iShares Global Comm Services ETF (IXP)
85.40
-0.32
(-0.37%)
USD |
NYSEARCA |
May 10, 16:00
85.40
0.00 (0.00%)
After-Hours: 20:00
IXP Max Drawdown (5Y): 43.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.91% |
| March 31, 2024 | 43.91% |
| February 29, 2024 | 43.91% |
| January 31, 2024 | 43.91% |
| December 31, 2023 | 43.91% |
| November 30, 2023 | 43.91% |
| October 31, 2023 | 43.91% |
| September 30, 2023 | 43.91% |
| August 31, 2023 | 43.91% |
| July 31, 2023 | 43.91% |
| June 30, 2023 | 43.91% |
| May 31, 2023 | 43.91% |
| April 30, 2023 | 43.91% |
| March 31, 2023 | 43.91% |
| February 28, 2023 | 43.91% |
| January 31, 2023 | 43.91% |
| December 31, 2022 | 43.91% |
| November 30, 2022 | 43.91% |
| October 31, 2022 | 41.97% |
| September 30, 2022 | 40.94% |
| August 31, 2022 | 32.93% |
| July 31, 2022 | 32.62% |
| June 30, 2022 | 32.62% |
| May 31, 2022 | 29.56% |
| April 30, 2022 | 27.51% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2020 | 27.11% |
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
19.88%
Minimum
May 2019
43.91%
Maximum
Nov 2022
31.75%
Average
27.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.147 |
| Beta (5Y) | 0.8827 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.557 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8384 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.33% |
| Historical Sharpe Ratio (5Y) | 0.3246 |
| Historical Sortino (5Y) | 0.3917 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.07% |