iShares MSCI Singapore ETF (EWS): Historical Returns

Data Source: from January 1997 to February 2024 (~27 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
iShares MSCI Singapore ETF (EWS) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.40%
February 2024

In the last 20 Years, the iShares MSCI Singapore ETF (EWS) ETF obtained a 5.67% compound annual return, with a 21.03% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: Broad Developed Markets

Investment Returns as of Feb 29, 2024

The iShares MSCI Singapore ETF (EWS) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES MSCI SINGAPORE ETF (EWS) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~27Y)
iShares MSCI Singapore ETF (EWS) ETF n.a. n.a. 0.40 -1.34 -0.64 -1.03 0.57 5.67 2.38
US Inflation Adjusted return 0.40 -2.45 -3.26 -4.93 -2.15 3.03 -0.10
Returns over 1 year are annualized | Available data source: since Jan 1997
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 20Y: 2.56%

In 2023, the iShares MSCI Singapore ETF (EWS) ETF granted a 6.56% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Singapore ETF (EWS) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2004, now would be worth 3.01$, with a total return of 201.09% (5.67% annualized).

The Inflation Adjusted Capital now would be 1.82$, with a net total return of 81.52% (3.03% annualized).
An investment of 1$, since January 1997, now would be worth 1.90$, with a total return of 89.62% (2.38% annualized).

