iShares US Consumer Discretionary ETF (IYC)
77.60
+0.96
(+1.26%)
USD |
NYSEARCA |
Apr 23, 16:00
77.60
0.00 (0.00%)
After-Hours: 20:00
IYC Max Drawdown (5Y): 35.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 35.89% |
February 29, 2024 | 35.89% |
January 31, 2024 | 35.89% |
December 31, 2023 | 35.89% |
November 30, 2023 | 35.89% |
October 31, 2023 | 35.89% |
September 30, 2023 | 35.89% |
August 31, 2023 | 35.89% |
July 31, 2023 | 35.89% |
June 30, 2023 | 35.89% |
May 31, 2023 | 35.89% |
April 30, 2023 | 35.89% |
March 31, 2023 | 35.89% |
February 28, 2023 | 35.89% |
January 31, 2023 | 35.89% |
December 31, 2022 | 35.89% |
November 30, 2022 | 35.89% |
October 31, 2022 | 35.89% |
September 30, 2022 | 35.89% |
August 31, 2022 | 35.89% |
July 31, 2022 | 35.89% |
June 30, 2022 | 35.89% |
May 31, 2022 | 33.71% |
April 30, 2022 | 33.31% |
March 31, 2022 | 33.31% |
Date | Value |
---|---|
February 28, 2022 | 33.31% |
January 31, 2022 | 33.31% |
December 31, 2021 | 33.31% |
November 30, 2021 | 33.31% |
October 31, 2021 | 33.31% |
September 30, 2021 | 33.31% |
August 31, 2021 | 33.31% |
July 31, 2021 | 33.31% |
June 30, 2021 | 33.31% |
May 31, 2021 | 33.31% |
April 30, 2021 | 33.31% |
March 31, 2021 | 33.31% |
February 28, 2021 | 33.31% |
January 31, 2021 | 33.31% |
December 31, 2020 | 33.31% |
November 30, 2020 | 33.31% |
October 31, 2020 | 33.31% |
September 30, 2020 | 33.31% |
August 31, 2020 | 33.31% |
July 31, 2020 | 33.31% |
June 30, 2020 | 33.31% |
May 31, 2020 | 33.31% |
April 30, 2020 | 33.31% |
March 31, 2020 | 33.31% |
February 29, 2020 | 20.49% |
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
20.49%
Minimum
Apr 2019
35.89%
Maximum
Jun 2022
31.91%
Average
33.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.063 |
Beta (5Y) | 1.168 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0019 |
Beta (vs YCharts Benchmark) (5Y) | 1.075 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.96% |
Historical Sharpe Ratio (5Y) | 0.3792 |
Historical Sortino (5Y) | 0.4625 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.89% |