iShares U.S. Consumer Focused ETF (IEDI)
48.09
-0.02
(-0.05%)
USD |
BATS |
May 17, 16:00
IEDI Max Drawdown (5Y): 30.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 30.60% |
March 31, 2024 | 30.60% |
February 29, 2024 | 30.60% |
January 31, 2024 | 30.60% |
December 31, 2023 | 30.60% |
November 30, 2023 | 30.60% |
October 31, 2023 | 30.60% |
September 30, 2023 | 30.60% |
August 31, 2023 | 30.60% |
July 31, 2023 | 30.60% |
June 30, 2023 | 30.60% |
May 31, 2023 | 30.60% |
April 30, 2023 | 30.60% |
March 31, 2023 | 30.60% |
February 28, 2023 | 30.60% |
January 31, 2023 | 30.60% |
December 31, 2022 | 30.60% |
November 30, 2022 | 30.60% |
October 31, 2022 | 30.60% |
September 30, 2022 | 30.60% |
August 31, 2022 | 30.60% |
July 31, 2022 | 30.60% |
June 30, 2022 | 30.60% |
May 31, 2022 | 30.60% |
April 30, 2022 | 30.60% |
Date | Value |
---|---|
March 31, 2022 | 30.60% |
February 28, 2022 | 30.60% |
January 31, 2022 | 30.60% |
December 31, 2021 | 30.60% |
November 30, 2021 | 30.60% |
October 31, 2021 | 30.60% |
September 30, 2021 | 30.60% |
August 31, 2021 | 30.60% |
July 31, 2021 | 30.60% |
June 30, 2021 | 30.60% |
May 31, 2021 | 30.60% |
April 30, 2021 | 30.60% |
March 31, 2021 | 30.60% |
February 28, 2021 | 30.60% |
January 31, 2021 | 30.60% |
December 31, 2020 | 30.60% |
November 30, 2020 | 30.60% |
October 31, 2020 | 30.60% |
September 30, 2020 | 30.60% |
August 31, 2020 | 30.60% |
July 31, 2020 | 30.60% |
June 30, 2020 | 30.60% |
May 31, 2020 | 30.60% |
April 30, 2020 | 30.60% |
March 31, 2020 | 30.60% |
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
20.04%
Minimum
May 2019
30.60%
Maximum
Mar 2020
28.84%
Average
30.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1279 |
Beta (5Y) | 1.069 |
Alpha (vs YCharts Benchmark) (5Y) | 0.6784 |
Beta (vs YCharts Benchmark) (5Y) | 1.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.02% |
Historical Sharpe Ratio (5Y) | 0.4214 |
Historical Sortino (5Y) | 0.5198 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.78% |