The Inflation Adjusted Capital now would be 0.97$, with a net total return of -2.58% (-0.10% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of iShares MSCI Singapore ETF (EWS) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES MSCI SINGAPORE ETF (EWS) ETF
Advanced Metrics
Data Source: 1 January 1997 - 29 February 2024 (~27 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~27Y)
Investment Return (%) 0.40 2.01 -1.34 -0.64 -2.16 -1.03 0.57 5.67 2.38
Infl. Adjusted Return (%) details 0.40 1.47 -2.45 -3.26 -7.28 -4.93 -2.15 3.03 -0.10
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.48
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -12.66 -24.34 -28.13 -32.07 -60.07 -73.77
Start to Recovery (# months) details 7* 28* 16 70* 38 117
Start (yyyy mm) 2023 08 2021 11 2020 01 2018 05 2007 11 1997 02
Start to Bottom (# months) 3 11 3 23 16 19
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 1998 08
Bottom to End (# months) 4 17 13 47 22 98
End (yyyy mm) - - 2021 04 - 2010 12 2006 10
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-24.34
same as
deepest
-32.07
same as
deepest
Start to Recovery (# months) details 28* 70*
Start (yyyy mm) 2023 08 2021 11 2021 11 2018 05 2018 05 1997 02
Start to Bottom (# months) 3 11 11 23 23 19
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2020 03 2020 03 1998 08
Bottom to End (# months) 4 17 17 47 47 98
End (yyyy mm) - - - - - 2006 10
Longest negative period (# months) details 12* 36* 60* 118* 179 179
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 05 2007 11 2007 11
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2022 09 2022 09
Annualized Return (%) -0.64 -2.16 -1.03 -0.15 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -13.49 -30.75 -32.10 -37.41 -60.73 -74.41
Start to Recovery (# months) details 7* 34* 56* 70* 45 123
Start (yyyy mm) 2023 08 2021 05 2019 07 2018 05 2007 11 1997 02
Start to Bottom (# months) 3 17 39 53 16 19
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 1998 08
Bottom to End (# months) 4 17 17 17 29 104
End (yyyy mm) - - - - 2011 07 2007 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-37.41
same as
deepest
Start to Recovery (# months) details 70*
Start (yyyy mm) 2023 08 2021 05 2019 07 2018 05 2018 05 1997 02
Start to Bottom (# months) 3 17 39 53 53 19
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2022 09 1998 08
Bottom to End (# months) 4 17 17 17 17 104
End (yyyy mm) - - - - - 2007 04
Longest negative period (# months) details 12* 36* 60* 120* 205* 326*
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 03 2007 02 1997 01
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02 2024 02
Annualized Return (%) -3.26 -7.28 -4.93 -2.15 -0.07 -0.10
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 16.86 16.36 19.86 17.88 21.03 25.39
Sharpe Ratio -0.35 -0.28 -0.14 -0.03 0.21 -0.06
Sortino Ratio -0.50 -0.43 -0.20 -0.05 0.28 -0.09
Ulcer Index 6.85 13.09 13.61 14.90 16.23 29.19
Ratio: Return / Standard Deviation -0.04 -0.13 -0.05 0.03 0.27 0.09
Ratio: Return / Deepest Drawdown -0.05 -0.09 -0.04 0.02 0.09 0.03
% Positive Months details 58% 44% 48% 50% 55% 55%
Positive Months 7 16 29 61 133 180
Negative Months 5 20 31 59 107 146
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 0.57 12.74 17.54
Worst 10 Years Return (%) - Annualized -0.55 -0.55
Best 10 Years Return (%) - Annualized -2.15 10.18 14.82
Worst 10 Years Return (%) - Annualized -3.24 -3.24
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 97.65 36.20 21.51 12.74 5.67
Worst Rolling Return (%) - Annualized -53.12 -8.91 -3.76 -0.55
% Positive Periods 62% 70% 77% 95% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 61.77 22.83 15.21 8.37 9.24
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 4.15
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 93.49 32.33 19.06 10.18 3.03
Worst Rolling Return (%) - Annualized -54.81 -11.33 -7.10 -3.24
% Positive Periods 58% 57% 66% 71% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 61.77 22.83 15.21 8.37 9.24
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 4.15
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1997 - Feb 2024)
Best Rolling Return (%) - Annualized 155.37 36.20 31.21 17.54 10.45
Worst Rolling Return (%) - Annualized -62.92 -20.67 -14.05 -0.55 2.29
% Positive Periods 57% 65% 74% 97% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 60.57 18.27 10.35 5.08 3.40
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.11
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 149.71 32.33 27.50 14.82 8.09
Worst Rolling Return (%) - Annualized -63.51 -22.61 -15.91 -3.24 0.15
% Positive Periods 53% 54% 65% 82% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 60.57 18.27 10.35 5.08 3.40
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.11
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares MSCI Singapore ETF (EWS) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES MSCI SINGAPORE ETF (EWS) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs EWS
Asset Class 1 Year 5 Years 10 Years Since
Jan 1997
VTI
US Total Stock Market
0.62
0.78
0.70
0.69
SPY
US Large Cap
0.59
0.76
0.70
0.68
IJR
US Small Cap
0.69
0.81
0.65
0.62
VNQ
US REITs
0.66
0.71
0.57
0.50
QQQ
US Technology
0.45
0.64
0.59
0.55
PFF
Preferred Stocks
0.38
0.65
0.55
0.37
EFA
EAFE Stocks
0.77
0.87
0.80
0.73
VT
World All Countries
0.71
0.84
0.79
0.76
EEM
Emerging Markets
0.86
0.82
0.82
0.83
VGK
Europe
0.74
0.86
0.77
0.68
VPL
Pacific
0.82
0.84
0.80
0.72
FLLA
Latin America
0.71
0.69
0.64
0.71
BND
US Total Bond Market
0.56
0.42
0.32
0.11
TLT
Long Term Treasuries
0.56
0.09
0.05
-0.10
BIL
US Cash
-0.21
-0.06
-0.06
-0.08
TIP
TIPS
0.58
0.43
0.38
0.16
LQD
Invest. Grade Bonds
0.58
0.58
0.49
0.26
HYG
High Yield Bonds
0.64
0.71
0.64
0.53
CWB
US Convertible Bonds
0.71
0.73
0.67
0.62
BNDX
International Bonds
0.48
0.42
0.31
0.21
EMB
Emerg. Market Bonds
0.72
0.71
0.63
0.60
GLD
Gold
0.27
0.21
0.20
0.21
DBC
Commodities
0.42
0.57
0.49
0.35

