iShares Global Clean Energy ETF (ICLN)
12.10
-0.12
(-0.94%)
USD |
NASDAQ |
Nov 15, 16:00
12.07
-0.02
(-0.21%)
After-Hours: 18:44
ICLN Max Drawdown (5Y): 60.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.46% |
| September 30, 2024 | 60.46% |
| August 31, 2024 | 60.46% |
| July 31, 2024 | 60.46% |
| June 30, 2024 | 60.46% |
| May 31, 2024 | 60.46% |
| April 30, 2024 | 60.46% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
50.32%
Average
49.10%
Median
May 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.890 |
| Beta (5Y) | 1.229 |
| Alpha (vs YCharts Benchmark) (5Y) | -11.91 |
| Beta (vs YCharts Benchmark) (5Y) | 1.154 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.00% |
| Historical Sharpe Ratio (5Y) | 0.0808 |
| Historical Sortino (5Y) | 0.1309 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.68% |