iShares GSCI Cmd Dyn Roll Stgy ETF (COMT)
27.82
0.00 (0.00%)
USD |
NASDAQ |
Apr 26, 16:00
27.82
0.00 (0.00%)
After-Hours: 20:00
COMT Max Drawdown (5Y): 39.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 39.17% |
| February 29, 2024 | 39.17% |
| January 31, 2024 | 39.17% |
| December 31, 2023 | 39.17% |
| November 30, 2023 | 39.17% |
| October 31, 2023 | 39.17% |
| September 30, 2023 | 39.17% |
| August 31, 2023 | 39.17% |
| July 31, 2023 | 39.17% |
| June 30, 2023 | 39.17% |
| May 31, 2023 | 39.17% |
| April 30, 2023 | 39.17% |
| March 31, 2023 | 39.17% |
| February 28, 2023 | 39.17% |
| January 31, 2023 | 39.17% |
| December 31, 2022 | 39.17% |
| November 30, 2022 | 39.17% |
| October 31, 2022 | 39.17% |
| September 30, 2022 | 39.17% |
| August 31, 2022 | 39.17% |
| July 31, 2022 | 39.17% |
| June 30, 2022 | 39.17% |
| May 31, 2022 | 39.17% |
| April 30, 2022 | 39.17% |
| March 31, 2022 | 39.17% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.17% |
| January 31, 2022 | 39.17% |
| December 31, 2021 | 39.17% |
| November 30, 2021 | 39.17% |
| October 31, 2021 | 39.17% |
| September 30, 2021 | 39.17% |
| August 31, 2021 | 39.17% |
| July 31, 2021 | 39.17% |
| June 30, 2021 | 39.17% |
| May 31, 2021 | 39.17% |
| April 30, 2021 | 39.17% |
| March 31, 2021 | 39.17% |
| February 28, 2021 | 40.15% |
| January 31, 2021 | 44.67% |
| December 31, 2020 | 44.67% |
| November 30, 2020 | 49.13% |
| October 31, 2020 | 51.88% |
| September 30, 2020 | 51.88% |
| August 31, 2020 | 51.88% |
| July 31, 2020 | 51.88% |
| June 30, 2020 | 51.88% |
| May 31, 2020 | 51.88% |
| April 30, 2020 | 51.88% |
| March 31, 2020 | 51.88% |
| February 29, 2020 | 51.88% |
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
39.17%
Minimum
Mar 2021
51.88%
Maximum
Apr 2019
43.56%
Average
39.17%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4309 |
| Beta (5Y) | 1.097 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4309 |
| Beta (vs YCharts Benchmark) (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.93% |
| Historical Sharpe Ratio (5Y) | 0.2094 |
| Historical Sortino (5Y) | 0.2649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.53% |