iShares Global Comm Services ETF (IXP)
66.34
+1.30 (+2.00%)
USD |
NYSEARCA |
May 17, 16:00
66.30
-0.04 (-0.06%)
After-Hours: 20:00
IXP Max Drawdown (5Y): 27.51% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 27.51% |
| March 31, 2022 | 27.11% |
| February 28, 2022 | 27.11% |
| January 31, 2022 | 27.11% |
| December 31, 2021 | 27.11% |
| November 30, 2021 | 27.11% |
| October 31, 2021 | 27.11% |
| September 30, 2021 | 27.11% |
| August 31, 2021 | 27.11% |
| July 31, 2021 | 27.11% |
| June 30, 2021 | 27.11% |
| May 31, 2021 | 27.11% |
| April 30, 2021 | 27.11% |
| March 31, 2021 | 27.11% |
| February 28, 2021 | 27.11% |
| January 31, 2021 | 27.11% |
| December 31, 2020 | 27.11% |
| November 30, 2020 | 27.11% |
| October 31, 2020 | 27.11% |
| September 30, 2020 | 27.11% |
| August 31, 2020 | 27.11% |
| July 31, 2020 | 27.11% |
| June 30, 2020 | 27.11% |
| May 31, 2020 | 27.11% |
| April 30, 2020 | 27.11% |
| Date | Value |
|---|---|
| March 31, 2020 | 27.11% |
| February 29, 2020 | 19.88% |
| January 31, 2020 | 19.88% |
| December 31, 2019 | 19.88% |
| November 30, 2019 | 19.88% |
| October 31, 2019 | 19.88% |
| September 30, 2019 | 19.88% |
| August 31, 2019 | 19.88% |
| July 31, 2019 | 19.88% |
| June 30, 2019 | 19.88% |
| May 31, 2019 | 19.88% |
| April 30, 2019 | 19.88% |
| March 31, 2019 | 19.88% |
| February 28, 2019 | 19.88% |
| January 31, 2019 | 19.88% |
| December 31, 2018 | 19.88% |
| November 30, 2018 | 15.21% |
| October 31, 2018 | 14.97% |
| September 30, 2018 | 13.99% |
| August 31, 2018 | 13.99% |
| July 31, 2018 | 13.99% |
| June 30, 2018 | 13.99% |
| May 31, 2018 | 13.99% |
| April 30, 2018 | 13.99% |
| March 31, 2018 | 13.99% |
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
13.99%
Minimum
May 2017
27.51%
Maximum
Apr 2022
21.19%
Average
19.88%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.311 |
| Beta (5Y) | 0.8835 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.80% |
| Historical Sharpe Ratio (5Y) | 0.304 |
| Historical Sortino (5Y) | 0.3619 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.74% |