iShares US Financials ETF (IYF)
115.16
+0.34
(+0.30%)
USD |
NYSEARCA |
Nov 15, 11:23
IYF Max Drawdown (5Y): 42.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.57% |
| September 30, 2024 | 42.57% |
| August 31, 2024 | 42.57% |
| July 31, 2024 | 42.57% |
| June 30, 2024 | 42.57% |
| May 31, 2024 | 42.57% |
| April 30, 2024 | 42.57% |
| March 31, 2024 | 42.57% |
| February 29, 2024 | 42.57% |
| January 31, 2024 | 42.57% |
| December 31, 2023 | 42.57% |
| November 30, 2023 | 42.57% |
| October 31, 2023 | 42.57% |
| September 30, 2023 | 42.57% |
| August 31, 2023 | 42.57% |
| July 31, 2023 | 42.57% |
| June 30, 2023 | 42.57% |
| May 31, 2023 | 42.57% |
| April 30, 2023 | 42.57% |
| March 31, 2023 | 42.57% |
| February 28, 2023 | 42.57% |
| January 31, 2023 | 42.57% |
| December 31, 2022 | 42.57% |
| November 30, 2022 | 42.57% |
| October 31, 2022 | 42.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.57% |
| August 31, 2022 | 42.57% |
| July 31, 2022 | 42.57% |
| June 30, 2022 | 42.57% |
| May 31, 2022 | 42.57% |
| April 30, 2022 | 42.57% |
| March 31, 2022 | 42.57% |
| February 28, 2022 | 42.57% |
| January 31, 2022 | 42.57% |
| December 31, 2021 | 42.57% |
| November 30, 2021 | 42.57% |
| October 31, 2021 | 42.57% |
| September 30, 2021 | 42.57% |
| August 31, 2021 | 42.57% |
| July 31, 2021 | 42.57% |
| June 30, 2021 | 42.57% |
| May 31, 2021 | 42.57% |
| April 30, 2021 | 42.57% |
| March 31, 2021 | 42.57% |
| February 28, 2021 | 42.57% |
| January 31, 2021 | 42.57% |
| December 31, 2020 | 42.57% |
| November 30, 2020 | 42.57% |
| October 31, 2020 | 42.57% |
| September 30, 2020 | 42.57% |
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
20.45%
Minimum
Nov 2019
42.57%
Maximum
Mar 2020
41.10%
Average
42.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Financial Select Sector SPDR® ETF | 42.83% |
| iShares US Financial Services ETF | 44.32% |
| Vanguard Financials ETF | 44.44% |
| Invesco KBW Bank ETF | 50.23% |
| Fidelity MSCI Financials ETF | 44.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6719 |
| Beta (5Y) | 1.084 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.3926 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9591 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.94% |
| Historical Sharpe Ratio (5Y) | 0.4271 |
| Historical Sortino (5Y) | 0.4509 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.87% |