iShares US Broker-Dealers & Securities Exch ETF (IAI)

146.83 +0.05 (+0.03%) USD  |  NYSEARCA  |  Dec 26, 14:21
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IAI Max Drawdown (5Y): 40.38% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Financial Select Sector SPDR Fund 42.83%
First Trust Financials AlphaDEX Fund 48.55%
iShares US Financial Services ETF 44.32%
SPDR S&P Bank ETF 53.11%
SPDR S&P Regional Banking ETF 54.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.484
Beta (5Y) 1.178
Alpha (vs YCharts Benchmark) (5Y) 6.055
Beta (vs YCharts Benchmark) (5Y) 1.025
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.97%
Historical Sharpe Ratio (5Y) 0.6918
Historical Sortino (5Y) 0.8492
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.38%