iShares MSCI EAFE Small-Cap ETF (SCZ)
61.18
-0.34
(-0.56%)
USD |
NASDAQ |
Apr 24, 10:55
SCZ Max Drawdown (5Y): 41.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.07% |
February 29, 2024 | 41.07% |
January 31, 2024 | 41.07% |
December 31, 2023 | 41.07% |
November 30, 2023 | 41.07% |
October 31, 2023 | 41.07% |
September 30, 2023 | 41.07% |
August 31, 2023 | 41.07% |
July 31, 2023 | 41.07% |
June 30, 2023 | 41.07% |
May 31, 2023 | 41.07% |
April 30, 2023 | 41.07% |
March 31, 2023 | 41.07% |
February 28, 2023 | 41.07% |
January 31, 2023 | 41.07% |
December 31, 2022 | 41.07% |
November 30, 2022 | 41.07% |
October 31, 2022 | 41.07% |
September 30, 2022 | 41.07% |
August 31, 2022 | 41.07% |
July 31, 2022 | 41.07% |
June 30, 2022 | 41.07% |
May 31, 2022 | 41.07% |
April 30, 2022 | 41.07% |
March 31, 2022 | 41.07% |
Date | Value |
---|---|
February 28, 2022 | 41.07% |
January 31, 2022 | 41.07% |
December 31, 2021 | 41.07% |
November 30, 2021 | 41.07% |
October 31, 2021 | 41.07% |
September 30, 2021 | 41.07% |
August 31, 2021 | 41.07% |
July 31, 2021 | 41.07% |
June 30, 2021 | 41.07% |
May 31, 2021 | 41.07% |
April 30, 2021 | 41.07% |
March 31, 2021 | 41.07% |
February 28, 2021 | 41.07% |
January 31, 2021 | 41.07% |
December 31, 2020 | 41.07% |
November 30, 2020 | 41.07% |
October 31, 2020 | 41.07% |
September 30, 2020 | 41.07% |
August 31, 2020 | 41.07% |
July 31, 2020 | 41.07% |
June 30, 2020 | 41.07% |
May 31, 2020 | 41.07% |
April 30, 2020 | 41.07% |
March 31, 2020 | 41.07% |
February 29, 2020 | 26.53% |
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
26.53%
Minimum
Apr 2019
41.07%
Maximum
Mar 2020
38.40%
Average
41.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.635 |
Beta (5Y) | 1.100 |
Alpha (vs YCharts Benchmark) (5Y) | -1.546 |
Beta (vs YCharts Benchmark) (5Y) | 0.9731 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.90% |
Historical Sharpe Ratio (5Y) | 0.1247 |
Historical Sortino (5Y) | 0.1421 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.76% |