iShares Genomics Immnlgy & Hlthcr ETF (IDNA)
23.14
-0.67
(-2.81%)
USD |
NYSEARCA |
Nov 15, 12:41
IDNA Max Drawdown (5Y): 68.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.26% |
| September 30, 2024 | 68.26% |
| August 31, 2024 | 68.26% |
| July 31, 2024 | 68.26% |
| June 30, 2024 | 68.26% |
| May 31, 2024 | 68.26% |
| April 30, 2024 | 68.26% |
| March 31, 2024 | 68.26% |
| February 29, 2024 | 68.26% |
| January 31, 2024 | 68.26% |
| December 31, 2023 | 68.26% |
| November 30, 2023 | 68.26% |
| October 31, 2023 | 68.26% |
| September 30, 2023 | 62.81% |
| August 31, 2023 | 60.97% |
| July 31, 2023 | 59.04% |
| June 30, 2023 | 59.04% |
| May 31, 2023 | 59.04% |
| April 30, 2023 | 59.04% |
| March 31, 2023 | 59.04% |
| February 28, 2023 | 56.54% |
| January 31, 2023 | 55.87% |
| December 31, 2022 | 55.87% |
| November 30, 2022 | 54.28% |
| October 31, 2022 | 54.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.28% |
| August 31, 2022 | 54.28% |
| July 31, 2022 | 54.28% |
| June 30, 2022 | 54.28% |
| May 31, 2022 | 51.66% |
| April 30, 2022 | 46.06% |
| March 31, 2022 | 43.14% |
| February 28, 2022 | 40.55% |
| January 31, 2022 | 39.22% |
| December 31, 2021 | 26.93% |
| November 30, 2021 | 26.93% |
| October 31, 2021 | 26.93% |
| September 30, 2021 | 26.93% |
| August 31, 2021 | 26.93% |
| July 31, 2021 | 26.93% |
| June 30, 2021 | 26.93% |
| May 31, 2021 | 26.93% |
| April 30, 2021 | 26.93% |
| March 31, 2021 | 26.93% |
| February 28, 2021 | 26.93% |
| January 31, 2021 | 26.93% |
| December 31, 2020 | 26.93% |
| November 30, 2020 | 26.93% |
| October 31, 2020 | 26.93% |
| September 30, 2020 | 26.93% |
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
14.38%
Minimum
Nov 2019
68.26%
Maximum
Oct 2023
44.51%
Average
48.86%
Median
Max Drawdown (5Y) Benchmarks
| VanEck Biotech ETF | 39.86% |
| Gabelli Healthcare & WellnessRx Trust | 37.33% |
| abrdn Life Sciences Investors | 40.70% |
| First Trust Health Care AlphaDEX® ETF | 30.61% |
| iShares US Medical Devices ETF | 33.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.67 |
| Beta (5Y) | 0.9953 |
| Alpha (vs YCharts Benchmark) (5Y) | -12.11 |
| Beta (vs YCharts Benchmark) (5Y) | 1.072 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.67% |
| Historical Sharpe Ratio (5Y) | -0.0995 |
| Historical Sortino (5Y) | -0.1712 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.50% |