iShares Global Industrials ETF (EXI)
193.05
+0.36
(+0.19%)
USD |
NYSEARCA |
May 22, 16:00
193.27
+0.22
(+0.11%)
After-Hours: 20:00
EXI Max Drawdown (5Y) : 27.22% for April 30, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares Global Infrastructure ETF | 20.80% |
| iShares Global 100 ETF | 23.50% |
| iShares Global Healthcare ETF | 18.14% |
| iShares Global Tech ETF | 36.30% |
| iShares Global Consumer Staples ETF | 17.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1431 |
| Beta (5Y) | 1.107 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.293 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.78% |
| Historical Sharpe Ratio (5Y) | 0.5247 |
| Historical Sortino (5Y) | 0.8932 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.12% |