iShares US Financial Services ETF (IYG)
87.98
-0.90
(-1.01%)
USD |
NYSEARCA |
Feb 19, 16:00
87.96
-0.02
(-0.02%)
Pre-Market: 20:00
IYG Max Drawdown (5Y) : 29.60% for Jan. 31, 2026
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
| iShares US Broker-Dealers & Securities Exch ETF | 28.84% |
| iShares US Insurance ETF | 14.74% |
| iShares US Regional Banks ETF | 55.53% |
| iShares US Pharmaceuticals ETF | 16.02% |
| iShares Select US REIT ETF | 34.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9443 |
| Beta (5Y) | 1.126 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4704 |
| Beta (vs YCharts Benchmark) (5Y) | 1.062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.43% |
| Historical Sharpe Ratio (5Y) | 0.6042 |
| Historical Sortino (5Y) | 0.9519 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.29% |