iShares US Healthcare ETF (IYH)
60.60
-0.20
(-0.33%)
USD |
NYSEARCA |
May 24, 16:00
60.60
0.00 (0.00%)
After-Hours: 20:00
IYH Max Drawdown (5Y): 28.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 28.40% |
March 31, 2024 | 28.40% |
February 29, 2024 | 28.40% |
January 31, 2024 | 28.40% |
December 31, 2023 | 28.40% |
November 30, 2023 | 28.40% |
October 31, 2023 | 28.40% |
September 30, 2023 | 28.40% |
August 31, 2023 | 28.40% |
July 31, 2023 | 28.40% |
June 30, 2023 | 28.40% |
May 31, 2023 | 28.40% |
April 30, 2023 | 28.40% |
March 31, 2023 | 28.40% |
February 28, 2023 | 28.40% |
January 31, 2023 | 28.40% |
December 31, 2022 | 28.40% |
November 30, 2022 | 28.40% |
October 31, 2022 | 28.40% |
September 30, 2022 | 28.40% |
August 31, 2022 | 28.40% |
July 31, 2022 | 28.40% |
June 30, 2022 | 28.40% |
May 31, 2022 | 28.40% |
April 30, 2022 | 28.40% |
Date | Value |
---|---|
March 31, 2022 | 28.40% |
February 28, 2022 | 28.40% |
January 31, 2022 | 28.40% |
December 31, 2021 | 28.40% |
November 30, 2021 | 28.40% |
October 31, 2021 | 28.40% |
September 30, 2021 | 28.40% |
August 31, 2021 | 28.40% |
July 31, 2021 | 28.40% |
June 30, 2021 | 28.40% |
May 31, 2021 | 28.40% |
April 30, 2021 | 28.40% |
March 31, 2021 | 28.40% |
February 28, 2021 | 28.40% |
January 31, 2021 | 28.40% |
December 31, 2020 | 28.40% |
November 30, 2020 | 28.40% |
October 31, 2020 | 28.40% |
September 30, 2020 | 28.40% |
August 31, 2020 | 28.40% |
July 31, 2020 | 28.40% |
June 30, 2020 | 28.40% |
May 31, 2020 | 28.40% |
April 30, 2020 | 28.40% |
March 31, 2020 | 28.40% |
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
19.30%
Minimum
May 2019
28.40%
Maximum
Mar 2020
26.89%
Average
28.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Global Healthcare ETF | 27.35% |
Vanguard Health Care ETF | 28.86% |
Health Care Select Sector SPDR® ETF | 28.39% |
Fidelity MSCI Health Care ETF | 28.74% |
iShares US Pharmaceuticals ETF | 32.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.790 |
Beta (5Y) | 0.6931 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3853 |
Beta (vs YCharts Benchmark) (5Y) | 1.004 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.84% |
Historical Sharpe Ratio (5Y) | 0.5117 |
Historical Sortino (5Y) | 0.7434 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.92% |