iShares US Financials ETF (IYF)
91.56
-0.60
(-0.65%)
USD |
NYSEARCA |
Apr 30, 13:38
IYF Max Drawdown (5Y): 42.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 42.57% |
July 31, 2020 | 42.57% |
June 30, 2020 | 42.57% |
May 31, 2020 | 42.57% |
April 30, 2020 | 42.57% |
March 31, 2020 | 42.57% |
February 29, 2020 | 20.45% |
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
Apr 2019
42.57%
Maximum
Mar 2020
38.52%
Average
42.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares MSCI Europe Financials ETF | 53.26% |
Invesco KBW Bank ETF | 50.23% |
Financial Select Sector SPDR® ETF | 42.83% |
iShares US Broker-Dealers&Secs Exchs ETF | 40.38% |
iShares Global Financials ETF | 43.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8319 |
Beta (5Y) | 1.083 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4448 |
Beta (vs YCharts Benchmark) (5Y) | 0.9359 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.84% |
Historical Sharpe Ratio (5Y) | 0.4415 |
Historical Sortino (5Y) | 0.4648 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.87% |