BlueStar Israel Technology ETF (ITEQ)
46.03
-0.06
(-0.12%)
USD |
NYSEARCA |
Jun 06, 16:00
46.08
+0.04
(+0.09%)
After-Hours: 20:00
ITEQ Max Drawdown (5Y): 47.06% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 47.06% |
| April 30, 2023 | 47.06% |
| March 31, 2023 | 47.06% |
| February 28, 2023 | 47.06% |
| January 31, 2023 | 47.06% |
| December 31, 2022 | 47.06% |
| November 30, 2022 | 47.06% |
| October 31, 2022 | 47.06% |
| September 30, 2022 | 45.97% |
| August 31, 2022 | 45.97% |
| July 31, 2022 | 45.97% |
| June 30, 2022 | 45.97% |
| May 31, 2022 | 45.74% |
| April 30, 2022 | 36.64% |
| March 31, 2022 | 36.49% |
| February 28, 2022 | 36.49% |
| January 31, 2022 | 36.49% |
| December 31, 2021 | 36.49% |
| November 30, 2021 | 36.49% |
| October 31, 2021 | 36.49% |
| September 30, 2021 | 36.49% |
| August 31, 2021 | 36.49% |
| July 31, 2021 | 36.49% |
| June 30, 2021 | 36.49% |
| May 31, 2021 | 36.49% |
| Date | Value |
|---|---|
| April 30, 2021 | 36.49% |
| March 31, 2021 | 36.49% |
| February 28, 2021 | 36.49% |
| January 31, 2021 | 36.49% |
| December 31, 2020 | 36.49% |
| November 30, 2020 | 36.49% |
| October 31, 2020 | 36.49% |
| September 30, 2020 | 36.49% |
| August 31, 2020 | 36.49% |
| July 31, 2020 | 36.49% |
| June 30, 2020 | 36.49% |
| May 31, 2020 | 36.49% |
| April 30, 2020 | 36.49% |
| March 31, 2020 | 36.49% |
| February 29, 2020 | 21.04% |
| January 31, 2020 | 21.04% |
| December 31, 2019 | 21.04% |
| November 30, 2019 | 21.04% |
| October 31, 2019 | 21.04% |
| September 30, 2019 | 21.04% |
| August 31, 2019 | 21.04% |
| July 31, 2019 | 21.04% |
| June 30, 2019 | 21.04% |
| May 31, 2019 | 21.04% |
| April 30, 2019 | 21.04% |
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
21.04%
Minimum
Jun 2018
47.06%
Maximum
Oct 2022
33.28%
Average
36.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Invesco DWA Technology Momentum ETF | 44.88% |
| Invesco Dynamic Software ETF | 50.08% |
| The 3D Printing ETF | 61.56% |
| Global X Internet of Things ETF | 38.46% |
| Global X FinTech ETF | 63.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.436 |
| Beta (5Y) | 0.9773 |
| Alpha (vs YCharts Benchmark) (5Y) | -13.14 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7675 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.28% |
| Historical Sharpe Ratio (5Y) | 0.2748 |
| Historical Sortino (5Y) | 0.3953 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.48% |