iShares US Financial Services ETF (IYG)
64.91
+0.03
(+0.05%)
USD |
NYSEARCA |
Apr 24, 16:00
64.96
+0.05
(+0.08%)
After-Hours: 20:00
IYG Max Drawdown (5Y): 44.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.32% |
February 29, 2024 | 44.32% |
January 31, 2024 | 44.32% |
December 31, 2023 | 44.32% |
November 30, 2023 | 44.32% |
October 31, 2023 | 44.32% |
September 30, 2023 | 44.32% |
August 31, 2023 | 44.32% |
July 31, 2023 | 44.32% |
June 30, 2023 | 44.32% |
May 31, 2023 | 44.32% |
April 30, 2023 | 44.32% |
March 31, 2023 | 44.32% |
February 28, 2023 | 44.32% |
January 31, 2023 | 44.32% |
December 31, 2022 | 44.32% |
November 30, 2022 | 44.32% |
October 31, 2022 | 44.32% |
September 30, 2022 | 44.32% |
August 31, 2022 | 44.32% |
July 31, 2022 | 44.32% |
June 30, 2022 | 44.32% |
May 31, 2022 | 44.32% |
April 30, 2022 | 44.32% |
March 31, 2022 | 44.32% |
Date | Value |
---|---|
February 28, 2022 | 44.32% |
January 31, 2022 | 44.32% |
December 31, 2021 | 44.32% |
November 30, 2021 | 44.32% |
October 31, 2021 | 44.32% |
September 30, 2021 | 44.32% |
August 31, 2021 | 44.32% |
July 31, 2021 | 44.32% |
June 30, 2021 | 44.32% |
May 31, 2021 | 44.32% |
April 30, 2021 | 44.32% |
March 31, 2021 | 44.32% |
February 28, 2021 | 44.32% |
January 31, 2021 | 44.32% |
December 31, 2020 | 44.32% |
November 30, 2020 | 44.32% |
October 31, 2020 | 44.32% |
September 30, 2020 | 44.32% |
August 31, 2020 | 44.32% |
July 31, 2020 | 44.32% |
June 30, 2020 | 44.32% |
May 31, 2020 | 44.32% |
April 30, 2020 | 44.32% |
March 31, 2020 | 44.32% |
February 29, 2020 | 26.89% |
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
26.89%
Minimum
Apr 2019
44.32%
Maximum
Mar 2020
41.12%
Average
44.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.577 |
Beta (5Y) | 1.228 |
Alpha (vs YCharts Benchmark) (5Y) | -1.144 |
Beta (vs YCharts Benchmark) (5Y) | 1.062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.23% |
Historical Sharpe Ratio (5Y) | 0.3881 |
Historical Sortino (5Y) | 0.4404 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.96% |