EWH iShares MSCI Ho...
Fundamental Data
Get detailed Fundamental insights of iShares MSCI Hong Kong ETF and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | -0.07 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of EWH
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Jun 1, 2021 | May 17, 2024 | -47.86% | 1082 |
| Apr 8, 2019 | Feb 16, 2021 | -32.90% | 681 |
| May 26, 2015 | Aug 1, 2017 | -31.20% | 799 |
| Jan 29, 2018 | Apr 3, 2019 | -20.97% | 430 |
| Feb 24, 2021 | Apr 28, 2021 | -6.94% | 64 |
| Nov 27, 2017 | Jan 11, 2018 | -5.20% | 46 |
| Feb 3, 2015 | Mar 27, 2015 | -4.51% | 53 |
| Apr 10, 2015 | May 21, 2015 | -4.23% | 42 |
| Apr 30, 2021 | May 25, 2021 | -3.59% | 26 |
| Aug 10, 2017 | Aug 31, 2017 | -2.91% | 22 |
EWH vs. S&P500
Comparison of company stats against the S&P500 Index.
Time Period between January 5, 2015 - May 17, 2024Annual Return (%)
EWH
S&P500
Metric EWH S&P500
| Cumulative Return | -11.99% | 157.73 % |
| Compound Annual Growth Rate (CAGR) | -0.94% | 7.23% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.91 |
| Max Drawdown | -47.86% | -34.1% |
| Longest Drawdown Days | 1082 | 745 |
| Volatility (ann.) | 19.68% | 17.95% |
| Correlation | 58.72% | - |
| R^2 | 0.34 | - |
| Calmar | -0.02 | 0.21 |
| Skew | -0.23 | -0.55 |
| Kurtosis | 4.67 | 12.55 |
| Expected Daily | -0.01% | 0.04% |
| Expected Monthly | -0.11% | 0.84% |
| Expected Yearly | -1.27% | 9.93% |
| Kelly Criterion | -2.04% | 4.46% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -2.04% | -1.81% |
| Expected Shortfall (cVaR) | -2.04% | -1.81% |
| Max Consecutive Wins | 7 | 10 |
| Max Consecutive Losses | 10 | 8 |
| Gain/Pain Ratio | 0.01 | 0.13 |
| Gain/Pain (1M) | 0.02 | 0.74 |
| Payoff Ratio | 0.92 | 0.93 |
| Profit Factor | 1.01 | 1.13 |
| Outlier Win Ratio | 3.46 | 4.07 |
| Outlier Loss Ratio | 3.49 | 4.25 |
| MTD | 12.59% | 5.47% |
| 3M | 10.59% | 5.99% |
| 6M | 2.91% | 17.60% |
| YTD | 3.97% | 11.39% |
| 1Y | -10.10% | 29.06% |
| 3Y (ann.) | -8.75% | 5.51% |
| Best Day | 6.63% | 9.06% |
| Worst Day | -9.36% | -10.94% |
| Best Month | 24.29% | 12.70% |
| Worst Month | -13.27% | -13.00% |
| Best Year | 30.49% | 28.79% |
| Worst Year | -17.33% | -19.48% |
| Avg. Drawdown | -6.57% | -1.81% |
| Avg. Drawdown Days | 123 | 22 |
| Recovery Factor | 0.11 | 3.22 |
| Ulcer Index | 0.20 | 0.08 |
| Avg. Up Month | 4.51% | 3.91% |
| Avg. Down Month | -5.57% | -4.23% |
| Win Days | 51.17% | 54.06% |
| Win Month | 52.21% | 66.37% |
| Win Quarter | 47.37% | 76.32% |
| Win Year | 40.00% | 70.00% |