iShares US Broker-Dealers&Secs Exchs ETF (IAI)
96.23
+1.88 (+1.99%)
USD |
NYSEARCA |
Aug 10, 16:00
96.25
+0.02 (+0.02%)
After-Hours: 20:00
IAI Max Drawdown (5Y): 40.38% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 40.38% |
| June 30, 2022 | 40.38% |
| May 31, 2022 | 40.38% |
| April 30, 2022 | 40.38% |
| March 31, 2022 | 40.38% |
| February 28, 2022 | 40.38% |
| January 31, 2022 | 40.38% |
| December 31, 2021 | 40.38% |
| November 30, 2021 | 40.38% |
| October 31, 2021 | 40.38% |
| September 30, 2021 | 40.38% |
| August 31, 2021 | 40.38% |
| July 31, 2021 | 40.38% |
| June 30, 2021 | 40.38% |
| May 31, 2021 | 40.38% |
| April 30, 2021 | 40.38% |
| March 31, 2021 | 40.38% |
| February 28, 2021 | 40.38% |
| January 31, 2021 | 40.38% |
| December 31, 2020 | 40.38% |
| November 30, 2020 | 40.38% |
| October 31, 2020 | 40.38% |
| September 30, 2020 | 40.38% |
| August 31, 2020 | 40.38% |
| July 31, 2020 | 40.38% |
| Date | Value |
|---|---|
| June 30, 2020 | 40.38% |
| May 31, 2020 | 40.38% |
| April 30, 2020 | 40.38% |
| March 31, 2020 | 40.38% |
| February 29, 2020 | 26.23% |
| January 31, 2020 | 26.23% |
| December 31, 2019 | 26.23% |
| November 30, 2019 | 26.23% |
| October 31, 2019 | 26.23% |
| September 30, 2019 | 26.23% |
| August 31, 2019 | 26.23% |
| July 31, 2019 | 26.23% |
| June 30, 2019 | 26.23% |
| May 31, 2019 | 26.23% |
| April 30, 2019 | 26.23% |
| March 31, 2019 | 26.23% |
| February 28, 2019 | 26.23% |
| January 31, 2019 | 26.23% |
| December 31, 2018 | 26.23% |
| November 30, 2018 | 26.23% |
| October 31, 2018 | 26.23% |
| September 30, 2018 | 26.23% |
| August 31, 2018 | 26.23% |
| July 31, 2018 | 26.23% |
| June 30, 2018 | 26.23% |
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
26.23%
Minimum
Jan 2018
53.53%
Maximum
Aug 2017
34.25%
Average
40.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares US Insurance ETF | 44.96% |
| SPDR® S&P Capital Markets ETF | 40.75% |
| SPDR® S&P Insurance ETF | 44.30% |
| Invesco S&P 500® Equal Weight Fincl ETF | 44.77% |
| First Trust Nasdaq Bank ETF | 55.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.210 |
| Beta (5Y) | 1.125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.87% |
| Historical Sharpe Ratio (5Y) | 0.6384 |
| Historical Sortino (5Y) | 0.7508 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.07% |