iShares Genomics Immunology and Healthcare ETF (IDNA)

22.83 -0.13 (-0.57%) USD  |  NYSEARCA  |  Dec 27, 16:00
22.79 -0.04 (-0.18%) After-Hours: 20:00
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IDNA Max Drawdown (5Y): 68.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ROBO Global Healthcare Technology & Innovation ETF 57.50%
iShares Biotechnology ETF 39.82%
abrdn Life Sciences Investors 38.77%
First Trust Health Care AlphaDEX Fund 30.61%
iShares US Medical Devices ETF 33.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.73
Beta (5Y) 0.9814
Alpha (vs YCharts Benchmark) (5Y) -12.63
Beta (vs YCharts Benchmark) (5Y) 1.042
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.68%
Historical Sharpe Ratio (5Y) -0.1601
Historical Sortino (5Y) -0.275
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.50%