iShares US Utilities ETF (IDU)
100.82
+1.26
(+1.27%)
USD |
NYSEARCA |
Nov 15, 16:00
100.83
+0.01
(+0.01%)
After-Hours: 20:00
IDU Max Drawdown (5Y): 36.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.18% |
| September 30, 2024 | 36.18% |
| August 31, 2024 | 36.18% |
| July 31, 2024 | 36.18% |
| June 30, 2024 | 36.18% |
| May 31, 2024 | 36.18% |
| April 30, 2024 | 36.18% |
| March 31, 2024 | 36.18% |
| February 29, 2024 | 36.18% |
| January 31, 2024 | 36.18% |
| December 31, 2023 | 36.18% |
| November 30, 2023 | 36.18% |
| October 31, 2023 | 36.18% |
| September 30, 2023 | 36.18% |
| August 31, 2023 | 36.18% |
| July 31, 2023 | 36.18% |
| June 30, 2023 | 36.18% |
| May 31, 2023 | 36.18% |
| April 30, 2023 | 36.18% |
| March 31, 2023 | 36.18% |
| February 28, 2023 | 36.18% |
| January 31, 2023 | 36.18% |
| December 31, 2022 | 36.18% |
| November 30, 2022 | 36.18% |
| October 31, 2022 | 36.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.18% |
| August 31, 2022 | 36.18% |
| July 31, 2022 | 36.18% |
| June 30, 2022 | 36.18% |
| May 31, 2022 | 36.18% |
| April 30, 2022 | 36.18% |
| March 31, 2022 | 36.18% |
| February 28, 2022 | 36.18% |
| January 31, 2022 | 36.18% |
| December 31, 2021 | 36.18% |
| November 30, 2021 | 36.18% |
| October 31, 2021 | 36.18% |
| September 30, 2021 | 36.18% |
| August 31, 2021 | 36.18% |
| July 31, 2021 | 36.18% |
| June 30, 2021 | 36.18% |
| May 31, 2021 | 36.18% |
| April 30, 2021 | 36.18% |
| March 31, 2021 | 36.18% |
| February 28, 2021 | 36.18% |
| January 31, 2021 | 36.18% |
| December 31, 2020 | 36.18% |
| November 30, 2020 | 36.18% |
| October 31, 2020 | 36.18% |
| September 30, 2020 | 36.18% |
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
16.19%
Minimum
Nov 2019
36.18%
Maximum
Mar 2020
34.85%
Average
36.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard Utilities ETF | 36.43% |
| The Utilities Select Sector SPDR® ETF | 36.03% |
| Fidelity MSCI Utilities ETF | 36.38% |
| Reaves Utility Income Fund | 47.96% |
| DNP Select Income Fund Inc | 39.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8035 |
| Beta (5Y) | 0.6091 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.27 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9609 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.15% |
| Historical Sharpe Ratio (5Y) | 0.2522 |
| Historical Sortino (5Y) | 0.327 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.49% |