iShares US Regional Banks ETF (IAT)
41.76
-0.08
(-0.20%)
USD |
NYSEARCA |
Apr 26, 16:00
41.76
0.00 (0.00%)
After-Hours: 20:00
IAT Max Drawdown (5Y): 55.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 55.53% |
| February 29, 2024 | 55.53% |
| January 31, 2024 | 55.53% |
| December 31, 2023 | 55.53% |
| November 30, 2023 | 55.53% |
| October 31, 2023 | 55.53% |
| September 30, 2023 | 55.53% |
| August 31, 2023 | 55.53% |
| July 31, 2023 | 55.53% |
| June 30, 2023 | 55.53% |
| May 31, 2023 | 55.53% |
| April 30, 2023 | 52.03% |
| March 31, 2023 | 52.03% |
| February 28, 2023 | 52.03% |
| January 31, 2023 | 52.03% |
| December 31, 2022 | 52.03% |
| November 30, 2022 | 52.03% |
| October 31, 2022 | 52.03% |
| September 30, 2022 | 52.03% |
| August 31, 2022 | 52.03% |
| July 31, 2022 | 52.03% |
| June 30, 2022 | 52.03% |
| May 31, 2022 | 52.03% |
| April 30, 2022 | 52.03% |
| March 31, 2022 | 52.03% |
| Date | Value |
|---|---|
| February 28, 2022 | 52.03% |
| January 31, 2022 | 52.03% |
| December 31, 2021 | 52.03% |
| November 30, 2021 | 52.03% |
| October 31, 2021 | 52.03% |
| September 30, 2021 | 52.03% |
| August 31, 2021 | 52.03% |
| July 31, 2021 | 52.03% |
| June 30, 2021 | 52.03% |
| May 31, 2021 | 52.03% |
| April 30, 2021 | 52.03% |
| March 31, 2021 | 52.03% |
| February 28, 2021 | 52.03% |
| January 31, 2021 | 52.03% |
| December 31, 2020 | 52.03% |
| November 30, 2020 | 52.03% |
| October 31, 2020 | 52.03% |
| September 30, 2020 | 52.03% |
| August 31, 2020 | 52.03% |
| July 31, 2020 | 52.03% |
| June 30, 2020 | 52.03% |
| May 31, 2020 | 52.03% |
| April 30, 2020 | 52.03% |
| March 31, 2020 | 52.03% |
| February 29, 2020 | 29.52% |
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
29.52%
Minimum
Apr 2019
55.53%
Maximum
May 2023
48.54%
Average
52.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Trust Financials AlphaDEX® ETF | 48.55% |
| SPDR® S&P Insurance ETF | 44.30% |
| iShares US Insurance ETF | 44.96% |
| Invesco S&P 500® Equal Weight Fincl ETF | 44.77% |
| First Trust Nasdaq Bank ETF | 55.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.81 |
| Beta (5Y) | 1.189 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.75 |
| Beta (vs YCharts Benchmark) (5Y) | 1.254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.58% |
| Historical Sharpe Ratio (5Y) | 0.0338 |
| Historical Sortino (5Y) | 0.0408 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.79% |