iShares Global Materials ETF (MXI)
84.98
+0.20
(+0.24%)
USD |
NYSEARCA |
Jun 17, 16:00
84.39
-0.59
(-0.70%)
After-Hours: 20:00
MXI Max Drawdown (5Y): 39.50% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 39.50% |
April 30, 2024 | 39.50% |
March 31, 2024 | 39.50% |
February 29, 2024 | 39.50% |
January 31, 2024 | 39.50% |
December 31, 2023 | 39.50% |
November 30, 2023 | 39.50% |
October 31, 2023 | 39.50% |
September 30, 2023 | 39.50% |
August 31, 2023 | 39.50% |
July 31, 2023 | 39.50% |
June 30, 2023 | 39.50% |
May 31, 2023 | 39.50% |
April 30, 2023 | 39.50% |
March 31, 2023 | 39.50% |
February 28, 2023 | 39.50% |
January 31, 2023 | 39.50% |
December 31, 2022 | 39.50% |
November 30, 2022 | 39.50% |
October 31, 2022 | 39.50% |
September 30, 2022 | 39.50% |
August 31, 2022 | 39.50% |
July 31, 2022 | 39.50% |
June 30, 2022 | 39.50% |
May 31, 2022 | 39.50% |
Date | Value |
---|---|
April 30, 2022 | 39.50% |
March 31, 2022 | 39.50% |
February 28, 2022 | 39.50% |
January 31, 2022 | 39.50% |
December 31, 2021 | 39.50% |
November 30, 2021 | 39.50% |
October 31, 2021 | 39.50% |
September 30, 2021 | 39.50% |
August 31, 2021 | 39.50% |
July 31, 2021 | 39.50% |
June 30, 2021 | 39.50% |
May 31, 2021 | 39.50% |
April 30, 2021 | 39.50% |
March 31, 2021 | 39.50% |
February 28, 2021 | 39.50% |
January 31, 2021 | 39.50% |
December 31, 2020 | 39.50% |
November 30, 2020 | 42.46% |
October 31, 2020 | 43.78% |
September 30, 2020 | 43.78% |
August 31, 2020 | 43.78% |
July 31, 2020 | 43.78% |
June 30, 2020 | 43.78% |
May 31, 2020 | 43.78% |
April 30, 2020 | 43.78% |
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
39.50%
Minimum
Dec 2020
43.78%
Maximum
Jun 2019
40.76%
Average
39.50%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.269 |
Beta (5Y) | 1.114 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1263 |
Beta (vs YCharts Benchmark) (5Y) | 0.6388 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.09% |
Historical Sharpe Ratio (5Y) | 0.4161 |
Historical Sortino (5Y) | 0.5403 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.46% |