Simulation Settings
Category: Stocks
Period: January 2010 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Consolidated Returns as of 30 November 2024
Currency:
USD
1.00$
Initial Capital
December 2014
December 2014
1.70$
Final Capital
November 2024
November 2024
5.43%
Yearly Return
24.86
Std Deviation
-45.01%
Max Drawdown
71months
Recovery Period
1.00$
Initial Capital
January 2010
January 2010
1.94$
Final Capital
November 2024
November 2024
4.55%
Yearly Return
24.28
Std Deviation
-56.53%
Max Drawdown
85months
Recovery Period
Live returns:
---
1 Day: ---
---
Month: ---
The iShares MSCI Peru ETF (EPU) ETF covers to the following investment themes:
- Asset Class: Equity
- Size: Multi Cap
- Style: Blend
- Region: Latin America
- Country: Peru
As of November 2024, over the analyzed timeframe, the iShares MSCI Peru ETF (EPU) ETF obtained a 4.55% compound annual return, with a 24.28% standard deviation. It suffered a maximum drawdown of -56.53% that required 85 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
Table of contents
The first official book of 
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
Set your goal
Use top metrics to evaluate
Join the passive investing strategy
Use top metrics to evaluate
Join the passive investing strategy
Exclusive new asset allocations in EUR and USD
Ready to invest smarter?
Create Your Winning Portfolio!
With data going back to 1871, optimize your investment strategy
Create Your Winning Portfolio!
With data going back to 1871, optimize your investment strategy
Investment Returns as of Nov 30, 2024
The iShares MSCI Peru ETF (EPU) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
ISHARES MSCI PERU ETF (EPU) ETF
1 January 2010 - 30 November 2024 (~15 years)
Live Update: December 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (11M) |
1M | 6M | 1Y | 5Y | 10Y |
MAX (~15Y) |
|||
| Investment Return | --- | --- | 27.03 | -2.16 | -0.41 | 45.60 | 8.36 | 5.43 | 4.55 | |||
| Returns over 1 year are annualized | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | ||||||||||||
In 2023, the iShares MSCI Peru ETF (EPU) ETF granted a 5.05% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Peru ETF (EPU) ETF: Dividend Yield page.
Capital Growth as of Nov 30, 2024
An investment of 1$, from December 2014 to November 2024,
would be worth 1.70$, with a total return of 69.66% (5.43% annualized).
The Inflation Adjusted Capital would be 1.27$, with a net total return of 27.06% (2.42% annualized).
The Inflation Adjusted Capital would be 1.27$, with a net total return of 27.06% (2.42% annualized).
Loading data
Please wait
An investment of 1$, from January 2010 to November 2024,
would be worth 1.94$, with a total return of 94.25% (4.55% annualized).
The Inflation Adjusted Capital would be 1.33$, with a net total return of 33.42% (1.95% annualized).
The Inflation Adjusted Capital would be 1.33$, with a net total return of 33.42% (1.95% annualized).
Loading data
Please wait
Investment Metrics as of Nov 30, 2024
Metrics of iShares MSCI Peru ETF (EPU) ETF, updated as of 30 November 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
ISHARES MSCI PERU ETF (EPU) ETF
Advanced Metrics
1 January 2010 - 30 November 2024 (~15 years)
Swipe left to see all data
| Metrics as of Nov 30, 2024 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
|
YTD
(11M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~15Y) |
|
| Investment Return (%) | 27.03 | -2.16 | 4.82 | -0.41 | 45.60 | 19.85 | 8.36 | 5.43 | 4.55 |
| Growth of 1$ | 1.27 | 0.98 | 1.05 | 1.00 | 1.46 | 1.72 | 1.49 | 1.70 | 1.94 |
| US Inflation (%) | 2.49 | 0.31 | 0.74 | 1.03 | 2.73 | 4.31 | 4.18 | 2.93 | 2.55 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | MAX | |||
| Deepest Drawdown Depth (%) | -2.16 | -6.04 | -31.60 | -37.71 | -45.01 | -56.53 | |||
| Start to Recovery (# months) | 1* | 4 | 21 | 14 | 71 | 85 | |||
| Start (yyyy mm) | 2024 06 | 2022 04 | 2020 01 | 2018 05 | 2011 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 3 | 23 | 61 | ||||
| Bottom (yyyy mm) | 2024 06 | 2022 09 | 2020 03 | 2020 03 | 2016 01 | ||||
| Bottom to End (# months) | 3 | 15 | 11 | 48 | 24 | ||||
