iShares U.S. Digital Infras & RE ETF (IDGT)
66.41
-0.23
(-0.34%)
USD |
NYSEARCA |
May 01, 16:00
66.84
+0.43
(+0.65%)
After-Hours: 20:00
IDGT Max Drawdown (5Y): 36.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 36.88% |
July 31, 2020 | 36.88% |
June 30, 2020 | 36.88% |
May 31, 2020 | 36.88% |
April 30, 2020 | 36.88% |
March 31, 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
May 2019
36.88%
Maximum
Mar 2020
34.88%
Average
36.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.350 |
Beta (5Y) | 1.088 |
Alpha (vs YCharts Benchmark) (5Y) | -16.40 |
Beta (vs YCharts Benchmark) (5Y) | 0.862 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.05% |
Historical Sharpe Ratio (5Y) | 0.0304 |
Historical Sortino (5Y) | 0.0469 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.26% |