Pyth - 16 bytes

Uses quotes for the shade since N is preinitialized to that.

*N4VQ+d`();"/__\

Try it online here.

* 4            String repetition 4x, implicit print
 N             Preinitialized to Quote
VQ             For N in range(Q)
 +             String concat
  d            Space
   `()         Repr of empty tuple
;              Close for loop
"/__\          Implicitly print string, implicit close quote

Sample for 5:

""""
 ()
 ()
 ()
 ()
 ()
/__\