iShares Expanded Tech-Software Sect ETF (IGV)
79.48
-0.58
(-0.72%)
USD |
BATS |
Apr 18, 16:00
79.11
-0.37
(-0.47%)
After-Hours: 20:00
IGV Max Drawdown (5Y): 45.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 45.85% |
| February 29, 2024 | 45.85% |
| January 31, 2024 | 45.85% |
| December 31, 2023 | 45.85% |
| November 30, 2023 | 45.85% |
| October 31, 2023 | 45.85% |
| September 30, 2023 | 45.85% |
| August 31, 2023 | 45.85% |
| July 31, 2023 | 45.85% |
| June 30, 2023 | 45.85% |
| May 31, 2023 | 45.85% |
| April 30, 2023 | 45.85% |
| March 31, 2023 | 45.85% |
| February 28, 2023 | 45.85% |
| January 31, 2023 | 45.85% |
| December 31, 2022 | 45.85% |
| November 30, 2022 | 45.85% |
| October 31, 2022 | 45.79% |
| September 30, 2022 | 43.98% |
| August 31, 2022 | 42.39% |
| July 31, 2022 | 42.39% |
| June 30, 2022 | 42.39% |
| May 31, 2022 | 40.82% |
| April 30, 2022 | 32.84% |
| March 31, 2022 | 32.30% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.30% |
| January 31, 2022 | 30.30% |
| December 31, 2021 | 30.30% |
| November 30, 2021 | 30.30% |
| October 31, 2021 | 30.30% |
| September 30, 2021 | 30.30% |
| August 31, 2021 | 30.30% |
| July 31, 2021 | 30.30% |
| June 30, 2021 | 30.30% |
| May 31, 2021 | 30.30% |
| April 30, 2021 | 30.30% |
| March 31, 2021 | 30.30% |
| February 28, 2021 | 30.30% |
| January 31, 2021 | 30.30% |
| December 31, 2020 | 30.30% |
| November 30, 2020 | 30.30% |
| October 31, 2020 | 30.30% |
| September 30, 2020 | 30.30% |
| August 31, 2020 | 30.30% |
| July 31, 2020 | 30.30% |
| June 30, 2020 | 30.30% |
| May 31, 2020 | 30.30% |
| April 30, 2020 | 30.30% |
| March 31, 2020 | 30.30% |
| February 29, 2020 | 22.44% |
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
22.44%
Minimum
Apr 2019
45.85%
Maximum
Nov 2022
34.61%
Average
30.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.702 |
| Beta (5Y) | 1.049 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.008 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9287 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.76% |
| Historical Sharpe Ratio (5Y) | 0.5155 |
| Historical Sortino (5Y) | 0.7415 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.59% |