iShares ESG Aware MSCI USA ETF (ESGU)
108.69
-0.89
(-0.81%)
USD |
NASDAQ |
Apr 19, 16:00
108.67
-0.02
(-0.02%)
After-Hours: 20:00
ESGU Max Drawdown (5Y): 33.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 33.87% |
| February 29, 2024 | 33.87% |
| January 31, 2024 | 33.87% |
| December 31, 2023 | 33.87% |
| November 30, 2023 | 33.87% |
| October 31, 2023 | 33.87% |
| September 30, 2023 | 33.87% |
| August 31, 2023 | 33.87% |
| July 31, 2023 | 33.87% |
| June 30, 2023 | 33.87% |
| May 31, 2023 | 33.87% |
| April 30, 2023 | 33.87% |
| March 31, 2023 | 33.87% |
| February 28, 2023 | 33.87% |
| January 31, 2023 | 33.87% |
| December 31, 2022 | 33.87% |
| November 30, 2022 | 33.87% |
| October 31, 2022 | 33.87% |
| September 30, 2022 | 33.87% |
| August 31, 2022 | 33.87% |
| July 31, 2022 | 33.87% |
| June 30, 2022 | 33.87% |
| May 31, 2022 | 33.87% |
| April 30, 2022 | 33.87% |
| March 31, 2022 | 33.87% |
| Date | Value |
|---|---|
| February 28, 2022 | 33.87% |
| January 31, 2022 | 33.87% |
| December 31, 2021 | 33.87% |
| November 30, 2021 | 33.87% |
| October 31, 2021 | 33.87% |
| September 30, 2021 | 33.87% |
| August 31, 2021 | 33.87% |
| July 31, 2021 | 33.87% |
| June 30, 2021 | 33.87% |
| May 31, 2021 | 33.87% |
| April 30, 2021 | 33.87% |
| March 31, 2021 | 33.87% |
| February 28, 2021 | 33.87% |
| January 31, 2021 | 33.87% |
| December 31, 2020 | 33.87% |
| November 30, 2020 | 33.87% |
| October 31, 2020 | 33.87% |
| September 30, 2020 | 33.87% |
| August 31, 2020 | 33.87% |
| July 31, 2020 | 33.87% |
| June 30, 2020 | 33.87% |
| May 31, 2020 | 33.87% |
| April 30, 2020 | 33.87% |
| March 31, 2020 | 33.87% |
| February 29, 2020 | 19.62% |
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
19.62%
Minimum
Apr 2019
33.87%
Maximum
Mar 2020
31.26%
Average
33.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SPDR® Portfolio S&P 500 ETF | 33.86% |
| SPDR® S&P 500 Fossil Fuel Rsrv Free ETF | 32.83% |
| Franklin US Large Cap Mltfctr Idx ETF | 33.63% |
| Invesco MSCI USA ETF | 33.15% |
| Schwab 1000 ETF | 34.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6359 |
| Beta (5Y) | 1.026 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6359 |
| Beta (vs YCharts Benchmark) (5Y) | 1.026 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.24% |
| Historical Sharpe Ratio (5Y) | 0.6628 |
| Historical Sortino (5Y) | 0.7387 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.24% |