iShares US Medical Devices ETF (IHI)
54.53
-0.25
(-0.46%)
USD |
NYSEARCA |
Apr 18, 16:00
54.51
-0.02
(-0.04%)
After-Hours: 20:00
IHI Max Drawdown (5Y): 33.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.25% |
February 29, 2024 | 33.25% |
January 31, 2024 | 33.25% |
December 31, 2023 | 33.25% |
November 30, 2023 | 33.25% |
October 31, 2023 | 33.25% |
September 30, 2023 | 33.25% |
August 31, 2023 | 33.25% |
July 31, 2023 | 33.25% |
June 30, 2023 | 33.25% |
May 31, 2023 | 33.25% |
April 30, 2023 | 33.25% |
March 31, 2023 | 33.25% |
February 28, 2023 | 33.25% |
January 31, 2023 | 33.25% |
December 31, 2022 | 33.25% |
November 30, 2022 | 33.25% |
October 31, 2022 | 33.25% |
September 30, 2022 | 33.25% |
August 31, 2022 | 33.25% |
July 31, 2022 | 33.25% |
June 30, 2022 | 33.25% |
May 31, 2022 | 33.25% |
April 30, 2022 | 33.25% |
March 31, 2022 | 33.25% |
Date | Value |
---|---|
February 28, 2022 | 33.25% |
January 31, 2022 | 33.25% |
December 31, 2021 | 33.25% |
November 30, 2021 | 33.25% |
October 31, 2021 | 33.25% |
September 30, 2021 | 33.25% |
August 31, 2021 | 33.25% |
July 31, 2021 | 33.25% |
June 30, 2021 | 33.25% |
May 31, 2021 | 33.25% |
April 30, 2021 | 33.25% |
March 31, 2021 | 33.25% |
February 28, 2021 | 33.25% |
January 31, 2021 | 33.25% |
December 31, 2020 | 33.25% |
November 30, 2020 | 33.25% |
October 31, 2020 | 33.25% |
September 30, 2020 | 33.25% |
August 31, 2020 | 33.25% |
July 31, 2020 | 33.25% |
June 30, 2020 | 33.25% |
May 31, 2020 | 33.25% |
April 30, 2020 | 33.25% |
March 31, 2020 | 33.25% |
February 29, 2020 | 19.23% |
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
19.23%
Minimum
Apr 2019
33.25%
Maximum
Mar 2020
30.68%
Average
33.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Trust NYSE Arca Biotech ETF | 33.28% |
First Trust Health Care AlphaDEX® ETF | 30.61% |
iShares Global Healthcare ETF | 27.35% |
iShares US Healthcare ETF | 28.40% |
Vanguard Health Care ETF | 28.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.694 |
Beta (5Y) | 0.8772 |
Alpha (vs YCharts Benchmark) (5Y) | -3.650 |
Beta (vs YCharts Benchmark) (5Y) | 1.124 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.45% |
Historical Sharpe Ratio (5Y) | 0.3331 |
Historical Sortino (5Y) | 0.4712 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.95% |