iShares MSCI Thailand ETF (THD)
62.37
+0.15
(+0.24%)
USD |
NYSEARCA |
Nov 15, 16:00
62.00
-0.37
(-0.59%)
After-Hours: 20:00
THD Max Drawdown (5Y): 49.29% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.29% |
| September 30, 2024 | 49.29% |
| August 31, 2024 | 49.29% |
| July 31, 2024 | 49.29% |
| June 30, 2024 | 49.29% |
| May 31, 2024 | 49.29% |
| April 30, 2024 | 49.29% |
| March 31, 2024 | 49.29% |
| February 29, 2024 | 49.29% |
| January 31, 2024 | 49.29% |
| December 31, 2023 | 49.29% |
| November 30, 2023 | 49.29% |
| October 31, 2023 | 49.29% |
| September 30, 2023 | 49.29% |
| August 31, 2023 | 49.29% |
| July 31, 2023 | 49.29% |
| June 30, 2023 | 49.29% |
| May 31, 2023 | 49.29% |
| April 30, 2023 | 49.29% |
| March 31, 2023 | 49.29% |
| February 28, 2023 | 49.29% |
| January 31, 2023 | 49.29% |
| December 31, 2022 | 49.29% |
| November 30, 2022 | 49.29% |
| October 31, 2022 | 49.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.29% |
| August 31, 2022 | 49.29% |
| July 31, 2022 | 49.29% |
| June 30, 2022 | 49.29% |
| May 31, 2022 | 49.29% |
| April 30, 2022 | 49.29% |
| March 31, 2022 | 49.29% |
| February 28, 2022 | 49.29% |
| January 31, 2022 | 49.29% |
| December 31, 2021 | 49.29% |
| November 30, 2021 | 49.29% |
| October 31, 2021 | 49.29% |
| September 30, 2021 | 49.29% |
| August 31, 2021 | 49.29% |
| July 31, 2021 | 49.29% |
| June 30, 2021 | 49.29% |
| May 31, 2021 | 49.29% |
| April 30, 2021 | 49.29% |
| March 31, 2021 | 49.29% |
| February 28, 2021 | 49.29% |
| January 31, 2021 | 49.29% |
| December 31, 2020 | 49.29% |
| November 30, 2020 | 49.29% |
| October 31, 2020 | 49.29% |
| September 30, 2020 | 49.29% |
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
38.05%
Minimum
Nov 2019
49.29%
Maximum
Mar 2020
48.54%
Average
49.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mexico Fund Inc | 58.72% |
| iShares MSCI Sweden ETF | 42.26% |
| iShares MSCI Saudi Arabia ETF | 40.56% |
| Franklin FTSE Canada ETF | 41.51% |
| Franklin FTSE Saudi Arabia ETF | 38.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.907 |
| Beta (5Y) | 1.059 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.440 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9533 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.86% |
| Historical Sharpe Ratio (5Y) | -0.2127 |
| Historical Sortino (5Y) | -0.3123 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.67% |