iShares MSCI KLD 400 Social ETF (DSI)
77.52
+1.56 (+2.05%)
USD |
NYSEARCA |
May 17, 16:00
77.54
+0.02 (+0.03%)
After-Hours: 20:00
DSI Max Drawdown (5Y): 34.10% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 34.10% |
| March 31, 2022 | 34.10% |
| February 28, 2022 | 34.10% |
| January 31, 2022 | 34.10% |
| December 31, 2021 | 34.10% |
| November 30, 2021 | 34.10% |
| October 31, 2021 | 34.10% |
| September 30, 2021 | 34.10% |
| August 31, 2021 | 34.10% |
| July 31, 2021 | 34.10% |
| June 30, 2021 | 34.10% |
| May 31, 2021 | 34.10% |
| April 30, 2021 | 34.10% |
| March 31, 2021 | 34.10% |
| February 28, 2021 | 34.10% |
| January 31, 2021 | 34.10% |
| December 31, 2020 | 34.10% |
| November 30, 2020 | 34.10% |
| October 31, 2020 | 34.10% |
| September 30, 2020 | 34.10% |
| August 31, 2020 | 34.10% |
| July 31, 2020 | 34.10% |
| June 30, 2020 | 34.10% |
| May 31, 2020 | 34.10% |
| April 30, 2020 | 34.10% |
| Date | Value |
|---|---|
| March 31, 2020 | 34.10% |
| February 29, 2020 | 18.31% |
| January 31, 2020 | 18.31% |
| December 31, 2019 | 18.31% |
| November 30, 2019 | 18.31% |
| October 31, 2019 | 18.31% |
| September 30, 2019 | 18.31% |
| August 31, 2019 | 18.31% |
| July 31, 2019 | 18.31% |
| June 30, 2019 | 18.31% |
| May 31, 2019 | 18.31% |
| April 30, 2019 | 18.31% |
| March 31, 2019 | 18.31% |
| February 28, 2019 | 18.31% |
| January 31, 2019 | 18.31% |
| December 31, 2018 | 18.31% |
| November 30, 2018 | 13.12% |
| October 31, 2018 | 13.12% |
| September 30, 2018 | 13.12% |
| August 31, 2018 | 13.12% |
| July 31, 2018 | 13.12% |
| June 30, 2018 | 13.12% |
| May 31, 2018 | 13.12% |
| April 30, 2018 | 13.12% |
| March 31, 2018 | 13.12% |
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
13.12%
Minimum
May 2017
34.10%
Maximum
Mar 2020
23.51%
Average
18.31%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0027 |
| Beta (5Y) | 1.016 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.52% |
| Historical Sharpe Ratio (5Y) | 0.8234 |
| Historical Sortino (5Y) | 0.8281 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.64% |