iShares Select Dividend ETF (DVY)
123.51
-0.96
(-0.77%)
USD |
NASDAQ |
Jun 03, 16:00
123.51
0.00 (0.00%)
After-Hours: 16:47
DVY Max Drawdown (5Y): 41.59% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 41.59% |
April 30, 2024 | 41.59% |
March 31, 2024 | 41.59% |
February 29, 2024 | 41.59% |
January 31, 2024 | 41.59% |
December 31, 2023 | 41.59% |
November 30, 2023 | 41.59% |
October 31, 2023 | 41.59% |
September 30, 2023 | 41.59% |
August 31, 2023 | 41.59% |
July 31, 2023 | 41.59% |
June 30, 2023 | 41.59% |
May 31, 2023 | 41.59% |
April 30, 2023 | 41.59% |
March 31, 2023 | 41.59% |
February 28, 2023 | 41.59% |
January 31, 2023 | 41.59% |
December 31, 2022 | 41.59% |
November 30, 2022 | 41.59% |
October 31, 2022 | 41.59% |
September 30, 2022 | 41.59% |
August 31, 2022 | 41.59% |
July 31, 2022 | 41.59% |
June 30, 2022 | 41.59% |
May 31, 2022 | 41.59% |
Date | Value |
---|---|
April 30, 2022 | 41.59% |
March 31, 2022 | 41.59% |
February 28, 2022 | 41.59% |
January 31, 2022 | 41.59% |
December 31, 2021 | 41.59% |
November 30, 2021 | 41.59% |
October 31, 2021 | 41.59% |
September 30, 2021 | 41.59% |
August 31, 2021 | 41.59% |
July 31, 2021 | 41.59% |
June 30, 2021 | 41.59% |
May 31, 2021 | 41.59% |
April 30, 2021 | 41.59% |
March 31, 2021 | 41.59% |
February 28, 2021 | 41.59% |
January 31, 2021 | 41.59% |
December 31, 2020 | 41.59% |
November 30, 2020 | 41.59% |
October 31, 2020 | 41.59% |
September 30, 2020 | 41.59% |
August 31, 2020 | 41.59% |
July 31, 2020 | 41.59% |
June 30, 2020 | 41.59% |
May 31, 2020 | 41.59% |
April 30, 2020 | 41.59% |
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
15.32%
Minimum
Jun 2019
41.59%
Maximum
Mar 2020
37.65%
Average
41.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.316 |
Beta (5Y) | 0.882 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8644 |
Beta (vs YCharts Benchmark) (5Y) | 0.9997 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.76% |
Historical Sharpe Ratio (5Y) | 0.3742 |
Historical Sortino (5Y) | 0.4007 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.76% |