iShares Biotechnology ETF (IBB)

134.67 +0.72 (+0.54%) USD  |  NASDAQ  |  Dec 26, 16:00
134.71 +0.04 (+0.03%) After-Hours: 20:00
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IBB Max Drawdown (5Y): 39.82% 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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First Trust Health Care AlphaDEX Fund 30.61%
iShares US Medical Devices ETF 33.25%
First Trust NYSE Arca Biotechnology Index Fund 33.28%
WisdomTree BioRevolution Fund --
Invesco Nasdaq Biotechnology ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.116
Beta (5Y) 0.7395
Alpha (vs YCharts Benchmark) (5Y) -5.710
Beta (vs YCharts Benchmark) (5Y) 0.9444
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.20%
Historical Sharpe Ratio (5Y) 0.0579
Historical Sortino (5Y) 0.0921
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.27%