iShares US Financials ETF (IYF)
112.39
+0.32
(+0.29%)
USD |
NYSEARCA |
Dec 26, 16:00
112.46
+0.07
(+0.06%)
After-Hours: 20:00
IYF Max Drawdown (5Y): 42.57% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Financial Select Sector SPDR Fund | 42.83% |
| iShares US Financial Services ETF | 44.32% |
| Vanguard Financials Index Fund ETF | 44.44% |
| Invesco KBW Bank ETF | 50.23% |
| Fidelity MSCI Financials Index ETF | 44.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.4507 |
| Beta (5Y) | 1.098 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.8617 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9658 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.13% |
| Historical Sharpe Ratio (5Y) | 0.4943 |
| Historical Sortino (5Y) | 0.5257 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.87% |