iShares Self-Driving EV and Tech ETF (IDRV)
29.04
-0.23
(-0.80%)
USD |
NYSEARCA |
Nov 15, 16:00
28.95
-0.09
(-0.30%)
After-Hours: 20:00
IDRV Max Drawdown (5Y): 50.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.33% |
| September 30, 2024 | 50.33% |
| August 31, 2024 | 50.33% |
| July 31, 2024 | 46.67% |
| June 30, 2024 | 46.67% |
| May 31, 2024 | 46.57% |
| April 30, 2024 | 46.57% |
| March 31, 2024 | 45.07% |
| February 29, 2024 | 45.07% |
| January 31, 2024 | 44.59% |
| December 31, 2023 | 42.71% |
| November 30, 2023 | 42.71% |
| October 31, 2023 | 42.71% |
| September 30, 2023 | 41.14% |
| August 31, 2023 | 41.14% |
| July 31, 2023 | 41.14% |
| June 30, 2023 | 41.14% |
| May 31, 2023 | 41.14% |
| April 30, 2023 | 41.14% |
| March 31, 2023 | 41.14% |
| February 28, 2023 | 41.14% |
| January 31, 2023 | 41.14% |
| December 31, 2022 | 41.14% |
| November 30, 2022 | 41.14% |
| October 31, 2022 | 41.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.79% |
| August 31, 2022 | 38.46% |
| July 31, 2022 | 38.46% |
| June 30, 2022 | 38.46% |
| May 31, 2022 | 38.46% |
| April 30, 2022 | 38.46% |
| March 31, 2022 | 38.46% |
| February 28, 2022 | 38.46% |
| January 31, 2022 | 38.46% |
| December 31, 2021 | 38.46% |
| November 30, 2021 | 38.46% |
| October 31, 2021 | 38.46% |
| September 30, 2021 | 38.46% |
| August 31, 2021 | 38.46% |
| July 31, 2021 | 38.46% |
| June 30, 2021 | 38.46% |
| May 31, 2021 | 38.46% |
| April 30, 2021 | 38.46% |
| March 31, 2021 | 38.46% |
| February 28, 2021 | 38.46% |
| January 31, 2021 | 38.46% |
| December 31, 2020 | 38.46% |
| November 30, 2020 | 38.46% |
| October 31, 2020 | 38.46% |
| September 30, 2020 | 38.46% |
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
15.58%
Minimum
Nov 2019
50.33%
Maximum
Aug 2024
39.17%
Average
38.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.29 |
| Beta (5Y) | 1.407 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.894 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9375 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.96% |
| Historical Sharpe Ratio (5Y) | 0.0768 |
| Historical Sortino (5Y) | 0.1183 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.23% |