iShares US Aerospace & Defense ETF (ITA)
128.50
-0.87
(-0.67%)
USD |
BATS |
Apr 24, 11:08
ITA Max Drawdown (5Y): 51.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 51.00% |
February 29, 2024 | 51.00% |
January 31, 2024 | 51.00% |
December 31, 2023 | 51.00% |
November 30, 2023 | 51.00% |
October 31, 2023 | 51.00% |
September 30, 2023 | 51.00% |
August 31, 2023 | 51.00% |
July 31, 2023 | 51.00% |
June 30, 2023 | 51.00% |
May 31, 2023 | 51.00% |
April 30, 2023 | 51.00% |
March 31, 2023 | 51.00% |
February 28, 2023 | 51.00% |
January 31, 2023 | 51.00% |
December 31, 2022 | 51.00% |
November 30, 2022 | 51.00% |
October 31, 2022 | 51.00% |
September 30, 2022 | 51.00% |
August 31, 2022 | 51.00% |
July 31, 2022 | 51.00% |
June 30, 2022 | 51.00% |
May 31, 2022 | 51.00% |
April 30, 2022 | 51.00% |
March 31, 2022 | 51.00% |
Date | Value |
---|---|
February 28, 2022 | 51.00% |
January 31, 2022 | 51.00% |
December 31, 2021 | 51.00% |
November 30, 2021 | 51.00% |
October 31, 2021 | 51.00% |
September 30, 2021 | 51.00% |
August 31, 2021 | 51.00% |
July 31, 2021 | 51.00% |
June 30, 2021 | 51.00% |
May 31, 2021 | 51.00% |
April 30, 2021 | 51.00% |
March 31, 2021 | 51.00% |
February 28, 2021 | 51.00% |
January 31, 2021 | 51.00% |
December 31, 2020 | 51.00% |
November 30, 2020 | 51.00% |
October 31, 2020 | 51.00% |
September 30, 2020 | 51.00% |
August 31, 2020 | 51.00% |
July 31, 2020 | 51.00% |
June 30, 2020 | 51.00% |
May 31, 2020 | 51.00% |
April 30, 2020 | 51.00% |
March 31, 2020 | 51.00% |
February 29, 2020 | 25.45% |
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
25.45%
Minimum
Apr 2019
51.00%
Maximum
Mar 2020
46.31%
Average
51.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
US Global Jets ETF | 64.74% |
First Trust Indtls/PrdcrDurbAlphaDEX®ETF | 44.71% |
Vanguard Industrials ETF | 42.43% |
SPDR® S&P Aerospace & Defense ETF | 46.36% |
Fidelity MSCI Industrials ETF | 42.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.493 |
Beta (5Y) | 1.035 |
Alpha (vs YCharts Benchmark) (5Y) | -6.253 |
Beta (vs YCharts Benchmark) (5Y) | 0.9604 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.28% |
Historical Sharpe Ratio (5Y) | 0.1881 |
Historical Sortino (5Y) | 0.1998 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.22% |