iShares Expanded Tech-Software Sect ETF (IGV)
84.27
+0.48
(+0.57%)
USD |
BATS |
May 17, 16:00
84.22
-0.05
(-0.06%)
Pre-Market: 20:00
IGV Max Drawdown (5Y): 45.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.85% |
March 31, 2024 | 45.85% |
February 29, 2024 | 45.85% |
January 31, 2024 | 45.85% |
December 31, 2023 | 45.85% |
November 30, 2023 | 45.85% |
October 31, 2023 | 45.85% |
September 30, 2023 | 45.85% |
August 31, 2023 | 45.85% |
July 31, 2023 | 45.85% |
June 30, 2023 | 45.85% |
May 31, 2023 | 45.85% |
April 30, 2023 | 45.85% |
March 31, 2023 | 45.85% |
February 28, 2023 | 45.85% |
January 31, 2023 | 45.85% |
December 31, 2022 | 45.85% |
November 30, 2022 | 45.85% |
October 31, 2022 | 45.79% |
September 30, 2022 | 43.98% |
August 31, 2022 | 42.39% |
July 31, 2022 | 42.39% |
June 30, 2022 | 42.39% |
May 31, 2022 | 40.82% |
April 30, 2022 | 32.84% |
Date | Value |
---|---|
March 31, 2022 | 32.30% |
February 28, 2022 | 30.30% |
January 31, 2022 | 30.30% |
December 31, 2021 | 30.30% |
November 30, 2021 | 30.30% |
October 31, 2021 | 30.30% |
September 30, 2021 | 30.30% |
August 31, 2021 | 30.30% |
July 31, 2021 | 30.30% |
June 30, 2021 | 30.30% |
May 31, 2021 | 30.30% |
April 30, 2021 | 30.30% |
March 31, 2021 | 30.30% |
February 28, 2021 | 30.30% |
January 31, 2021 | 30.30% |
December 31, 2020 | 30.30% |
November 30, 2020 | 30.30% |
October 31, 2020 | 30.30% |
September 30, 2020 | 30.30% |
August 31, 2020 | 30.30% |
July 31, 2020 | 30.30% |
June 30, 2020 | 30.30% |
May 31, 2020 | 30.30% |
April 30, 2020 | 30.30% |
March 31, 2020 | 30.30% |
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
22.44%
Minimum
May 2019
45.85%
Maximum
Nov 2022
35.00%
Average
30.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.403 |
Beta (5Y) | 1.058 |
Alpha (vs YCharts Benchmark) (5Y) | -8.338 |
Beta (vs YCharts Benchmark) (5Y) | 0.9344 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.83% |
Historical Sharpe Ratio (5Y) | 0.3988 |
Historical Sortino (5Y) | 0.5822 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.59% |