iShares North American Natural Res ETF (IGE)
45.13
-0.45
(-0.99%)
USD |
BATS |
Apr 15, 16:00
45.13
0.00 (0.00%)
After-Hours: 20:00
IGE Max Drawdown (5Y): 60.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 60.58% |
| February 29, 2024 | 60.58% |
| January 31, 2024 | 60.58% |
| December 31, 2023 | 60.58% |
| November 30, 2023 | 60.58% |
| October 31, 2023 | 60.58% |
| September 30, 2023 | 60.58% |
| August 31, 2023 | 60.58% |
| July 31, 2023 | 60.58% |
| June 30, 2023 | 60.58% |
| May 31, 2023 | 60.58% |
| April 30, 2023 | 60.58% |
| March 31, 2023 | 60.58% |
| February 28, 2023 | 60.58% |
| January 31, 2023 | 60.58% |
| December 31, 2022 | 60.58% |
| November 30, 2022 | 60.58% |
| October 31, 2022 | 60.58% |
| September 30, 2022 | 60.58% |
| August 31, 2022 | 60.58% |
| July 31, 2022 | 60.58% |
| June 30, 2022 | 60.58% |
| May 31, 2022 | 60.58% |
| April 30, 2022 | 60.58% |
| March 31, 2022 | 60.58% |
| Date | Value |
|---|---|
| February 28, 2022 | 60.58% |
| January 31, 2022 | 60.58% |
| December 31, 2021 | 60.58% |
| November 30, 2021 | 60.58% |
| October 31, 2021 | 60.58% |
| September 30, 2021 | 60.58% |
| August 31, 2021 | 60.58% |
| July 31, 2021 | 60.58% |
| June 30, 2021 | 60.58% |
| May 31, 2021 | 60.58% |
| April 30, 2021 | 60.58% |
| March 31, 2021 | 60.58% |
| February 28, 2021 | 60.58% |
| January 31, 2021 | 60.58% |
| December 31, 2020 | 60.58% |
| November 30, 2020 | 60.58% |
| October 31, 2020 | 60.58% |
| September 30, 2020 | 60.58% |
| August 31, 2020 | 60.58% |
| July 31, 2020 | 60.58% |
| June 30, 2020 | 60.58% |
| May 31, 2020 | 60.58% |
| April 30, 2020 | 60.58% |
| March 31, 2020 | 60.58% |
| February 29, 2020 | 51.16% |
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
51.16%
Minimum
Apr 2019
60.58%
Maximum
Mar 2020
58.85%
Average
60.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.643 |
| Beta (5Y) | 1.211 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.099 |
| Beta (vs YCharts Benchmark) (5Y) | 1.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.16% |
| Historical Sharpe Ratio (5Y) | 0.3068 |
| Historical Sortino (5Y) | 0.3588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.62% |