iShares MSCI BIC ETF (BKF)
36.32
+0.24
(+0.68%)
USD |
NYSEARCA |
May 09, 16:00
BKF Max Drawdown (5Y): 49.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.17% |
| March 31, 2024 | 49.17% |
| February 29, 2024 | 49.17% |
| January 31, 2024 | 49.17% |
| December 31, 2023 | 49.17% |
| November 30, 2023 | 49.17% |
| October 31, 2023 | 49.17% |
| September 30, 2023 | 49.17% |
| August 31, 2023 | 49.17% |
| July 31, 2023 | 49.17% |
| June 30, 2023 | 49.17% |
| May 31, 2023 | 49.17% |
| April 30, 2023 | 49.17% |
| March 31, 2023 | 49.17% |
| February 28, 2023 | 49.17% |
| January 31, 2023 | 49.17% |
| December 31, 2022 | 49.17% |
| November 30, 2022 | 49.17% |
| October 31, 2022 | 49.17% |
| September 30, 2022 | 45.00% |
| August 31, 2022 | 42.70% |
| July 31, 2022 | 42.70% |
| June 30, 2022 | 42.70% |
| May 31, 2022 | 42.70% |
| April 30, 2022 | 42.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.34% |
| February 28, 2022 | 33.31% |
| January 31, 2022 | 33.31% |
| December 31, 2021 | 33.31% |
| November 30, 2021 | 33.31% |
| October 31, 2021 | 33.31% |
| September 30, 2021 | 33.31% |
| August 31, 2021 | 33.31% |
| July 31, 2021 | 33.31% |
| June 30, 2021 | 33.31% |
| May 31, 2021 | 33.31% |
| April 30, 2021 | 33.31% |
| March 31, 2021 | 33.31% |
| February 28, 2021 | 33.31% |
| January 31, 2021 | 33.97% |
| December 31, 2020 | 35.26% |
| November 30, 2020 | 46.13% |
| October 31, 2020 | 46.13% |
| September 30, 2020 | 46.13% |
| August 31, 2020 | 46.13% |
| July 31, 2020 | 46.13% |
| June 30, 2020 | 46.13% |
| May 31, 2020 | 46.13% |
| April 30, 2020 | 46.13% |
| March 31, 2020 | 46.13% |
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
33.31%
Minimum
Feb 2021
49.17%
Maximum
Oct 2022
43.56%
Average
46.13%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.073 |
| Beta (5Y) | 0.8675 |
| Alpha (vs YCharts Benchmark) (5Y) | -4.707 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9868 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.36% |
| Historical Sharpe Ratio (5Y) | -0.2098 |
| Historical Sortino (5Y) | -0.282 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.78% |