iShares US Healthcare Providers ETF (IHF)
51.39
+0.47
(+0.92%)
USD |
NYSEARCA |
Apr 17, 15:42
IHF Max Drawdown (5Y): 35.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 35.23% |
February 29, 2024 | 35.23% |
January 31, 2024 | 35.23% |
December 31, 2023 | 35.23% |
November 30, 2023 | 35.23% |
October 31, 2023 | 35.23% |
September 30, 2023 | 35.23% |
August 31, 2023 | 35.23% |
July 31, 2023 | 35.23% |
June 30, 2023 | 35.23% |
May 31, 2023 | 35.23% |
April 30, 2023 | 35.23% |
March 31, 2023 | 35.23% |
February 28, 2023 | 35.23% |
January 31, 2023 | 35.23% |
December 31, 2022 | 35.23% |
November 30, 2022 | 35.23% |
October 31, 2022 | 35.23% |
September 30, 2022 | 35.23% |
August 31, 2022 | 35.23% |
July 31, 2022 | 35.23% |
June 30, 2022 | 35.23% |
May 31, 2022 | 35.23% |
April 30, 2022 | 35.23% |
March 31, 2022 | 35.23% |
Date | Value |
---|---|
February 28, 2022 | 35.23% |
January 31, 2022 | 35.23% |
December 31, 2021 | 35.23% |
November 30, 2021 | 35.23% |
October 31, 2021 | 35.23% |
September 30, 2021 | 35.23% |
August 31, 2021 | 35.23% |
July 31, 2021 | 35.23% |
June 30, 2021 | 35.23% |
May 31, 2021 | 35.23% |
April 30, 2021 | 35.23% |
March 31, 2021 | 35.23% |
February 28, 2021 | 35.23% |
January 31, 2021 | 35.23% |
December 31, 2020 | 35.23% |
November 30, 2020 | 35.23% |
October 31, 2020 | 35.23% |
September 30, 2020 | 35.23% |
August 31, 2020 | 35.23% |
July 31, 2020 | 35.23% |
June 30, 2020 | 35.23% |
May 31, 2020 | 35.23% |
April 30, 2020 | 35.23% |
March 31, 2020 | 35.23% |
February 29, 2020 | 26.33% |
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
26.33%
Minimum
Apr 2019
35.23%
Maximum
Mar 2020
33.60%
Average
35.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares US Pharmaceuticals ETF | 32.21% |
VanEck Pharmaceutical ETF | 30.19% |
Invesco S&P 500® Equal Wt Hlth Care ETF | 30.43% |
SPDR® S&P Pharmaceuticals ETF | 48.04% |
Blackrock Health Sciences Trust | 36.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.654 |
Beta (5Y) | 0.7286 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9349 |
Beta (vs YCharts Benchmark) (5Y) | 1.034 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.56% |
Historical Sharpe Ratio (5Y) | 0.4375 |
Historical Sortino (5Y) | 0.6127 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.25% |