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES MSCI SINGAPORE ETF (EWS) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 1997 - 29 February 2024 (~27 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-60.07% Nov 2007 Feb 2009 16 Dec 2010 22 38 29.14
-32.07% May 2018 Mar 2020 23 in progress 47 70 15.82
-29.26% Aug 2014 Jan 2016 18 Oct 2017 21 39 15.05
-23.50% Aug 2011 Sep 2011 2 Dec 2012 15 17 11.78
-12.53% May 2013 Aug 2013 4 Jul 2014 11 15 6.52
-7.82% May 2006 May 2006 1 Oct 2006 5 6 4.39
-6.17% Mar 2004 May 2004 3 Aug 2004 3 6 3.67
-5.78% Jan 2011 Feb 2011 2 Apr 2011 2 4 2.67
-5.55% Aug 2005 Oct 2005 3 Dec 2005 2 5 3.04
-3.63% May 2011 Jun 2011 2 Jul 2011 1 3 2.01
-3.09% Feb 2018 Mar 2018 2 Apr 2018 1 3 2.16
-2.85% Jun 2007 Aug 2007 3 Sep 2007 1 4 1.39
-1.23% Mar 2005 Mar 2005 1 May 2005 2 3 0.70
-0.80% Feb 2013 Feb 2013 1 Mar 2013 1 2 0.46
-0.26% Feb 2007 Feb 2007 1 Mar 2007 1 2 0.15
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 38 6.3 Months 15.77%
 
DD = 0% 15.77%
 
0% < DD <= -5% 44 5.5 Months 18.26%
 
DD <= -5% 34.02%
 
-5% < DD <= -10% 46 5.2 Months 19.09%
 
DD <= -10% 53.11%
 
-10% < DD <= -15% 35 6.9 Months 14.52%
 
DD <= -15% 67.63%
 
-15% < DD <= -20% 34 7.1 Months 14.11%
 
DD <= -20% 81.74%
 
-20% < DD <= -25% 19 12.7 Months 7.88%
 
DD <= -25% 89.63%
 
-25% < DD <= -30% 14 17.2 Months 5.81%
 
DD <= -30% 95.44%
 
-30% < DD <= -35% 1 241.0 Months 0.41%
 
DD <= -35% 95.85%
 
-35% < DD <= -40% 3 80.3 Months 1.24%
 
DD <= -40% 97.10%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 97.10%
 
-45% < DD <= -50% 1 241.0 Months 0.41%
 
DD <= -50% 97.51%
 
-50% < DD <= -55% 3 80.3 Months 1.24%
 
DD <= -55% 98.76%
 
-55% < DD <= -60% 2 120.5 Months 0.83%
 
DD <= -60% 99.59%
 
-60% < DD <= -65% 1 241.0 Months 0.41%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-60.73% Nov 2007 Feb 2009 16 Jul 2011 29 45 28.30
-37.41% May 2018 Sep 2022 53 in progress 17 70 23.17
-29.30% Aug 2014 Jan 2016 18 Nov 2017 22 40 15.51
-23.91% Aug 2011 Sep 2011 2 Mar 2013 18 20 11.65
-13.36% May 2013 Jan 2014 9 Jul 2014 6 15 7.31
-8.09% May 2006 May 2006 1 Oct 2006 5 6 4.93
-7.54% Aug 2005 Oct 2005 3 Jan 2006 3 6 3.94
-6.92% Mar 2004 May 2004 3 Sep 2004 4 7 3.97
-3.37% Feb 2018 Mar 2018 2 Apr 2018 1 3 2.35
-3.28% Jun 2007 Aug 2007 3 Sep 2007 1 4 1.65
-1.59% Feb 2005 Mar 2005 2 Jun 2005 3 5 0.86
-0.64% Feb 2007 Feb 2007 1 Mar 2007 1 2 0.37
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 29 8.3 Months 12.03%
 
