iShares US Energy ETF (IYE)
49.75
+0.67
(+1.37%)
USD |
NYSEARCA |
May 17, 16:00
49.74
-0.02
(-0.03%)
Pre-Market: 20:00
IYE Max Drawdown (5Y): 68.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.61% |
March 31, 2024 | 68.61% |
February 29, 2024 | 68.61% |
January 31, 2024 | 68.61% |
December 31, 2023 | 68.61% |
November 30, 2023 | 68.61% |
October 31, 2023 | 68.61% |
September 30, 2023 | 68.61% |
August 31, 2023 | 68.61% |
July 31, 2023 | 68.61% |
June 30, 2023 | 68.61% |
May 31, 2023 | 68.61% |
April 30, 2023 | 68.61% |
March 31, 2023 | 68.61% |
February 28, 2023 | 68.61% |
January 31, 2023 | 68.61% |
December 31, 2022 | 68.61% |
November 30, 2022 | 68.61% |
October 31, 2022 | 68.61% |
September 30, 2022 | 68.61% |
August 31, 2022 | 68.61% |
July 31, 2022 | 68.61% |
June 30, 2022 | 68.61% |
May 31, 2022 | 68.61% |
April 30, 2022 | 68.61% |
Date | Value |
---|---|
March 31, 2022 | 68.61% |
February 28, 2022 | 68.61% |
January 31, 2022 | 68.61% |
December 31, 2021 | 68.61% |
November 30, 2021 | 68.61% |
October 31, 2021 | 68.61% |
September 30, 2021 | 68.61% |
August 31, 2021 | 68.61% |
July 31, 2021 | 68.61% |
June 30, 2021 | 68.61% |
May 31, 2021 | 68.61% |
April 30, 2021 | 68.61% |
March 31, 2021 | 68.61% |
February 28, 2021 | 68.61% |
January 31, 2021 | 68.61% |
December 31, 2020 | 68.61% |
November 30, 2020 | 68.61% |
October 31, 2020 | 68.61% |
September 30, 2020 | 68.61% |
August 31, 2020 | 68.61% |
July 31, 2020 | 68.61% |
June 30, 2020 | 68.61% |
May 31, 2020 | 68.61% |
April 30, 2020 | 68.61% |
March 31, 2020 | 68.61% |
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
47.41%
Minimum
May 2019
68.61%
Maximum
Mar 2020
65.07%
Average
68.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard Energy ETF | 69.31% |
Energy Select Sector SPDR® ETF | 66.81% |
Fidelity MSCI Energy ETF | 72.83% |
iShares Global Energy ETF | 64.18% |
iShares MSCI Global Energy Producers ETF | 63.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.122 |
Beta (5Y) | 1.321 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9222 |
Beta (vs YCharts Benchmark) (5Y) | 0.9765 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.69% |
Historical Sharpe Ratio (5Y) | 0.2383 |
Historical Sortino (5Y) | 0.299 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.98% |