iShares Global Financials ETF (IXG)
86.40
+0.06
(+0.07%)
USD |
NYSEARCA |
Mar 28, 16:00
86.40
0.00 (0.00%)
After-Hours: 18:15
IXG Max Drawdown (5Y): 43.46% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 43.46% |
January 31, 2024 | 43.46% |
December 31, 2023 | 43.46% |
November 30, 2023 | 43.46% |
October 31, 2023 | 43.46% |
September 30, 2023 | 43.46% |
August 31, 2023 | 43.46% |
July 31, 2023 | 43.46% |
June 30, 2023 | 43.46% |
May 31, 2023 | 43.46% |
April 30, 2023 | 43.46% |
March 31, 2023 | 43.46% |
February 28, 2023 | 43.46% |
January 31, 2023 | 43.46% |
December 31, 2022 | 43.46% |
November 30, 2022 | 43.46% |
October 31, 2022 | 43.46% |
September 30, 2022 | 43.46% |
August 31, 2022 | 43.46% |
July 31, 2022 | 43.46% |
June 30, 2022 | 43.46% |
May 31, 2022 | 43.46% |
April 30, 2022 | 43.46% |
March 31, 2022 | 43.46% |
February 28, 2022 | 43.46% |
Date | Value |
---|---|
January 31, 2022 | 43.46% |
December 31, 2021 | 43.46% |
November 30, 2021 | 43.46% |
October 31, 2021 | 43.46% |
September 30, 2021 | 43.46% |
August 31, 2021 | 43.46% |
July 31, 2021 | 43.46% |
June 30, 2021 | 43.46% |
May 31, 2021 | 43.46% |
April 30, 2021 | 43.46% |
March 31, 2021 | 43.46% |
February 28, 2021 | 43.46% |
January 31, 2021 | 43.46% |
December 31, 2020 | 43.46% |
November 30, 2020 | 43.46% |
October 31, 2020 | 43.46% |
September 30, 2020 | 43.46% |
August 31, 2020 | 43.46% |
July 31, 2020 | 43.46% |
June 30, 2020 | 43.46% |
May 31, 2020 | 43.46% |
April 30, 2020 | 43.46% |
March 31, 2020 | 43.46% |
February 29, 2020 | 27.15% |
January 31, 2020 | 27.15% |
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
27.15%
Minimum
Mar 2019
43.46%
Maximum
Mar 2020
40.20%
Average
43.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Europe Financials ETF | 53.26% |
iShares US Broker-Dealers&Secs Exchs ETF | 40.38% |
Invesco KBW Bank ETF | 50.23% |
iShares US Financials ETF | 42.57% |
Davis Select Financial ETF | 44.51% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.048 |
Beta (5Y) | 1.080 |
Alpha (vs YCharts Benchmark) (5Y) | -1.704 |
Beta (vs YCharts Benchmark) (5Y) | 0.9425 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.43% |
Historical Sharpe Ratio (5Y) | 0.3904 |
Historical Sortino (5Y) | 0.4366 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.25% |