iShares Global Healthcare ETF (IXJ)
91.65
+0.22
(+0.24%)
USD |
NYSEARCA |
May 10, 16:00
88.00
-3.65
(-3.98%)
After-Hours: 20:00
IXJ Max Drawdown (5Y): 27.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 27.35% |
March 31, 2024 | 27.35% |
February 29, 2024 | 27.35% |
January 31, 2024 | 27.35% |
December 31, 2023 | 27.35% |
November 30, 2023 | 27.35% |
October 31, 2023 | 27.35% |
September 30, 2023 | 27.35% |
August 31, 2023 | 27.35% |
July 31, 2023 | 27.35% |
June 30, 2023 | 27.35% |
May 31, 2023 | 27.35% |
April 30, 2023 | 27.35% |
March 31, 2023 | 27.35% |
February 28, 2023 | 27.35% |
January 31, 2023 | 27.35% |
December 31, 2022 | 27.35% |
November 30, 2022 | 27.35% |
October 31, 2022 | 27.35% |
September 30, 2022 | 27.35% |
August 31, 2022 | 27.35% |
July 31, 2022 | 27.35% |
June 30, 2022 | 27.35% |
May 31, 2022 | 27.35% |
April 30, 2022 | 27.35% |
Date | Value |
---|---|
March 31, 2022 | 27.35% |
February 28, 2022 | 27.35% |
January 31, 2022 | 27.35% |
December 31, 2021 | 27.35% |
November 30, 2021 | 27.35% |
October 31, 2021 | 27.35% |
September 30, 2021 | 27.35% |
August 31, 2021 | 27.35% |
July 31, 2021 | 27.35% |
June 30, 2021 | 27.35% |
May 31, 2021 | 27.35% |
April 30, 2021 | 27.35% |
March 31, 2021 | 27.35% |
February 28, 2021 | 27.35% |
January 31, 2021 | 27.35% |
December 31, 2020 | 27.35% |
November 30, 2020 | 27.35% |
October 31, 2020 | 27.35% |
September 30, 2020 | 27.35% |
August 31, 2020 | 27.35% |
July 31, 2020 | 27.35% |
June 30, 2020 | 27.35% |
May 31, 2020 | 27.35% |
April 30, 2020 | 27.35% |
March 31, 2020 | 27.35% |
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
18.80%
Minimum
May 2019
27.35%
Maximum
Mar 2020
25.93%
Average
27.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares US Healthcare ETF | 28.40% |
Vanguard Health Care ETF | 28.86% |
Health Care Select Sector SPDR® ETF | 28.39% |
Fidelity MSCI Health Care ETF | 28.74% |
iShares US Pharmaceuticals ETF | 32.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.189 |
Beta (5Y) | 0.6729 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6186 |
Beta (vs YCharts Benchmark) (5Y) | 0.9441 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.17% |
Historical Sharpe Ratio (5Y) | 0.4851 |
Historical Sortino (5Y) | 0.6892 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.79% |