iShares US Medical Devices ETF (IHI)
59.71
+0.27
(+0.45%)
USD |
NYSEARCA |
Nov 15, 12:43
IHI Max Drawdown (5Y): 33.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 33.25% |
September 30, 2024 | 33.25% |
August 31, 2024 | 33.25% |
July 31, 2024 | 33.25% |
June 30, 2024 | 33.25% |
May 31, 2024 | 33.25% |
April 30, 2024 | 33.25% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
33.25%
Maximum
Mar 2020
32.31%
Average
33.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.698 |
Beta (5Y) | 0.9035 |
Alpha (vs YCharts Benchmark) (5Y) | -4.407 |
Beta (vs YCharts Benchmark) (5Y) | 1.118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.26% |
Historical Sharpe Ratio (5Y) | 0.2368 |
Historical Sortino (5Y) | 0.3375 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.95% |