iShares US Consumer Staples ETF (IYK)
67.77
+0.40
(+0.59%)
USD |
NYSEARCA |
Dec 12, 12:05
IYK Max Drawdown (5Y): 15.04% for Nov. 30, 2025
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| First Trust Consumer Staples AlphaDEX Fund | 15.70% |
| iShares US Healthcare ETF | 17.91% |
| iShares US Financials ETF | 25.05% |
| iShares US Energy ETF | 48.93% |
| iShares Russell Top 200 Value ETF | 18.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5071 |
| Beta (5Y) | 0.4830 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0989 |
| Beta (vs YCharts Benchmark) (5Y) | 0.913 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.62% |
| Historical Sharpe Ratio (5Y) | 0.3327 |
| Historical Sortino (5Y) | 0.5999 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.27% |