iShares US Regional Banks ETF (IAT)
50.85
+0.55
(+1.09%)
USD |
NYSEARCA |
Dec 24, 16:00
IAT Max Drawdown (5Y): 55.53% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| First Trust Financials AlphaDEX Fund | 48.55% |
| iShares US Insurance ETF | 44.96% |
| SPDR S&P Capital Markets ETF | 40.75% |
| Invesco S&P 500 Eql Wght Financials ETF | 44.77% |
| First Trust Nasdaq Bank ETF | 55.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.134 |
| Beta (5Y) | 1.166 |
| Alpha (vs YCharts Benchmark) (5Y) | -10.37 |
| Beta (vs YCharts Benchmark) (5Y) | 1.270 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.16% |
| Historical Sharpe Ratio (5Y) | 0.1004 |
| Historical Sortino (5Y) | 0.1219 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.79% |