iShares MSCI UAE ETF (UAE)
14.27
-0.02
(-0.14%)
USD |
NASDAQ |
Apr 24, 12:52
UAE Max Drawdown (5Y): 52.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 52.26% |
February 29, 2024 | 52.26% |
January 31, 2024 | 52.26% |
December 31, 2023 | 52.26% |
November 30, 2023 | 52.26% |
October 31, 2023 | 52.26% |
September 30, 2023 | 52.26% |
August 31, 2023 | 52.26% |
July 31, 2023 | 52.26% |
June 30, 2023 | 52.26% |
May 31, 2023 | 52.26% |
April 30, 2023 | 52.26% |
March 31, 2023 | 52.26% |
February 28, 2023 | 52.26% |
January 31, 2023 | 52.26% |
December 31, 2022 | 52.26% |
November 30, 2022 | 52.26% |
October 31, 2022 | 52.26% |
September 30, 2022 | 52.26% |
August 31, 2022 | 52.26% |
July 31, 2022 | 52.26% |
June 30, 2022 | 52.26% |
May 31, 2022 | 52.26% |
April 30, 2022 | 52.26% |
March 31, 2022 | 52.26% |
Date | Value |
---|---|
February 28, 2022 | 52.26% |
January 31, 2022 | 52.26% |
December 31, 2021 | 52.26% |
November 30, 2021 | 52.26% |
October 31, 2021 | 52.26% |
September 30, 2021 | 52.26% |
August 31, 2021 | 52.26% |
July 31, 2021 | 52.26% |
June 30, 2021 | 52.26% |
May 31, 2021 | 52.26% |
April 30, 2021 | 52.26% |
March 31, 2021 | 52.26% |
February 28, 2021 | 52.26% |
January 31, 2021 | 52.26% |
December 31, 2020 | 52.26% |
November 30, 2020 | 52.26% |
October 31, 2020 | 52.26% |
September 30, 2020 | 52.26% |
August 31, 2020 | 52.26% |
July 31, 2020 | 52.26% |
June 30, 2020 | 52.26% |
May 31, 2020 | 52.26% |
April 30, 2020 | 52.26% |
March 31, 2020 | 52.26% |
February 29, 2020 | 46.35% |
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
46.35%
Minimum
Apr 2019
52.26%
Maximum
Mar 2020
51.18%
Average
52.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Global X MSCI Colombia ETF | 62.71% |
iShares MSCI Qatar ETF | 33.18% |
iShares MSCI Austria ETF | 58.10% |
Global X MSCI Norway ETF | 53.69% |
Global X MSCI Greece ETF | 59.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6506 |
Beta (5Y) | 0.7031 |
Alpha (vs YCharts Benchmark) (5Y) | -6.613 |
Beta (vs YCharts Benchmark) (5Y) | 0.6706 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.98% |
Historical Sharpe Ratio (5Y) | 0.1021 |
Historical Sortino (5Y) | 0.1221 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.17% |