iShares Cohen & Steers REIT ETF (ICF)
63.39
+0.11
(+0.17%)
USD |
BATS |
Nov 15, 14:33
ICF Max Drawdown (5Y): 40.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.22% |
| September 30, 2024 | 40.22% |
| August 31, 2024 | 40.22% |
| July 31, 2024 | 40.22% |
| June 30, 2024 | 40.22% |
| May 31, 2024 | 40.22% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
40.22%
Maximum
Mar 2020
38.66%
Average
40.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Core US REIT ETF | 44.38% |
| iShares US Real Estate ETF | 42.32% |
| iShares Residential & Multisector RE ETF | 44.15% |
| Vanguard Real Estate ETF | 42.42% |
| Schwab US REIT ETF™ | 44.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.266 |
| Beta (5Y) | 1.006 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5167 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9715 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.31% |
| Historical Sharpe Ratio (5Y) | 0.0625 |
| Historical Sortino (5Y) | 0.0757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |