iShares Global Energy ETF (IXC)
42.95
+0.39
(+0.92%)
USD |
NYSEARCA |
Mar 28, 16:00
42.97
+0.02
(+0.05%)
After-Hours: 20:00
IXC Max Drawdown (5Y): 64.18% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 64.18% |
January 31, 2024 | 64.18% |
December 31, 2023 | 64.18% |
November 30, 2023 | 64.18% |
October 31, 2023 | 64.18% |
September 30, 2023 | 64.18% |
August 31, 2023 | 64.18% |
July 31, 2023 | 64.18% |
June 30, 2023 | 64.18% |
May 31, 2023 | 64.18% |
April 30, 2023 | 64.18% |
March 31, 2023 | 64.18% |
February 28, 2023 | 64.18% |
January 31, 2023 | 64.18% |
December 31, 2022 | 64.18% |
November 30, 2022 | 64.18% |
October 31, 2022 | 64.18% |
September 30, 2022 | 64.18% |
August 31, 2022 | 64.18% |
July 31, 2022 | 64.18% |
June 30, 2022 | 64.18% |
May 31, 2022 | 64.18% |
April 30, 2022 | 64.18% |
March 31, 2022 | 64.18% |
February 28, 2022 | 64.18% |
Date | Value |
---|---|
January 31, 2022 | 64.18% |
December 31, 2021 | 64.18% |
November 30, 2021 | 64.18% |
October 31, 2021 | 64.18% |
September 30, 2021 | 64.18% |
August 31, 2021 | 64.18% |
July 31, 2021 | 64.18% |
June 30, 2021 | 64.18% |
May 31, 2021 | 64.18% |
April 30, 2021 | 64.18% |
March 31, 2021 | 64.18% |
February 28, 2021 | 64.18% |
January 31, 2021 | 64.18% |
December 31, 2020 | 64.18% |
November 30, 2020 | 64.18% |
October 31, 2020 | 64.18% |
September 30, 2020 | 64.18% |
August 31, 2020 | 64.18% |
July 31, 2020 | 64.18% |
June 30, 2020 | 64.18% |
May 31, 2020 | 64.18% |
April 30, 2020 | 64.18% |
March 31, 2020 | 64.18% |
February 29, 2020 | 48.68% |
January 31, 2020 | 48.68% |
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
48.68%
Minimum
Mar 2019
64.18%
Maximum
Mar 2020
61.08%
Average
64.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard Energy ETF | 69.31% |
Energy Select Sector SPDR® ETF | 66.81% |
Fidelity MSCI Energy ETF | 69.07% |
iShares US Energy ETF | 68.61% |
iShares MSCI Global Energy Producers ETF | 63.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.370 |
Beta (5Y) | 1.121 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5506 |
Beta (vs YCharts Benchmark) (5Y) | 0.815 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.03% |
Historical Sharpe Ratio (5Y) | 0.3509 |
Historical Sortino (5Y) | 0.4363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.52% |