iShares Global Clean Energy ETF (ICLN)
13.18
+0.10
(+0.80%)
USD |
NASDAQ |
Apr 26, 11:24
ICLN Max Drawdown (5Y): 60.46% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 60.46% |
February 29, 2024 | 60.46% |
January 31, 2024 | 60.46% |
December 31, 2023 | 60.46% |
November 30, 2023 | 60.46% |
October 31, 2023 | 60.46% |
September 30, 2023 | 55.15% |
August 31, 2023 | 51.24% |
July 31, 2023 | 49.10% |
June 30, 2023 | 49.10% |
May 31, 2023 | 49.10% |
April 30, 2023 | 49.10% |
March 31, 2023 | 49.10% |
February 28, 2023 | 49.10% |
January 31, 2023 | 49.10% |
December 31, 2022 | 49.10% |
November 30, 2022 | 49.10% |
October 31, 2022 | 49.10% |
September 30, 2022 | 49.10% |
August 31, 2022 | 49.10% |
July 31, 2022 | 49.10% |
June 30, 2022 | 49.10% |
May 31, 2022 | 49.10% |
April 30, 2022 | 46.81% |
March 31, 2022 | 46.81% |
Date | Value |
---|---|
February 28, 2022 | 46.81% |
January 31, 2022 | 46.72% |
December 31, 2021 | 41.50% |
November 30, 2021 | 41.50% |
October 31, 2021 | 41.50% |
September 30, 2021 | 41.50% |
August 31, 2021 | 41.50% |
July 31, 2021 | 41.50% |
June 30, 2021 | 41.50% |
May 31, 2021 | 41.50% |
April 30, 2021 | 41.50% |
March 31, 2021 | 41.50% |
February 28, 2021 | 41.50% |
January 31, 2021 | 41.50% |
December 31, 2020 | 41.61% |
November 30, 2020 | 51.04% |
October 31, 2020 | 51.04% |
September 30, 2020 | 51.04% |
August 31, 2020 | 51.04% |
July 31, 2020 | 51.04% |
June 30, 2020 | 51.04% |
May 31, 2020 | 51.04% |
April 30, 2020 | 51.04% |
March 31, 2020 | 51.04% |
February 29, 2020 | 51.04% |
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
41.50%
Minimum
Jan 2021
60.46%
Maximum
Oct 2023
49.44%
Average
49.10%
Median
May 2022
Max Drawdown (5Y) Benchmarks
VanEck Uranium+Nuclear Engy ETF | 34.35% |
First Trust NASDAQ® Cln Edge® GrnEngyETF | 62.68% |
First Trust Water ETF | 36.60% |
Amplify Mobile Payments ETF | 51.75% |
ProShares Pet Care ETF | 50.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.057 |
Beta (5Y) | 1.162 |
Alpha (vs YCharts Benchmark) (5Y) | 3.416 |
Beta (vs YCharts Benchmark) (5Y) | 0.8368 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.68% |
Historical Sharpe Ratio (5Y) | 0.1815 |
Historical Sortino (5Y) | 0.2848 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.68% |