iShares Future AI & Tech ETF (ARTY)

39.09 +0.93 (+2.44%) USD  |  NYSEARCA  |  Jan 06, 16:00
39.20 +0.11 (+0.28%) After-Hours: 06:07
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ARTY Max Drawdown (5Y): 54.49% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -4.568
Beta (5Y) 1.126
Alpha (vs YCharts Benchmark) (5Y) -1.106
Beta (vs YCharts Benchmark) (5Y) 0.7063
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.28%
Historical Sharpe Ratio (5Y) 0.1919
Historical Sortino (5Y) 0.2886
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.53%