iShares MSCI Turkey ETF (TUR)
35.14
-0.33
(-0.93%)
USD |
NASDAQ |
Nov 15, 16:00
35.15
+0.01
(+0.03%)
After-Hours: 20:00
TUR Max Drawdown (5Y): 59.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.28% |
| September 30, 2024 | 59.28% |
| August 31, 2024 | 59.28% |
| July 31, 2024 | 59.28% |
| June 30, 2024 | 59.28% |
| May 31, 2024 | 59.28% |
| April 30, 2024 | 59.28% |
| March 31, 2024 | 59.28% |
| February 29, 2024 | 62.60% |
| January 31, 2024 | 62.60% |
| December 31, 2023 | 62.60% |
| November 30, 2023 | 62.60% |
| October 31, 2023 | 62.60% |
| September 30, 2023 | 62.60% |
| August 31, 2023 | 62.60% |
| July 31, 2023 | 62.60% |
| June 30, 2023 | 63.38% |
| May 31, 2023 | 64.88% |
| April 30, 2023 | 64.88% |
| March 31, 2023 | 64.88% |
| February 28, 2023 | 64.88% |
| January 31, 2023 | 64.88% |
| December 31, 2022 | 64.88% |
| November 30, 2022 | 64.88% |
| October 31, 2022 | 64.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.88% |
| August 31, 2022 | 64.88% |
| July 31, 2022 | 64.88% |
| June 30, 2022 | 64.88% |
| May 31, 2022 | 64.88% |
| April 30, 2022 | 64.88% |
| March 31, 2022 | 64.88% |
| February 28, 2022 | 64.88% |
| January 31, 2022 | 64.88% |
| December 31, 2021 | 64.88% |
| November 30, 2021 | 64.88% |
| October 31, 2021 | 64.88% |
| September 30, 2021 | 64.88% |
| August 31, 2021 | 64.88% |
| July 31, 2021 | 64.88% |
| June 30, 2021 | 64.88% |
| May 31, 2021 | 64.88% |
| April 30, 2021 | 64.88% |
| March 31, 2021 | 64.88% |
| February 28, 2021 | 64.88% |
| January 31, 2021 | 64.88% |
| December 31, 2020 | 64.88% |
| November 30, 2020 | 64.88% |
| October 31, 2020 | 64.88% |
| September 30, 2020 | 64.88% |
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
59.28%
Minimum
Mar 2024
64.88%
Maximum
Nov 2019
63.80%
Average
64.88%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| iShares MSCI Thailand ETF | 49.29% |
| iShares MSCI Indonesia ETF | 59.41% |
| Global X MSCI Greece ETF | 59.10% |
| iShares MSCI South Africa ETF | 62.32% |
| iShares MSCI Belgium ETF | 42.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.079 |
| Beta (5Y) | 0.8687 |
| Alpha (vs YCharts Benchmark) (5Y) | 5.704 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6775 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.52% |
| Historical Sharpe Ratio (5Y) | 0.1984 |
| Historical Sortino (5Y) | 0.3598 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.92% |