iShares US Insurance ETF (IAK)

127.67 +0.29 (+0.23%) USD  |  NYSEARCA  |  Dec 26, 14:17
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IAK Max Drawdown (5Y): 44.96% 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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SPDR S&P Capital Markets ETF 40.75%
SPDR S&P Insurance ETF 44.30%
iShares US Regional Banks ETF 55.53%
Invesco KBW Property & Casualty Insurance ETF 39.74%
Invesco Dorsey Wright Financial Momentum ETF 43.08%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.453
Beta (5Y) 0.8500
Alpha (vs YCharts Benchmark) (5Y) 5.044
Beta (vs YCharts Benchmark) (5Y) 0.8143
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.92%
Historical Sharpe Ratio (5Y) 0.609
Historical Sortino (5Y) 0.5854
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.32%