iShares U.S. Digital Infras & RE ETF (IDGT)
76.29
-0.89
(-1.15%)
USD |
NYSEARCA |
Nov 15, 16:00
76.58
+0.29
(+0.38%)
After-Hours: 20:00
IDGT Max Drawdown (5Y): 36.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.88% |
| September 30, 2024 | 36.88% |
| August 31, 2024 | 36.88% |
| July 31, 2024 | 36.88% |
| June 30, 2024 | 36.88% |
| May 31, 2024 | 36.88% |
| April 30, 2024 | 36.88% |
| March 31, 2024 | 36.88% |
| February 29, 2024 | 36.88% |
| January 31, 2024 | 36.88% |
| December 31, 2023 | 36.88% |
| November 30, 2023 | 36.88% |
| October 31, 2023 | 36.88% |
| September 30, 2023 | 36.88% |
| August 31, 2023 | 36.88% |
| July 31, 2023 | 36.88% |
| June 30, 2023 | 36.88% |
| May 31, 2023 | 36.88% |
| April 30, 2023 | 36.88% |
| March 31, 2023 | 36.88% |
| February 28, 2023 | 36.88% |
| January 31, 2023 | 36.88% |
| December 31, 2022 | 36.88% |
| November 30, 2022 | 36.88% |
| October 31, 2022 | 36.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.88% |
| August 31, 2022 | 36.88% |
| July 31, 2022 | 36.88% |
| June 30, 2022 | 36.88% |
| May 31, 2022 | 36.88% |
| April 30, 2022 | 36.88% |
| March 31, 2022 | 36.88% |
| February 28, 2022 | 36.88% |
| January 31, 2022 | 36.88% |
| December 31, 2021 | 36.88% |
| November 30, 2021 | 36.88% |
| October 31, 2021 | 36.88% |
| September 30, 2021 | 36.88% |
| August 31, 2021 | 36.88% |
| July 31, 2021 | 36.88% |
| June 30, 2021 | 36.88% |
| May 31, 2021 | 36.88% |
| April 30, 2021 | 36.88% |
| March 31, 2021 | 36.88% |
| February 28, 2021 | 36.88% |
| January 31, 2021 | 36.88% |
| December 31, 2020 | 36.88% |
| November 30, 2020 | 36.88% |
| October 31, 2020 | 36.88% |
| September 30, 2020 | 36.88% |
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
24.88%
Minimum
Nov 2019
36.88%
Maximum
Mar 2020
36.08%
Average
36.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Defiance Connective Technologies ETF | 33.89% |
| Invesco Semiconductors ETF | 44.85% |
| Global X Internet of Things ETF | 38.46% |
| Defiance Quantum ETF | 38.44% |
| ProShares S&PTech Div Arstcrts ETF | 32.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.862 |
| Beta (5Y) | 1.041 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.956 |
| Beta (vs YCharts Benchmark) (5Y) | 0.699 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.76% |
| Historical Sharpe Ratio (5Y) | 0.2406 |
| Historical Sortino (5Y) | 0.3639 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.08% |