iShares US Medical Devices ETF (IHI)

59.56 +0.26 (+0.44%) USD  |  NYSEARCA  |  Dec 26, 16:00
59.58 +0.02 (+0.04%) After-Hours: 20:00
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IHI Max Drawdown (5Y): 33.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares Biotechnology ETF 39.82%
First Trust Health Care AlphaDEX Fund 30.61%
First Trust NYSE Arca Biotechnology Index Fund 33.28%
WisdomTree BioRevolution Fund --
Invesco Nasdaq Biotechnology ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.896
Beta (5Y) 0.9040
Alpha (vs YCharts Benchmark) (5Y) -3.16
Beta (vs YCharts Benchmark) (5Y) 1.122
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.24%
Historical Sharpe Ratio (5Y) 0.2425
Historical Sortino (5Y) 0.3455
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.95%