iShares US Pharmaceuticals ETF (IHE)
68.00
+0.30
(+0.44%)
USD |
NYSEARCA |
Mar 28, 16:00
68.00
0.00 (0.00%)
After-Hours: 20:00
IHE Max Drawdown (5Y): 32.21% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 32.21% |
July 31, 2020 | 32.21% |
June 30, 2020 | 32.21% |
May 31, 2020 | 32.21% |
April 30, 2020 | 32.21% |
March 31, 2020 | 32.21% |
February 29, 2020 | 28.18% |
January 31, 2020 | 28.18% |
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
Mar 2019
32.21%
Maximum
Mar 2020
31.40%
Average
32.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
VanEck Pharmaceutical ETF | 30.19% |
Blackrock Health Sciences Trust | 36.68% |
abrdn Healthcare Investors | 41.16% |
iShares Global Healthcare ETF | 27.35% |
iShares US Healthcare ETF | 28.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.087 |
Beta (5Y) | 0.6691 |
Alpha (vs YCharts Benchmark) (5Y) | -3.282 |
Beta (vs YCharts Benchmark) (5Y) | 0.9447 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.16% |
Historical Sharpe Ratio (5Y) | 0.3919 |
Historical Sortino (5Y) | 0.5724 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.35% |