iShares MSCI Agriculture Producers ETF (VEGI)
37.73
+0.08
(+0.21%)
USD |
NYSEARCA |
May 23, 10:03
VEGI Max Drawdown (5Y): 37.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.37% |
March 31, 2024 | 37.37% |
February 29, 2024 | 37.37% |
January 31, 2024 | 37.37% |
December 31, 2023 | 37.37% |
November 30, 2023 | 37.37% |
October 31, 2023 | 37.37% |
September 30, 2023 | 37.37% |
August 31, 2023 | 37.37% |
July 31, 2023 | 37.37% |
June 30, 2023 | 37.37% |
May 31, 2023 | 37.37% |
April 30, 2023 | 37.37% |
March 31, 2023 | 37.37% |
February 28, 2023 | 37.37% |
January 31, 2023 | 37.37% |
December 31, 2022 | 37.37% |
November 30, 2022 | 37.37% |
October 31, 2022 | 37.37% |
September 30, 2022 | 37.37% |
August 31, 2022 | 37.37% |
July 31, 2022 | 37.37% |
June 30, 2022 | 37.37% |
May 31, 2022 | 37.37% |
April 30, 2022 | 37.37% |
Date | Value |
---|---|
March 31, 2022 | 37.37% |
February 28, 2022 | 37.37% |
January 31, 2022 | 37.37% |
December 31, 2021 | 37.37% |
November 30, 2021 | 37.37% |
October 31, 2021 | 37.37% |
September 30, 2021 | 37.37% |
August 31, 2021 | 37.37% |
July 31, 2021 | 37.37% |
June 30, 2021 | 37.37% |
May 31, 2021 | 37.37% |
April 30, 2021 | 37.37% |
March 31, 2021 | 37.37% |
February 28, 2021 | 37.37% |
January 31, 2021 | 37.37% |
December 31, 2020 | 37.37% |
November 30, 2020 | 37.37% |
October 31, 2020 | 37.37% |
September 30, 2020 | 37.37% |
August 31, 2020 | 37.37% |
July 31, 2020 | 37.37% |
June 30, 2020 | 37.37% |
May 31, 2020 | 37.37% |
April 30, 2020 | 37.37% |
March 31, 2020 | 37.37% |
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
27.90%
Minimum
May 2019
37.37%
Maximum
Mar 2020
35.79%
Average
37.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Trust Materials AlphaDEX® ETF | 49.41% |
Invesco S&P 500® Equal Weight Matrls ETF | 41.31% |
VanEck Steel ETF | 61.90% |
iShares Global Timber & Forestry ETF | 50.20% |
VanEck Agribusiness ETF | 36.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.720 |
Beta (5Y) | 0.9215 |
Alpha (vs YCharts Benchmark) (5Y) | -2.427 |
Beta (vs YCharts Benchmark) (5Y) | 0.6131 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.58% |
Historical Sharpe Ratio (5Y) | 0.233 |
Historical Sortino (5Y) | 0.3042 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.27% |