DD = 0% 12.03%
 
0% < DD <= -5% 39 6.2 Months 16.18%
 
DD <= -5% 28.22%
 
-5% < DD <= -10% 45 5.4 Months 18.67%
 
DD <= -10% 46.89%
 
-10% < DD <= -15% 29 8.3 Months 12.03%
 
DD <= -15% 58.92%
 
-15% < DD <= -20% 26 9.3 Months 10.79%
 
DD <= -20% 69.71%
 
-20% < DD <= -25% 23 10.5 Months 9.54%
 
DD <= -25% 79.25%
 
-25% < DD <= -30% 19 12.7 Months 7.88%
 
DD <= -30% 87.14%
 
-30% < DD <= -35% 17 14.2 Months 7.05%
 
DD <= -35% 94.19%
 
-35% < DD <= -40% 7 34.4 Months 2.90%
 
DD <= -40% 97.10%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 97.10%
 
-45% < DD <= -50% 1 241.0 Months 0.41%
 
DD <= -50% 97.51%
 
-50% < DD <= -55% 2 120.5 Months 0.83%
 
DD <= -55% 98.34%
 
-55% < DD <= -60% 3 80.3 Months 1.24%
 
DD <= -60% 99.59%
 
-60% < DD <= -65% 1 241.0 Months 0.41%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-73.77% Feb 1997 Aug 1998 19 Oct 2006 98 117 42.73
-60.07% Nov 2007 Feb 2009 16 Dec 2010 22 38 29.14
-32.07% May 2018 Mar 2020 23 in progress 47 70 15.82
-29.26% Aug 2014 Jan 2016 18 Oct 2017 21 39 15.05
-23.50% Aug 2011 Sep 2011 2 Dec 2012 15 17 11.78
-12.53% May 2013 Aug 2013 4 Jul 2014 11 15 6.52
-5.78% Jan 2011 Feb 2011 2 Apr 2011 2 4 2.67
-3.63% May 2011 Jun 2011 2 Jul 2011 1 3 2.01
-3.09% Feb 2018 Mar 2018 2 Apr 2018 1 3 2.16
-2.85% Jun 2007 Aug 2007 3 Sep 2007 1 4 1.39
-0.80% Feb 2013 Feb 2013 1 Mar 2013 1 2 0.46
-0.26% Feb 2007 Feb 2007 1 Mar 2007 1 2 0.15
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 24 13.6 Months 7.34%
 
