iShares US Utilities ETF (IDU)
108.94
+0.91
(+0.84%)
USD |
NYSEARCA |
Dec 11, 16:00
108.80
-0.14
(-0.13%)
After-Hours: 20:00
IDU Max Drawdown (5Y): 24.08% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| First Trust Water ETF | 28.54% |
| iShares Core US REIT ETF | 31.00% |
| First Trust Consumer Staples AlphaDEX Fund | 15.70% |
| iShares Russell Mid-Cap Value ETF | 21.22% |
| iShares US Healthcare ETF | 17.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6058 |
| Beta (5Y) | 0.7189 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0535 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9585 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.13% |
| Historical Sharpe Ratio (5Y) | 0.4716 |
| Historical Sortino (5Y) | 0.7608 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.50% |