iShares International Dev Real Est ETF (IFGL)
20.44
+0.21
(+1.04%)
USD |
NASDAQ |
Apr 23, 16:00
20.44
0.00 (0.00%)
After-Hours: 20:00
IFGL Max Drawdown (5Y): 40.38% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 40.38% |
February 29, 2024 | 40.38% |
January 31, 2024 | 40.38% |
December 31, 2023 | 40.38% |
November 30, 2023 | 40.38% |
October 31, 2023 | 40.38% |
September 30, 2023 | 40.38% |
August 31, 2023 | 40.38% |
July 31, 2023 | 40.38% |
June 30, 2023 | 40.38% |
May 31, 2023 | 40.38% |
April 30, 2023 | 40.38% |
March 31, 2023 | 40.38% |
February 28, 2023 | 40.38% |
January 31, 2023 | 40.38% |
December 31, 2022 | 40.38% |
November 30, 2022 | 40.38% |
October 31, 2022 | 40.38% |
September 30, 2022 | 40.38% |
August 31, 2022 | 40.38% |
July 31, 2022 | 40.38% |
June 30, 2022 | 40.38% |
May 31, 2022 | 40.38% |
April 30, 2022 | 40.38% |
March 31, 2022 | 40.38% |
Date | Value |
---|---|
February 28, 2022 | 40.38% |
January 31, 2022 | 40.38% |
December 31, 2021 | 40.38% |
November 30, 2021 | 40.38% |
October 31, 2021 | 40.38% |
September 30, 2021 | 40.38% |
August 31, 2021 | 40.38% |
July 31, 2021 | 40.38% |
June 30, 2021 | 40.38% |
May 31, 2021 | 40.38% |
April 30, 2021 | 40.38% |
March 31, 2021 | 40.38% |
February 28, 2021 | 40.38% |
January 31, 2021 | 40.38% |
December 31, 2020 | 40.38% |
November 30, 2020 | 40.38% |
October 31, 2020 | 40.38% |
September 30, 2020 | 40.38% |
August 31, 2020 | 40.38% |
July 31, 2020 | 40.38% |
June 30, 2020 | 40.38% |
May 31, 2020 | 40.38% |
April 30, 2020 | 40.38% |
March 31, 2020 | 40.38% |
February 29, 2020 | 19.92% |
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
19.92%
Minimum
Apr 2019
40.38%
Maximum
Mar 2020
36.63%
Average
40.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.08 |
Beta (5Y) | 0.9508 |
Alpha (vs YCharts Benchmark) (5Y) | -7.315 |
Beta (vs YCharts Benchmark) (5Y) | 0.868 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.56% |
Historical Sharpe Ratio (5Y) | -0.255 |
Historical Sortino (5Y) | -0.2772 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.38% |