| End (yyyy mm) | 2024 09 | 2023 12 | 2021 02 | 2024 03 | 2018 01 | ||||
| Longest Drawdown Depth (%) |
same |
same |
-31.60 |
same |
same |
||||
| Start to Recovery (# months) | 21 | ||||||||
| Start (yyyy mm) | 2024 06 | 2022 04 | 2022 04 | 2018 05 | 2011 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 6 | 23 | 61 | ||||
| Bottom (yyyy mm) | 2024 06 | 2022 09 | 2022 09 | 2020 03 | 2016 01 | ||||
| Bottom to End (# months) | 3 | 15 | 15 | 48 | 24 | ||||
| End (yyyy mm) | 2024 09 | 2023 12 | 2023 12 | 2024 03 | 2018 01 | ||||
| Longest negative period (# months) | 6* | 22 | 47 | 95 | 158 | ||||
| Start (yyyy mm) | 2024 06 | 2022 04 | 2019 12 | 2014 12 | 2011 01 | ||||
| End (yyyy mm) | 2024 11 | 2024 01 | 2023 10 | 2022 10 | 2024 02 | ||||
| Annualized Return (%) | -0.81 | -0.11 | -0.87 | -0.52 | -0.07 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
| Deepest Drawdown Depth (%) | -14.18 | -5.98 | -33.63 | -37.59 | -46.70 | -59.68 | |||
| Start to Recovery (# months) | 167* | 4 | 24 | 14 | 79* | 167* | |||
| Start (yyyy mm) | 2024 06 | 2022 04 | 2020 01 | 2018 05 | 2011 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 3 | 23 | 61 | ||||
| Bottom (yyyy mm) | 2024 06 | 2022 09 | 2020 03 | 2020 03 | 2016 01 | ||||
| Bottom to End (# months) | 3 | 18 | 11 | 56 | 106 | ||||
| End (yyyy mm) | 2024 09 | 2024 03 | 2021 02 | - | - | ||||
| Longest Drawdown Depth (%) |
same |
same |
-36.97 |
same |
same |
||||
| Start to Recovery (# months) | 37 | ||||||||
| Start (yyyy mm) | 2024 06 | 2022 04 | 2021 03 | 2018 05 | 2011 01 | ||||
| Start to Bottom (# months) | 1 | 6 | 19 | 23 | 61 | ||||
| Bottom (yyyy mm) | 2024 06 | 2022 09 | 2022 09 | 2020 03 | 2016 01 | ||||
| Bottom to End (# months) | 3 | 18 | 18 | 56 | 106 | ||||
| End (yyyy mm) | 2024 09 | 2024 03 | 2024 03 | - | - | ||||
| Longest negative period (# months) | 6* | 23 | 51 | 108 | 169* | ||||
| Start (yyyy mm) | 2024 06 | 2022 03 | 2019 12 | 2014 12 | 2010 11 | ||||
| End (yyyy mm) | 2024 11 | 2024 01 | 2024 02 | 2023 11 | 2024 11 | ||||
| Annualized Return (%) | -2.82 | -1.10 | -0.08 | -1.21 | -0.57 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Standard Deviation (%) | 19.83 | 24.17 | 27.56 | 24.86 | 24.28 | ||||
| Sharpe Ratio | 2.04 | 0.67 | 0.22 | 0.16 | 0.15 | ||||
| Sortino Ratio | 3.06 | 0.90 | 0.29 | 0.22 | 0.21 | ||||
| Ulcer Index | 2.57 | 13.90 | 16.53 | 19.20 | 23.10 | ||||
| Ratio: Return / Standard Deviation | 2.30 | 0.82 | 0.30 | 0.22 | 0.19 | ||||
| Ratio: Return / Deepest Drawdown | 7.56 | 0.63 | 0.22 | 0.12 | 0.08 | ||||
| Positive Months (%) | 66.66 | 58.33 | 55.00 | 52.50 | 53.63 | ||||
| Positive Months | 8 | 21 | 33 | 63 | 96 | ||||
| Negative Months | 4 | 15 | 27 | 57 | 83 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 5.43 | 5.74 | |||||||
| Worst 10 Years Return (%) - Annualized | -3.41 | ||||||||
| Best 10 Years Return (%) - Annualized | 2.42 | 2.78 | |||||||
| Worst 10 Years Return (%) - Annualized | -5.79 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | MAX | |
| ··· As of Nov 2024 - Over the previous 10Y | |||||||||
| Best Rolling Return (%) - Annualized | 80.49 | 26.98 | 14.36 | 5.43 | |||||
| Worst Rolling Return (%) - Annualized | -39.60 | -11.05 | -6.09 | ||||||
| Positive Periods (%) | 58.7 | 60.0 | 63.9 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 76.07 | 24.43 | 12.11 | 2.42 | |||||
| Worst Rolling Return (%) - Annualized | -40.51 | -13.37 | -9.57 | ||||||
| Positive Periods (%) | 49.5 | 48.2 | 40.9 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 11.10 | 18.34 | 24.71 | ||||||
| 95% CVaR - Conditional Value at Risk (%) | 14.08 | 23.50 | 32.00 | ||||||
| 99% VaR - Value at Risk (%) - Cumulative | 15.99 | 26.81 | 36.68 | ||||||
| 99% CVaR - Conditional Value at Risk (%) | 19.11 | 32.20 | 44.31 | ||||||
| Short term VaRs: analytical | |||||||||
| Safe Withdrawal Rate (%) | 76.90 | 25.96 | 14.44 | 9.53 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 2.03 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||
| ··· All available data (Jan 2010 - Nov 2024) | |||||||||
| Best Rolling Return (%) - Annualized | 80.49 | 26.98 | 14.36 | 5.74 | |||||
