iShares Rbtcs&Artfcl Intllgnc Mltsct ETF (IRBO)
33.38
-0.24
(-0.71%)
USD |
NYSEARCA |
May 10, 16:00
33.38
0.00 (0.00%)
After-Hours: 19:46
IRBO Max Drawdown (5Y): 54.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.49% |
March 31, 2024 | 54.49% |
February 29, 2024 | 54.49% |
January 31, 2024 | 54.49% |
December 31, 2023 | 54.49% |
November 30, 2023 | 54.49% |
October 31, 2023 | 54.49% |
September 30, 2023 | 54.49% |
August 31, 2023 | 54.49% |
July 31, 2023 | 54.49% |
June 30, 2023 | 54.49% |
May 31, 2023 | 54.49% |
April 30, 2023 | 54.49% |
March 31, 2023 | 54.49% |
February 28, 2023 | 54.49% |
January 31, 2023 | 54.49% |
December 31, 2022 | 54.49% |
November 30, 2022 | 54.49% |
October 31, 2022 | 54.49% |
September 30, 2022 | 52.41% |
August 31, 2022 | 48.46% |
July 31, 2022 | 48.46% |
June 30, 2022 | 48.28% |
May 31, 2022 | 47.46% |
April 30, 2022 | 42.47% |
Date | Value |
---|---|
March 31, 2022 | 39.97% |
February 28, 2022 | 32.68% |
January 31, 2022 | 32.23% |
December 31, 2021 | 32.23% |
November 30, 2021 | 32.23% |
October 31, 2021 | 32.23% |
September 30, 2021 | 32.23% |
August 31, 2021 | 32.23% |
July 31, 2021 | 32.23% |
June 30, 2021 | 32.23% |
May 31, 2021 | 32.23% |
April 30, 2021 | 32.23% |
March 31, 2021 | 32.23% |
February 28, 2021 | 32.23% |
January 31, 2021 | 32.23% |
December 31, 2020 | 32.23% |
November 30, 2020 | 32.23% |
October 31, 2020 | 32.23% |
September 30, 2020 | 32.23% |
August 31, 2020 | 32.23% |
July 31, 2020 | 32.23% |
June 30, 2020 | 32.23% |
May 31, 2020 | 32.23% |
April 30, 2020 | 32.23% |
March 31, 2020 | 32.23% |
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
24.26%
Minimum
May 2019
54.49%
Maximum
Oct 2022
39.65%
Average
32.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.015 |
Beta (5Y) | 1.158 |
Alpha (vs YCharts Benchmark) (5Y) | -14.73 |
Beta (vs YCharts Benchmark) (5Y) | 0.9246 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.21% |
Historical Sharpe Ratio (5Y) | 0.1367 |
Historical Sortino (5Y) | 0.2079 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.53% |