iShares Global Infrastructure ETF (IGF)
49.97
+0.81 (+1.65%)
USD |
NASDAQ |
May 17, 16:00
49.90
-0.07 (-0.14%)
After-Hours: 20:00
IGF Max Drawdown (5Y): 42.11% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.11% |
| March 31, 2022 | 42.11% |
| February 28, 2022 | 42.11% |
| January 31, 2022 | 42.11% |
| December 31, 2021 | 42.11% |
| November 30, 2021 | 42.11% |
| October 31, 2021 | 42.11% |
| September 30, 2021 | 42.11% |
| August 31, 2021 | 42.11% |
| July 31, 2021 | 42.11% |
| June 30, 2021 | 42.11% |
| May 31, 2021 | 42.11% |
| April 30, 2021 | 42.11% |
| March 31, 2021 | 42.11% |
| February 28, 2021 | 42.11% |
| January 31, 2021 | 42.11% |
| December 31, 2020 | 42.11% |
| November 30, 2020 | 42.11% |
| October 31, 2020 | 42.11% |
| September 30, 2020 | 42.11% |
| August 31, 2020 | 42.11% |
| July 31, 2020 | 42.11% |
| June 30, 2020 | 42.11% |
| May 31, 2020 | 42.11% |
| April 30, 2020 | 42.11% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.11% |
| February 29, 2020 | 23.03% |
| January 31, 2020 | 23.03% |
| December 31, 2019 | 23.03% |
| November 30, 2019 | 23.03% |
| October 31, 2019 | 23.03% |
| September 30, 2019 | 23.03% |
| August 31, 2019 | 23.03% |
| July 31, 2019 | 23.03% |
| June 30, 2019 | 23.03% |
| May 31, 2019 | 23.03% |
| April 30, 2019 | 23.03% |
| March 31, 2019 | 23.03% |
| February 28, 2019 | 23.03% |
| January 31, 2019 | 23.03% |
| December 31, 2018 | 23.03% |
| November 30, 2018 | 23.03% |
| October 31, 2018 | 23.03% |
| September 30, 2018 | 23.03% |
| August 31, 2018 | 23.03% |
| July 31, 2018 | 23.03% |
| June 30, 2018 | 23.03% |
| May 31, 2018 | 23.03% |
| April 30, 2018 | 23.03% |
| March 31, 2018 | 23.03% |
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
23.03%
Minimum
May 2017
42.11%
Maximum
Mar 2020
31.30%
Average
23.03%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.183 |
| Beta (5Y) | 0.8549 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.68% |
| Historical Sharpe Ratio (5Y) | 0.3277 |
| Historical Sortino (5Y) | 0.2922 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.55% |