| Worst Rolling Return (%) - Annualized | -39.60 | -23.76 | -14.85 | -3.41 | |||||
| Positive Periods (%) | 52.3 | 52.0 | 57.4 | 43.3 | |||||
| Best Rolling Return (%) - Annualized | 76.07 | 24.43 | 12.11 | 2.78 | |||||
| Worst Rolling Return (%) - Annualized | -40.51 | -24.40 | -16.12 | -5.79 | |||||
| Positive Periods (%) | 45.8 | 40.9 | 37.5 | 26.6 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 10.91 | 18.11 | 24.52 | 29.77 | 39.88 | ||||
| 95% CVaR - Conditional Value at Risk (%) | 13.82 | 23.15 | 31.65 | 35.00 | 49.98 | ||||
| 99% VaR - Value at Risk (%) - Cumulative | 15.68 | 26.38 | 36.22 | 35.88 | 55.68 | ||||
| 99% CVaR - Conditional Value at Risk (%) | 18.72 | 31.64 | 43.66 | 39.60 | 55.68 | ||||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||
| Safe Withdrawal Rate (%) | 76.90 | 22.62 | 13.86 | 7.00 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||
- 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.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing
Correlations as of Nov 30, 2024
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the monthly correlations of iShares MSCI Peru ETF (EPU) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES MSCI PERU ETF (EPU) ETF
Monthly correlations as of 30 November 2024
Swipe left to see all data
| Correlation vs EPU | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | |
|
VTI
|
US Total Stock Market | 0.16 | 0.66 | 0.58 | - |
|
SPY
|
US Large Cap Blend | 0.12 | 0.64 | 0.57 | - |
|
IJH
|
US Mid Cap Blend | 0.45 | 0.71 | 0.61 | - |
|
IJR
|
US Small Cap Blend | 0.42 | 0.69 | 0.57 | - |
|
VNQ
|
US REITs | 0.32 | 0.58 | 0.44 | - |
|
QQQ
|
US Technology | 0.03 | 0.50 | 0.44 | - |
|
PFF
|
US Preferred Stocks | 0.22 | 0.56 | 0.45 | - |
|
EFA
|
EAFE Stocks | 0.58 | 0.74 | 0.68 | - |
|
VT
|
World All Countries | 0.36 | 0.73 | 0.67 | - |
|
EEM
|
Emerging Markets | 0.52 | 0.73 | 0.73 | - |
|
BND
|
US Total Bond Market | 0.31 | 0.35 | 0.26 | - |
|
TLT
|
US Long Term Treasuries | 0.36 | 0.10 | 0.01 | - |
|
BIL
|
US Cash | 0.26 | 0.07 | 0.06 | - |
|
TIP
|
US TIPS | 0.32 | 0.36 | 0.31 | - |
|
LQD
|
US Invest. Grade Bonds | 0.37 | 0.50 | 0.43 | - |
|
HYG
|
US High Yield Bonds | 0.39 | 0.64 | 0.61 | - |
|
CWB
|
US Convertible Bonds | 0.30 | 0.64 | 0.59 | - |
|
BNDX
|
International Bonds | 0.38 | 0.35 | 0.24 | - |
|
EMB
|
Emerg. Market Bonds | 0.52 | 0.66 | 0.60 | - |
|
GLD
|
Gold | 0.51 | 0.38 | 0.35 | - |
|
DBC
|
Commodities | 0.09 | 0.58 | 0.56 | - |
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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 PERU ETF (EPU) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 December 2014 - 30 November 2024 (10 Years)
1 January 2010 - 30 November 2024 (~15 years)
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Loading data
Please wait
Rolling Returns
For a detailed rolling return analysis, click here
iShares MSCI Peru ETF (EPU) ETF: Rolling Returns
iShares MSCI Peru ETF (EPU) ETF: Rolling Returns
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 PERU ETF (EPU) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 December 2014 - 30 November 2024 (10 Years)
1 January 2010 - 30 November 2024 (~15 years)
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
Loading data
Please wait
The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in iShares MSCI Peru ETF (EPU) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 2010 to November 2024.
Swipe left to see all data
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
Swipe left to see all data
Loading data
Please wait
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares MSCI Peru ETF (EPU) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES MSCI PERU ETF (EPU) ETF
Monthly Returns Distribution
1 December 2014 - 30 November 2024 (10 Years)
1 January 2010 - 30 November 2024 (~15 years)
63 Positive Months (53%) - 57 Negative Months (48%)
96 Positive Months (54%) - 83 Negative Months (46%)
Loading data
Please wait
Loading data
Please wait
Swipe left to see all data
(Scroll down to see all data)
Loading data
Please wait
The first official book of
Build wealth
with Lazy Portfolios and Passive Investing
with Lazy Portfolios and Passive Investing