iShares Future AI & Tech ETF (ARTY)
36.25
-0.07
(-0.19%)
USD |
NYSEARCA |
Nov 08, 16:00
36.18
-0.07
(-0.19%)
After-Hours: 20:00
ARTY Max Drawdown (5Y): 54.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.49% |
| September 30, 2024 | 54.49% |
| August 31, 2024 | 54.49% |
| July 31, 2024 | 54.49% |
| June 30, 2024 | 54.49% |
| May 31, 2024 | 54.49% |
| April 30, 2024 | 54.49% |
| March 31, 2024 | 54.49% |
| February 29, 2024 | 54.49% |
| January 31, 2024 | 54.49% |
| December 31, 2023 | 54.49% |
| November 30, 2023 | 54.49% |
| October 31, 2023 | 54.49% |
| September 30, 2023 | 54.49% |
| August 31, 2023 | 54.49% |
| July 31, 2023 | 54.49% |
| June 30, 2023 | 54.49% |
| May 31, 2023 | 54.49% |
| April 30, 2023 | 54.49% |
| March 31, 2023 | 54.49% |
| February 28, 2023 | 54.49% |
| January 31, 2023 | 54.49% |
| December 31, 2022 | 54.49% |
| November 30, 2022 | 54.49% |
| October 31, 2022 | 54.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.41% |
| August 31, 2022 | 48.46% |
| July 31, 2022 | 48.46% |
| June 30, 2022 | 48.28% |
| May 31, 2022 | 47.46% |
| April 30, 2022 | 42.47% |
| March 31, 2022 | 39.97% |
| February 28, 2022 | 32.68% |
| January 31, 2022 | 32.23% |
| December 31, 2021 | 32.23% |
| November 30, 2021 | 32.23% |
| October 31, 2021 | 32.23% |
| September 30, 2021 | 32.23% |
| August 31, 2021 | 32.23% |
| July 31, 2021 | 32.23% |
| June 30, 2021 | 32.23% |
| May 31, 2021 | 32.23% |
| April 30, 2021 | 32.23% |
| March 31, 2021 | 32.23% |
| February 28, 2021 | 32.23% |
| January 31, 2021 | 32.23% |
| December 31, 2020 | 32.23% |
| November 30, 2020 | 32.23% |
| October 31, 2020 | 32.23% |
| September 30, 2020 | 32.23% |
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
24.26%
Minimum
Nov 2019
54.49%
Maximum
Oct 2022
42.68%
Average
44.97%
Median
Max Drawdown (5Y) Benchmarks
| Invesco NASDAQ Internet ETF | 59.70% |
| iShares Global Tech ETF | 36.30% |
| SPDR® NYSE Technology ETF | 48.29% |
| Invesco AI and Next Gen Software ETF | 50.08% |
| Amplify Bloomberg AI Value Chain ETF | 56.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.153 |
| Beta (5Y) | 1.123 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.237 |
| Beta (vs YCharts Benchmark) (5Y) | 0.707 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.22% |
| Historical Sharpe Ratio (5Y) | 0.1725 |
| Historical Sortino (5Y) | 0.2601 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.53% |