iShares US Oil & Gas Explor & Prod ETF (IEO)
98.64
+0.51
(+0.52%)
USD |
BATS |
Nov 14, 16:00
98.60
-0.04
(-0.04%)
Pre-Market: 20:00
IEO Max Drawdown (5Y): 74.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.99% |
September 30, 2024 | 74.99% |
August 31, 2024 | 74.99% |
July 31, 2024 | 74.99% |
June 30, 2024 | 74.99% |
May 31, 2024 | 74.99% |
April 30, 2024 | 74.99% |
March 31, 2024 | 74.99% |
February 29, 2024 | 74.99% |
January 31, 2024 | 74.99% |
December 31, 2023 | 74.99% |
November 30, 2023 | 74.99% |
October 31, 2023 | 74.99% |
September 30, 2023 | 74.99% |
August 31, 2023 | 74.99% |
July 31, 2023 | 74.99% |
June 30, 2023 | 74.99% |
May 31, 2023 | 74.99% |
April 30, 2023 | 74.99% |
March 31, 2023 | 74.99% |
February 28, 2023 | 74.99% |
January 31, 2023 | 74.99% |
December 31, 2022 | 74.99% |
November 30, 2022 | 74.99% |
October 31, 2022 | 74.99% |
Date | Value |
---|---|
September 30, 2022 | 74.99% |
August 31, 2022 | 74.99% |
July 31, 2022 | 74.99% |
June 30, 2022 | 74.99% |
May 31, 2022 | 74.99% |
April 30, 2022 | 74.99% |
March 31, 2022 | 74.99% |
February 28, 2022 | 74.99% |
January 31, 2022 | 74.99% |
December 31, 2021 | 74.99% |
November 30, 2021 | 74.99% |
October 31, 2021 | 74.99% |
September 30, 2021 | 74.99% |
August 31, 2021 | 74.99% |
July 31, 2021 | 74.99% |
June 30, 2021 | 74.99% |
May 31, 2021 | 74.99% |
April 30, 2021 | 74.99% |
March 31, 2021 | 74.99% |
February 28, 2021 | 74.99% |
January 31, 2021 | 74.99% |
December 31, 2020 | 74.99% |
November 30, 2020 | 74.99% |
October 31, 2020 | 74.99% |
September 30, 2020 | 74.99% |
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
56.81%
Minimum
Nov 2019
74.99%
Maximum
Mar 2020
73.78%
Average
74.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3282 |
Beta (5Y) | 1.469 |
Alpha (vs YCharts Benchmark) (5Y) | -4.391 |
Beta (vs YCharts Benchmark) (5Y) | 1.415 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.59% |
Historical Sharpe Ratio (5Y) | 0.3111 |
Historical Sortino (5Y) | 0.4093 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.51% |