20:00
SCJ Max Drawdown (5Y) : 33.24% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 33.24% |
| July 31, 2026 | 33.24% |
| June 30, 2026 | 33.24% |
| May 31, 2026 | 33.24% |
| April 30, 2026 | 33.24% |
| March 31, 2026 | 33.24% |
| February 28, 2026 | 33.24% |
| January 31, 2026 | 33.24% |
| December 31, 2025 | 33.24% |
| November 30, 2025 | 33.24% |
| October 31, 2025 | 33.24% |
| September 30, 2025 | 33.24% |
| August 31, 2025 | 33.24% |
| July 31, 2025 | 33.24% |
| June 30, 2025 | 33.24% |
| May 31, 2025 | 33.24% |
| April 30, 2025 | 33.24% |
| March 31, 2025 | 33.24% |
| February 28, 2025 | 37.28% |
| January 31, 2025 | 37.28% |
| December 31, 2024 | 37.28% |
| November 30, 2024 | 37.28% |
| October 31, 2024 | 37.28% |
| September 30, 2024 | 37.28% |
| August 31, 2024 | 37.28% |
| Date | Value |
|---|---|
| July 31, 2024 | 37.28% |
| June 30, 2024 | 37.28% |
| May 31, 2024 | 37.28% |
| April 30, 2024 | 37.28% |
| March 31, 2024 | 37.28% |
| February 29, 2024 | 37.28% |
| January 31, 2024 | 37.28% |
| December 31, 2023 | 37.28% |
| November 30, 2023 | 37.28% |
| October 31, 2023 | 37.28% |
| September 30, 2023 | 37.28% |
| August 31, 2023 | 37.28% |
| July 31, 2023 | 37.28% |
| June 30, 2023 | 37.28% |
| May 31, 2023 | 37.28% |
| April 30, 2023 | 37.28% |
| March 31, 2023 | 37.28% |
| February 28, 2023 | 37.28% |
| January 31, 2023 | 37.28% |
| December 31, 2022 | 37.28% |
| November 30, 2022 | 37.28% |
| October 31, 2022 | 37.28% |
| September 30, 2022 | 37.28% |
| August 31, 2022 | 37.28% |
| July 31, 2022 | 37.28% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| iShares JPX-Nikkei 400 ETF | 33.20% |
| iShares Currency Hedged MSCI Japan ETF | 20.90% |
| iShares MSCI Japan ETF | 33.13% |
| iShares MSCI Japan Value ETF | 25.37% |
| iShares MSCI Europe Small-Cap ETF | 44.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1811 |
| Beta (5Y) | 0.7716 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.7909 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7916 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.71% |
| Historical Sharpe Ratio (5Y) | 0.3086 |
| Historical Sortino (5Y) | 0.5179 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.46% |