iShares International Dividend Gr ETF (IGRO)
68.70
+0.35
(+0.51%)
USD |
BATS |
May 17, 16:00
IGRO Max Drawdown (5Y): 36.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.25% |
March 31, 2024 | 36.25% |
February 29, 2024 | 36.25% |
January 31, 2024 | 36.25% |
December 31, 2023 | 36.25% |
November 30, 2023 | 36.25% |
October 31, 2023 | 36.25% |
September 30, 2023 | 36.25% |
August 31, 2023 | 36.25% |
July 31, 2023 | 36.25% |
June 30, 2023 | 36.25% |
May 31, 2023 | 36.25% |
April 30, 2023 | 36.25% |
March 31, 2023 | 36.25% |
February 28, 2023 | 36.25% |
January 31, 2023 | 36.25% |
December 31, 2022 | 36.25% |
November 30, 2022 | 36.25% |
October 31, 2022 | 36.25% |
September 30, 2022 | 36.25% |
August 31, 2022 | 36.25% |
July 31, 2022 | 36.25% |
June 30, 2022 | 36.25% |
May 31, 2022 | 36.25% |
April 30, 2022 | 36.25% |
Date | Value |
---|---|
March 31, 2022 | 36.25% |
February 28, 2022 | 36.25% |
January 31, 2022 | 36.25% |
December 31, 2021 | 36.25% |
November 30, 2021 | 36.25% |
October 31, 2021 | 36.25% |
September 30, 2021 | 36.25% |
August 31, 2021 | 36.25% |
July 31, 2021 | 36.25% |
June 30, 2021 | 36.25% |
May 31, 2021 | 36.25% |
April 30, 2021 | 36.25% |
March 31, 2021 | 36.25% |
February 28, 2021 | 36.25% |
January 31, 2021 | 36.25% |
December 31, 2020 | 36.25% |
November 30, 2020 | 36.25% |
October 31, 2020 | 36.25% |
September 30, 2020 | 36.25% |
August 31, 2020 | 36.25% |
July 31, 2020 | 36.25% |
June 30, 2020 | 36.25% |
May 31, 2020 | 36.25% |
April 30, 2020 | 36.25% |
March 31, 2020 | 36.25% |
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
19.99%
Minimum
May 2019
36.25%
Maximum
Mar 2020
33.54%
Average
36.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.076 |
Beta (5Y) | 0.9879 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5715 |
Beta (vs YCharts Benchmark) (5Y) | 0.9886 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.03% |
Historical Sharpe Ratio (5Y) | 0.2116 |
Historical Sortino (5Y) | 0.2381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.69% |