FlexShares STOXX US ESG Select ETF (ESG)
120.26
-0.40
(-0.33%)
USD |
BATS |
Apr 18, 16:00
120.41
+0.15
(+0.13%)
After-Hours: 20:00
ESG Max Drawdown (5Y): 32.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 32.52% |
February 29, 2024 | 32.52% |
January 31, 2024 | 32.52% |
December 31, 2023 | 32.52% |
November 30, 2023 | 32.52% |
October 31, 2023 | 32.52% |
September 30, 2023 | 32.52% |
August 31, 2023 | 32.52% |
July 31, 2023 | 32.52% |
June 30, 2023 | 32.52% |
May 31, 2023 | 32.52% |
April 30, 2023 | 32.52% |
March 31, 2023 | 32.52% |
February 28, 2023 | 32.52% |
January 31, 2023 | 32.52% |
December 31, 2022 | 32.52% |
November 30, 2022 | 32.52% |
October 31, 2022 | 32.52% |
September 30, 2022 | 32.52% |
August 31, 2022 | 32.52% |
July 31, 2022 | 32.52% |
June 30, 2022 | 32.52% |
May 31, 2022 | 32.52% |
April 30, 2022 | 32.52% |
March 31, 2022 | 32.52% |
Date | Value |
---|---|
February 28, 2022 | 32.52% |
January 31, 2022 | 32.52% |
December 31, 2021 | 32.52% |
November 30, 2021 | 32.52% |
October 31, 2021 | 32.52% |
September 30, 2021 | 32.52% |
August 31, 2021 | 32.52% |
July 31, 2021 | 32.52% |
June 30, 2021 | 32.52% |
May 31, 2021 | 32.52% |
April 30, 2021 | 32.52% |
March 31, 2021 | 32.52% |
February 28, 2021 | 32.52% |
January 31, 2021 | 32.52% |
December 31, 2020 | 32.52% |
November 30, 2020 | 32.52% |
October 31, 2020 | 32.52% |
September 30, 2020 | 32.52% |
August 31, 2020 | 32.52% |
July 31, 2020 | 32.52% |
June 30, 2020 | 32.52% |
May 31, 2020 | 32.52% |
April 30, 2020 | 32.52% |
March 31, 2020 | 32.52% |
February 29, 2020 | 18.70% |
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
18.70%
Minimum
Apr 2019
32.52%
Maximum
Mar 2020
29.98%
Average
32.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2567 |
Beta (5Y) | 1.024 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2567 |
Beta (vs YCharts Benchmark) (5Y) | 1.024 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.01% |
Historical Sharpe Ratio (5Y) | 0.6901 |
Historical Sortino (5Y) | 0.768 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.81% |