iShares U.S. Tech Independence Fcs ETF (IETC)
68.02
+1.16
(+1.74%)
USD |
BATS |
May 03, 16:00
67.98
-0.04
(-0.06%)
After-Hours: 20:00
IETC Max Drawdown (5Y): 38.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 38.48% |
| March 31, 2024 | 38.48% |
| February 29, 2024 | 38.48% |
| January 31, 2024 | 38.48% |
| December 31, 2023 | 38.48% |
| November 30, 2023 | 38.48% |
| October 31, 2023 | 38.48% |
| September 30, 2023 | 38.48% |
| August 31, 2023 | 38.48% |
| July 31, 2023 | 38.48% |
| June 30, 2023 | 38.48% |
| May 31, 2023 | 38.48% |
| April 30, 2023 | 38.48% |
| March 31, 2023 | 38.48% |
| February 28, 2023 | 38.48% |
| January 31, 2023 | 38.48% |
| December 31, 2022 | 38.48% |
| November 30, 2022 | 38.48% |
| October 31, 2022 | 37.60% |
| September 30, 2022 | 36.21% |
| August 31, 2022 | 34.09% |
| July 31, 2022 | 34.09% |
| June 30, 2022 | 34.09% |
| May 31, 2022 | 30.20% |
| April 30, 2022 | 30.07% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.07% |
| February 28, 2022 | 30.07% |
| January 31, 2022 | 30.07% |
| December 31, 2021 | 30.07% |
| November 30, 2021 | 30.07% |
| October 31, 2021 | 30.07% |
| September 30, 2021 | 30.07% |
| August 31, 2021 | 30.07% |
| July 31, 2021 | 30.07% |
| June 30, 2021 | 30.07% |
| May 31, 2021 | 30.07% |
| April 30, 2021 | 30.07% |
| March 31, 2021 | 30.07% |
| February 28, 2021 | 30.07% |
| January 31, 2021 | 30.07% |
| December 31, 2020 | 30.07% |
| November 30, 2020 | 30.07% |
| October 31, 2020 | 30.07% |
| September 30, 2020 | 30.07% |
| August 31, 2020 | 30.07% |
| July 31, 2020 | 30.07% |
| June 30, 2020 | 30.07% |
| May 31, 2020 | 30.07% |
| April 30, 2020 | 30.07% |
| March 31, 2020 | 30.07% |
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
23.37%
Minimum
May 2019
38.48%
Maximum
Nov 2022
31.91%
Average
30.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.499 |
| Beta (5Y) | 1.096 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.355 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.33% |
| Historical Sharpe Ratio (5Y) | 0.7163 |
| Historical Sortino (5Y) | 0.9753 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.88% |