DD = 0% 7.34%
 
0% < DD <= -5% 34 9.6 Months 10.40%
 
DD <= -5% 17.74%
 
-5% < DD <= -10% 44 7.4 Months 13.46%
 
DD <= -10% 31.19%
 
-10% < DD <= -15% 46 7.1 Months 14.07%
 
DD <= -15% 45.26%
 
-15% < DD <= -20% 34 9.6 Months 10.40%
 
DD <= -20% 55.66%
 
-20% < DD <= -25% 25 13.1 Months 7.65%
 
DD <= -25% 63.30%
 
-25% < DD <= -30% 25 13.1 Months 7.65%
 
DD <= -30% 70.95%
 
-30% < DD <= -35% 8 40.9 Months 2.45%
 
DD <= -35% 73.39%
 
-35% < DD <= -40% 16 20.4 Months 4.89%
 
DD <= -40% 78.29%
 
-40% < DD <= -45% 17 19.2 Months 5.20%
 
DD <= -45% 83.49%
 
-45% < DD <= -50% 9 36.3 Months 2.75%
 
DD <= -50% 86.24%
 
-50% < DD <= -55% 21 15.6 Months 6.42%
 
DD <= -55% 92.66%
 
-55% < DD <= -60% 11 29.7 Months 3.36%
 
DD <= -60% 96.02%
 
-60% < DD <= -65% 11 29.7 Months 3.36%
 
DD <= -65% 99.39%
 
-65% < DD <= -70% 1 327.0 Months 0.31%
 
DD <= -70% 99.69%
 
-70% < DD <= -100% 1 327.0 Months 0.31%
 
DD <= -100% 100.00%
 
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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-74.41% Feb 1997 Aug 1998 19 Apr 2007 104 123 46.93
-60.73% Nov 2007 Feb 2009 16 Jul 2011 29 45 28.30
-37.41% May 2018 Sep 2022 53 in progress 17 70 23.17
-29.30% Aug 2014 Jan 2016 18 Nov 2017 22 40 15.51
-23.91% Aug 2011 Sep 2011 2 Mar 2013 18 20 11.65
-13.36% May 2013 Jan 2014 9 Jul 2014 6 15 7.31
-3.37% Feb 2018 Mar 2018 2 Apr 2018 1 3 2.35
-3.28% Jun 2007 Aug 2007 3 Sep 2007 1 4 1.65
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 14 23.4 Months 4.28%
 
