iShares Cohen & Steers REIT ETF (ICF)
55.63
-0.17
(-0.30%)
USD |
BATS |
May 10, 11:43
ICF Max Drawdown (5Y): 40.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.22% |
March 31, 2024 | 40.22% |
February 29, 2024 | 40.22% |
January 31, 2024 | 40.22% |
December 31, 2023 | 40.22% |
November 30, 2023 | 40.22% |
October 31, 2023 | 40.22% |
September 30, 2023 | 40.22% |
August 31, 2023 | 40.22% |
July 31, 2023 | 40.22% |
June 30, 2023 | 40.22% |
May 31, 2023 | 40.22% |
April 30, 2023 | 40.22% |
March 31, 2023 | 40.22% |
February 28, 2023 | 40.22% |
January 31, 2023 | 40.22% |
December 31, 2022 | 40.22% |
November 30, 2022 | 40.22% |
October 31, 2022 | 40.22% |
September 30, 2022 | 40.22% |
August 31, 2022 | 40.22% |
July 31, 2022 | 40.22% |
June 30, 2022 | 40.22% |
May 31, 2022 | 40.22% |
April 30, 2022 | 40.22% |
Date | Value |
---|---|
March 31, 2022 | 40.22% |
February 28, 2022 | 40.22% |
January 31, 2022 | 40.22% |
December 31, 2021 | 40.22% |
November 30, 2021 | 40.22% |
October 31, 2021 | 40.22% |
September 30, 2021 | 40.22% |
August 31, 2021 | 40.22% |
July 31, 2021 | 40.22% |
June 30, 2021 | 40.22% |
May 31, 2021 | 40.22% |
April 30, 2021 | 40.22% |
March 31, 2021 | 40.22% |
February 28, 2021 | 40.22% |
January 31, 2021 | 40.22% |
December 31, 2020 | 40.22% |
November 30, 2020 | 40.22% |
October 31, 2020 | 40.22% |
September 30, 2020 | 40.22% |
August 31, 2020 | 40.22% |
July 31, 2020 | 40.22% |
June 30, 2020 | 40.22% |
May 31, 2020 | 40.22% |
April 30, 2020 | 40.22% |
March 31, 2020 | 40.22% |
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
16.76%
Minimum
May 2019
40.22%
Maximum
Mar 2020
36.31%
Average
40.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Core US REIT ETF | 44.38% |
iShares US Real Estate ETF | 42.32% |
SPDR® Dow Jones REIT ETF | 44.37% |
Vanguard Real Estate ETF | 42.42% |
Schwab US REIT ETF™ | 44.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.162 |
Beta (5Y) | 0.9286 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7891 |
Beta (vs YCharts Benchmark) (5Y) | 0.9705 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.96% |
Historical Sharpe Ratio (5Y) | -0.0155 |
Historical Sortino (5Y) | -0.0187 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |