iShares Core High Dividend ETF (HDV)
120.64
-0.15
(-0.12%)
USD |
NYSEARCA |
Nov 25, 16:00
120.50
-0.14
(-0.12%)
After-Hours: 20:00
HDV Max Drawdown (5Y): 37.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 37.04% |
September 30, 2024 | 37.04% |
August 31, 2024 | 37.04% |
July 31, 2024 | 37.04% |
June 30, 2024 | 37.04% |
May 31, 2024 | 37.04% |
April 30, 2024 | 37.04% |
March 31, 2024 | 37.04% |
February 29, 2024 | 37.04% |
January 31, 2024 | 37.04% |
December 31, 2023 | 37.04% |
November 30, 2023 | 37.04% |
October 31, 2023 | 37.04% |
September 30, 2023 | 37.04% |
August 31, 2023 | 37.04% |
July 31, 2023 | 37.04% |
June 30, 2023 | 37.04% |
May 31, 2023 | 37.04% |
April 30, 2023 | 37.04% |
March 31, 2023 | 37.04% |
February 28, 2023 | 37.04% |
January 31, 2023 | 37.04% |
December 31, 2022 | 37.04% |
November 30, 2022 | 37.04% |
October 31, 2022 | 37.04% |
Date | Value |
---|---|
September 30, 2022 | 37.04% |
August 31, 2022 | 37.04% |
July 31, 2022 | 37.04% |
June 30, 2022 | 37.04% |
May 31, 2022 | 37.04% |
April 30, 2022 | 37.04% |
March 31, 2022 | 37.04% |
February 28, 2022 | 37.04% |
January 31, 2022 | 37.04% |
December 31, 2021 | 37.04% |
November 30, 2021 | 37.04% |
October 31, 2021 | 37.04% |
September 30, 2021 | 37.04% |
August 31, 2021 | 37.04% |
July 31, 2021 | 37.04% |
June 30, 2021 | 37.04% |
May 31, 2021 | 37.04% |
April 30, 2021 | 37.04% |
March 31, 2021 | 37.04% |
February 28, 2021 | 37.04% |
January 31, 2021 | 37.04% |
December 31, 2020 | 37.04% |
November 30, 2020 | 37.04% |
October 31, 2020 | 37.04% |
September 30, 2020 | 37.04% |
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
12.86%
Minimum
Nov 2019
37.04%
Maximum
Mar 2020
35.45%
Average
37.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.066 |
Beta (5Y) | 0.7925 |
Alpha (vs YCharts Benchmark) (5Y) | -4.066 |
Beta (vs YCharts Benchmark) (5Y) | 0.7925 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.32% |
Historical Sharpe Ratio (5Y) | 0.3557 |
Historical Sortino (5Y) | 0.3808 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.99% |