iShares MSCI Global Energy Producers ETF (FILL)
27.35
+0.31
(+1.15%)
USD |
NYSEARCA |
May 17, 16:00
27.27
-0.08
(-0.29%)
After-Hours: 20:00
FILL Max Drawdown (5Y): 63.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.43% |
March 31, 2024 | 63.43% |
February 29, 2024 | 63.43% |
January 31, 2024 | 63.43% |
December 31, 2023 | 63.43% |
November 30, 2023 | 63.43% |
October 31, 2023 | 63.43% |
September 30, 2023 | 63.43% |
August 31, 2023 | 63.43% |
July 31, 2023 | 63.43% |
June 30, 2023 | 63.43% |
May 31, 2023 | 63.43% |
April 30, 2023 | 63.43% |
March 31, 2023 | 63.43% |
February 28, 2023 | 63.43% |
January 31, 2023 | 63.43% |
December 31, 2022 | 63.43% |
November 30, 2022 | 63.43% |
October 31, 2022 | 63.43% |
September 30, 2022 | 63.43% |
August 31, 2022 | 63.43% |
July 31, 2022 | 63.43% |
June 30, 2022 | 63.43% |
May 31, 2022 | 63.43% |
April 30, 2022 | 63.43% |
Date | Value |
---|---|
March 31, 2022 | 63.43% |
February 28, 2022 | 63.43% |
January 31, 2022 | 63.43% |
December 31, 2021 | 63.43% |
November 30, 2021 | 63.43% |
October 31, 2021 | 63.43% |
September 30, 2021 | 63.43% |
August 31, 2021 | 63.43% |
July 31, 2021 | 63.43% |
June 30, 2021 | 63.43% |
May 31, 2021 | 63.43% |
April 30, 2021 | 63.43% |
March 31, 2021 | 63.43% |
February 28, 2021 | 63.43% |
January 31, 2021 | 63.43% |
December 31, 2020 | 63.43% |
November 30, 2020 | 63.43% |
October 31, 2020 | 63.43% |
September 30, 2020 | 63.43% |
August 31, 2020 | 63.43% |
July 31, 2020 | 63.43% |
June 30, 2020 | 63.43% |
May 31, 2020 | 63.43% |
April 30, 2020 | 63.43% |
March 31, 2020 | 63.43% |
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
48.84%
Minimum
May 2019
63.43%
Maximum
Mar 2020
61.00%
Average
63.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Strive U.S. Energy ETF | -- |
BlackRock Energy & Resources Trust | 67.21% |
Vanguard Energy ETF | 69.31% |
Energy Select Sector SPDR® ETF | 66.81% |
Fidelity MSCI Energy ETF | 72.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.421 |
Beta (5Y) | 1.094 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2843 |
Beta (vs YCharts Benchmark) (5Y) | 0.7946 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.04% |
Historical Sharpe Ratio (5Y) | 0.2354 |
Historical Sortino (5Y) | 0.284 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.52% |