DD = 0% 4.28%
 
0% < DD <= -5% 26 12.6 Months 7.95%
 
DD <= -5% 12.23%
 
-5% < DD <= -10% 42 7.8 Months 12.84%
 
DD <= -10% 25.08%
 
-10% < DD <= -15% 35 9.3 Months 10.70%
 
DD <= -15% 35.78%
 
-15% < DD <= -20% 27 12.1 Months 8.26%
 
DD <= -20% 44.04%
 
-20% < DD <= -25% 23 14.2 Months 7.03%
 
DD <= -25% 51.07%
 
-25% < DD <= -30% 27 12.1 Months 8.26%
 
DD <= -30% 59.33%
 
-30% < DD <= -35% 23 14.2 Months 7.03%
 
DD <= -35% 66.36%
 
-35% < DD <= -40% 20 16.4 Months 6.12%
 
DD <= -40% 72.48%
 
-40% < DD <= -45% 17 19.2 Months 5.20%
 
DD <= -45% 77.68%
 
-45% < DD <= -50% 17 19.2 Months 5.20%
 
DD <= -50% 82.87%
 
-50% < DD <= -55% 17 19.2 Months 5.20%
 
DD <= -55% 88.07%
 
-55% < DD <= -60% 19 17.2 Months 5.81%
 
DD <= -60% 93.88%
 
-60% < DD <= -65% 10 32.7 Months 3.06%
 
DD <= -65% 96.94%
 
-65% < DD <= -70% 9 36.3 Months 2.75%
 
DD <= -70% 99.69%
 
-70% < DD <= -100% 1 327.0 Months 0.31%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES MSCI SINGAPORE ETF (EWS) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 1997 - 29 February 2024 (~27 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -53.12 11/2007
10/2008
0.46$ -13.66 0.86$ 6.43 1.06$ 29.70 1.29$ 97.65 03/2009
02/2010
1.97$ -0.64 37.55%
2Y -26.68 03/2007
02/2009
0.53$ -7.38 0.85$ 3.16 1.06$ 23.05 1.51$ 55.60 03/2009
02/2011
2.42$ -3.62 35.48%
3Y -8.91 03/2006
02/2009
0.75$ -3.44 0.90$ 4.00 1.12$ 11.73 1.39$ 36.20 11/2004
10/2007
2.52$ -2.16 29.76%
5Y -3.76 05/2015
04/2020
0.82$ -1.03 0.94$ 3.26 1.17$ 13.03 1.84$ 21.51 03/2009
02/2014
2.64$ -1.03 22.65%
7Y -2.89 04/2013
03/2020
0.81$ 1.23 1.08$ 3.55 1.27$ 11.01 2.07$ 17.32 05/2004
04/2011
3.05$ 1.06 6.37%
10Y -0.55 11/2013
10/2023
0.94$ 0.68 1.06$ 3.62 1.42$ 9.74 2.53$ 12.74 06/2004
05/2014
3.31$ 0.57 4.13%
15Y 0.03 11/2007
10/2022
1.00$ 1.60 1.26$ 5.36 2.18$ 7.63 3.01$ 8.93 05/2004
04/2019
3.60$ 7.11 0.00%
20Y 5.67 03/2004
02/2024
3.01$ 5.67 3.01$ 5.67 3.01$ 5.67 3.01$ 5.67 03/2004
02/2024
3.01$ 5.67 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -54.81 11/2007
10/2008
0.45$ -16.45 0.83$ 3.49 1.03$ 27.31 1.27$ 93.49 03/2009
02/2010
1.93$ -3.26 41.92%
2Y -28.15 03/2007
02/2009
0.51$ -9.56 0.81$ 0.55 1.01$ 19.05 1.41$ 52.35 03/2009
02/2011
2.32$ -7.61 46.54%
3Y -11.33 11/2019
10/2022
0.69$ -5.92 0.83$ 1.68 1.05$ 9.42 1.31$ 32.33 03/2009
02/2012
2.31$ -7.28 42.93%
5Y -7.10 11/2017
10/2022
0.69$ -3.43 0.84$ 1.56 1.08$ 10.43 1.64$ 19.06 03/2009
02/2014
2.39$ -4.93 33.15%
7Y -4.34 04/2013
03/2020
0.73$ -1.29 0.91$ 1.84 1.13$ 8.88 1.81$ 14.36 05/2004
04/2011
2.55$ -2.33 28.66%
10Y -3.24 11/2013
10/2023
0.71$ -1.89 0.82$ 1.76 1.19$ 7.55 2.07$ 10.18 06/2004
05/2014
2.63$ -2.15 28.93%
15Y -2.30 11/2007
10/2022
0.70$ -0.75 0.89$ 3.36 1.64$ 5.52 2.24$ 6.71 05/2004
04/2019
2.64$ 4.46 22.95%
20Y 3.03 03/2004
02/2024
1.81$ 3.03 1.81$ 3.03 1.81$ 3.03 1.81$ 3.03 03/2004
02/2024
1.81$ 3.03 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -62.92 09/1997
08/1998
0.37$ -19.10 0.80$ 4.42 1.04$ 31.79 1.31$ 155.37 09/1998
08/1999
2.55$ -0.64 42.22%
2Y -29.38 02/1997
01/1999
0.49$ -10.09 0.80$ 3.49 1.07$ 24.07 1.53$ 59.17 09/1998
08/2000
2.53$ -3.62 37.95%
3Y -20.67 01/2000
12/2002
0.49$ -5.10 0.85$ 3.77 1.11$ 19.39 1.70$ 36.20 11/2004
10/2007
2.52$ -2.16 34.02%
5Y -14.05 01/1997
12/2001
0.46$ -1.86 0.91$ 3.69 1.19$ 14.54 1.97$ 31.21 11/2002
10/2007
3.88$ -1.03 25.09%
7Y -7.42 01/1997
