iShares MSCI Global Energy Producers ETF (FILL)
27.27
-0.12
(-0.45%)
USD |
NYSEARCA |
Apr 15, 16:00
27.57
+0.30
(+1.10%)
After-Hours: 20:00
FILL Max Drawdown (5Y): 63.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.43% |
| February 29, 2024 | 63.43% |
| January 31, 2024 | 63.43% |
| December 31, 2023 | 63.43% |
| November 30, 2023 | 63.43% |
| October 31, 2023 | 63.43% |
| September 30, 2023 | 63.43% |
| August 31, 2023 | 63.43% |
| July 31, 2023 | 63.43% |
| June 30, 2023 | 63.43% |
| May 31, 2023 | 63.43% |
| April 30, 2023 | 63.43% |
| March 31, 2023 | 63.43% |
| February 28, 2023 | 63.43% |
| January 31, 2023 | 63.43% |
| December 31, 2022 | 63.43% |
| November 30, 2022 | 63.43% |
| October 31, 2022 | 63.43% |
| September 30, 2022 | 63.43% |
| August 31, 2022 | 63.43% |
| July 31, 2022 | 63.43% |
| June 30, 2022 | 63.43% |
| May 31, 2022 | 63.43% |
| April 30, 2022 | 63.43% |
| March 31, 2022 | 63.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.43% |
| January 31, 2022 | 63.43% |
| December 31, 2021 | 63.43% |
| November 30, 2021 | 63.43% |
| October 31, 2021 | 63.43% |
| September 30, 2021 | 63.43% |
| August 31, 2021 | 63.43% |
| July 31, 2021 | 63.43% |
| June 30, 2021 | 63.43% |
| May 31, 2021 | 63.43% |
| April 30, 2021 | 63.43% |
| March 31, 2021 | 63.43% |
| February 28, 2021 | 63.43% |
| January 31, 2021 | 63.43% |
| December 31, 2020 | 63.43% |
| November 30, 2020 | 63.43% |
| October 31, 2020 | 63.43% |
| September 30, 2020 | 63.43% |
| August 31, 2020 | 63.43% |
| July 31, 2020 | 63.43% |
| June 30, 2020 | 63.43% |
| May 31, 2020 | 63.43% |
| April 30, 2020 | 63.43% |
| March 31, 2020 | 63.43% |
| February 29, 2020 | 48.84% |
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
48.84%
Minimum
Apr 2019
63.43%
Maximum
Mar 2020
60.75%
Average
63.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Strive U.S. Energy ETF | -- |
| BlackRock Energy & Resources Trust | 72.91% |
| Vanguard Energy ETF | 69.31% |
| Energy Select Sector SPDR® ETF | 66.81% |
| Fidelity MSCI Energy ETF | 69.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.479 |
| Beta (5Y) | 1.104 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.6007 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7952 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.95% |
| Historical Sharpe Ratio (5Y) | 0.2322 |
| Historical Sortino (5Y) | 0.2822 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.52% |