iShares US Oil Equipment & Services ETF (IEZ)
22.74
-0.28
(-1.20%)
USD |
NYSEARCA |
May 10, 16:00
22.74
0.00 (0.00%)
After-Hours: 18:10
IEZ Max Drawdown (5Y): 90.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.05% |
| March 31, 2024 | 90.05% |
| February 29, 2024 | 90.05% |
| January 31, 2024 | 90.05% |
| December 31, 2023 | 90.05% |
| November 30, 2023 | 90.05% |
| October 31, 2023 | 90.05% |
| September 30, 2023 | 90.05% |
| August 31, 2023 | 90.05% |
| July 31, 2023 | 90.05% |
| June 30, 2023 | 90.05% |
| May 31, 2023 | 90.05% |
| April 30, 2023 | 90.05% |
| March 31, 2023 | 90.05% |
| February 28, 2023 | 90.05% |
| January 31, 2023 | 90.05% |
| December 31, 2022 | 90.05% |
| November 30, 2022 | 90.05% |
| October 31, 2022 | 90.05% |
| September 30, 2022 | 90.05% |
| August 31, 2022 | 90.05% |
| July 31, 2022 | 90.05% |
| June 30, 2022 | 90.05% |
| May 31, 2022 | 90.05% |
| April 30, 2022 | 90.05% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.05% |
| February 28, 2022 | 90.05% |
| January 31, 2022 | 90.05% |
| December 31, 2021 | 90.05% |
| November 30, 2021 | 90.05% |
| October 31, 2021 | 90.05% |
| September 30, 2021 | 90.05% |
| August 31, 2021 | 90.05% |
| July 31, 2021 | 90.05% |
| June 30, 2021 | 90.05% |
| May 31, 2021 | 90.05% |
| April 30, 2021 | 90.05% |
| March 31, 2021 | 90.05% |
| February 28, 2021 | 90.05% |
| January 31, 2021 | 90.05% |
| December 31, 2020 | 90.05% |
| November 30, 2020 | 90.05% |
| October 31, 2020 | 90.05% |
| September 30, 2020 | 90.05% |
| August 31, 2020 | 90.05% |
| July 31, 2020 | 90.05% |
| June 30, 2020 | 90.05% |
| May 31, 2020 | 90.05% |
| April 30, 2020 | 90.05% |
| March 31, 2020 | 90.05% |
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
75.10%
Minimum
May 2019
90.05%
Maximum
Mar 2020
87.56%
Average
90.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| VanEck Oil Services ETF | 90.08% |
| First Trust Natural Gas ETF | 92.02% |
| Invesco Energy Exploration & Prod ETF | 80.15% |
| SPDR® S&P Oil & Gas Equipment&Svcs ETF | 92.66% |
| Invesco S&P SmallCap Energy ETF | 92.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.92 |
| Beta (5Y) | 1.939 |
| Alpha (vs YCharts Benchmark) (5Y) | -17.10 |
| Beta (vs YCharts Benchmark) (5Y) | 1.330 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.31% |
| Historical Sharpe Ratio (5Y) | -0.0665 |
| Historical Sortino (5Y) | -0.0891 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.04% |