12/2003
0.58$ 1.35 1.09$ 4.61 1.37$ 14.63 2.60$ 20.66 05/2003
04/2010
3.72$ 1.06 8.23%
10Y -0.55 11/2013
10/2023
0.94$ 1.53 1.16$ 5.85 1.76$ 12.85 3.34$ 17.54 04/2003
03/2013
5.03$ 0.57 2.42%
15Y 0.03 11/2007
10/2022
1.00$ 3.29 1.62$ 7.21 2.84$ 9.43 3.86$ 13.08 09/1998
08/2013
6.32$ 7.11 0.00%
20Y 2.29 01/1997
12/2016
1.57$ 4.85 2.57$ 6.65 3.62$ 7.86 4.54$ 10.45 09/1998
08/2018
7.30$ 5.67 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -63.51 09/1997
08/1998
0.36$ -21.83 0.78$ 2.32 1.02$ 28.40 1.28$ 149.71 09/1998
08/1999
2.49$ -3.26 46.35%
2Y -30.53 02/1997
01/1999
0.48$ -12.11 0.77$ 1.07 1.02$ 20.56 1.45$ 54.83 09/1998
08/2000
2.39$ -7.61 46.20%
3Y -22.61 01/2000
12/2002
0.46$ -7.12 0.80$ 1.50 1.04$ 16.43 1.57$ 32.33 03/2009
02/2012
2.31$ -7.28 45.36%
5Y -15.91 01/1997
12/2001
0.42$ -4.47 0.79$ 1.85 1.09$ 12.01 1.76$ 27.50 11/2002
10/2007
3.36$ -4.93 34.08%
7Y -9.42 01/1997
12/2003
0.50$ -1.26 0.91$ 2.57 1.19$ 11.54 2.14$ 17.75 05/2003
04/2010
3.13$ -2.33 23.46%
10Y -3.24 11/2013
10/2023
0.71$ -0.43 0.95$ 3.64 1.42$ 10.18 2.63$ 14.82 04/2003
03/2013
3.98$ -2.15 17.87%
15Y -2.30 11/2007
10/2022
0.70$ 1.02 1.16$ 4.83 2.03$ 7.22 2.84$ 10.43 09/1998
08/2013
4.42$ 4.46 10.20%
20Y 0.15 01/1997
12/2016
1.03$ 2.76 1.72$ 4.23 2.29$ 5.58 2.96$ 8.09 09/1998
08/2018
4.74$ 3.03 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI Singapore ETF (EWS) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares MSCI Singapore ETF (EWS) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.70
40%
-1.62
40%
-2.05
60%
1.75
80%
-3.59
20%
1.67
60%
2.49
60%
-3.04
20%
-1.73
20%
0.60
60%
4.76
60%
2.44
60%
Best 8.0
2023
2.5
2021
6.1
2021
6.7
2020
0.6
2021
10.2
2019
8.4
2023
2.3
2020
1.6
2019
5.6
2021
17.3
2020
7.2
2023
Worst -5.2
2024
-5.9
2023
-20.5
2020
-6.3
2022
-9.1
2019
-5.9
2022
-2.1
2019
-7.4
2023
-5.8
2022
-4.5
2023
-6.5
2021
-1.1
2022
Monthly Seasonality over the period Feb 1997 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.74
50%
-0.53
50%
0.68
60%
2.51
90%
-2.82
30%
0.45
50%
1.97
70%
-3.40
10%
-1.38
30%
0.33
50%
2.77
70%
0.85
50%
Best 9.2
2017
3.3
2016
12.0
2016
6.9
2015
3.1
2017
10.2
2019
8.4
2023
2.3
2020
2.5
2016
9.3
2015
17.3
2020
7.2
2023
Worst -8.7
2016
-5.9
2023
-20.5
2020
-6.3
2022
-9.1
2019
-7.4
2018
-4.2
2015
-12.1
2015
-5.8
2022
-8.4
2018
-6.5
2021
-2.2
2016
Monthly Seasonality over the period Feb 1997 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.05
50%
-0.74
43%
0.82
65%
3.26
81%
-1.63
37%
0.74
52%
2.31
68%
-3.68
26%
-0.75
52%
1.73
62%
1.69
58%
1.98
63%
Best 14.3
2012
14.6
1998
12.0
2016
27.1
1999
27.3
2009
16.0
1999
16.7
2009
5.6
2000
17.6
1998
40.0
1998
17.3
2020
12.1
2001
Worst -12.2
2000
-11.0
2009
-20.5
2020
-9.8
1998
-18.8
1998
-13.4
1998
-6.8
2002
-27.0
1998
-20.8
2001
-27.8
2008
-8.6
2007
-10.0
1997
Monthly Seasonality over the period Feb 1997 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares MSCI Singapore ETF (EWS) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES MSCI SINGAPORE ETF (EWS) ETF
Monthly Returns Distribution
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 1997 - 29 February 2024 (~27 years)
133 Positive Months (55%) - 107 Negative Months (45%)
180 Positive Months (55%) - 146 Negative Months (45%)
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(Scroll down to see all data)
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