iShares US Pharmaceuticals ETF (IHE)
67.20
-0.97
(-1.42%)
USD |
NYSEARCA |
Nov 15, 12:19
IHE Max Drawdown (5Y): 32.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.21% |
| September 30, 2024 | 32.21% |
| August 31, 2024 | 32.21% |
| July 31, 2024 | 32.21% |
| June 30, 2024 | 32.21% |
| May 31, 2024 | 32.21% |
| April 30, 2024 | 32.21% |
| March 31, 2024 | 32.21% |
| February 29, 2024 | 32.21% |
| January 31, 2024 | 32.21% |
| December 31, 2023 | 32.21% |
| November 30, 2023 | 32.21% |
| October 31, 2023 | 32.21% |
| September 30, 2023 | 32.21% |
| August 31, 2023 | 32.21% |
| July 31, 2023 | 32.21% |
| June 30, 2023 | 32.21% |
| May 31, 2023 | 32.21% |
| April 30, 2023 | 32.21% |
| March 31, 2023 | 32.21% |
| February 28, 2023 | 32.21% |
| January 31, 2023 | 32.21% |
| December 31, 2022 | 32.21% |
| November 30, 2022 | 32.21% |
| October 31, 2022 | 32.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.21% |
| August 31, 2022 | 32.21% |
| July 31, 2022 | 32.21% |
| June 30, 2022 | 32.21% |
| May 31, 2022 | 32.21% |
| April 30, 2022 | 32.21% |
| March 31, 2022 | 32.21% |
| February 28, 2022 | 32.21% |
| January 31, 2022 | 32.21% |
| December 31, 2021 | 32.21% |
| November 30, 2021 | 32.21% |
| October 31, 2021 | 32.21% |
| September 30, 2021 | 32.21% |
| August 31, 2021 | 32.21% |
| July 31, 2021 | 32.21% |
| June 30, 2021 | 32.21% |
| May 31, 2021 | 32.21% |
| April 30, 2021 | 32.21% |
| March 31, 2021 | 32.21% |
| February 28, 2021 | 32.21% |
| January 31, 2021 | 32.21% |
| December 31, 2020 | 32.21% |
| November 30, 2020 | 32.21% |
| October 31, 2020 | 32.21% |
| September 30, 2020 | 32.21% |
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
28.18%
Minimum
Nov 2019
32.21%
Maximum
Mar 2020
31.94%
Average
32.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares US Healthcare ETF | 28.40% |
| VanEck Pharmaceutical ETF | 30.19% |
| Vanguard Health Care ETF | 28.86% |
| The Health Care Select Sector SPDR® ETF | 28.39% |
| Fidelity MSCI Health Care ETF | 28.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2518 |
| Beta (5Y) | 0.664 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.118 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9219 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.78% |
| Historical Sharpe Ratio (5Y) | 0.3974 |
| Historical Sortino (5Y) | 0.5621 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.26% |