iShares US Real Estate ETF (IYR)
83.58
+0.22
(+0.27%)
USD |
NYSEARCA |
Apr 24, 16:00
83.57
0.00 (0.00%)
After-Hours: 20:00
IYR Max Drawdown (5Y): 42.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 42.32% |
February 29, 2024 | 42.32% |
January 31, 2024 | 42.32% |
December 31, 2023 | 42.32% |
November 30, 2023 | 42.32% |
October 31, 2023 | 42.32% |
September 30, 2023 | 42.32% |
August 31, 2023 | 42.32% |
July 31, 2023 | 42.32% |
June 30, 2023 | 42.32% |
May 31, 2023 | 42.32% |
April 30, 2023 | 42.32% |
March 31, 2023 | 42.32% |
February 28, 2023 | 42.32% |
January 31, 2023 | 42.32% |
December 31, 2022 | 42.32% |
November 30, 2022 | 42.32% |
October 31, 2022 | 42.32% |
September 30, 2022 | 42.32% |
August 31, 2022 | 42.32% |
July 31, 2022 | 42.32% |
June 30, 2022 | 42.32% |
May 31, 2022 | 42.32% |
April 30, 2022 | 42.32% |
March 31, 2022 | 42.32% |
Date | Value |
---|---|
February 28, 2022 | 42.32% |
January 31, 2022 | 42.32% |
December 31, 2021 | 42.32% |
November 30, 2021 | 42.32% |
October 31, 2021 | 42.32% |
September 30, 2021 | 42.32% |
August 31, 2021 | 42.32% |
July 31, 2021 | 42.32% |
June 30, 2021 | 42.32% |
May 31, 2021 | 42.32% |
April 30, 2021 | 42.32% |
March 31, 2021 | 42.32% |
February 28, 2021 | 42.32% |
January 31, 2021 | 42.32% |
December 31, 2020 | 42.32% |
November 30, 2020 | 42.32% |
October 31, 2020 | 42.32% |
September 30, 2020 | 42.32% |
August 31, 2020 | 42.32% |
July 31, 2020 | 42.32% |
June 30, 2020 | 42.32% |
May 31, 2020 | 42.32% |
April 30, 2020 | 42.32% |
March 31, 2020 | 42.32% |
February 29, 2020 | 17.09% |
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
17.09%
Minimum
Apr 2019
42.32%
Maximum
Mar 2020
37.70%
Average
42.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Core US REIT ETF | 44.38% |
iShares Cohen & Steers REIT ETF | 40.22% |
SPDR® Dow Jones REIT ETF | 44.37% |
Vanguard Real Estate ETF | 42.42% |
Schwab US REIT ETF™ | 44.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.430 |
Beta (5Y) | 0.982 |
Alpha (vs YCharts Benchmark) (5Y) | -0.652 |
Beta (vs YCharts Benchmark) (5Y) | 1.011 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.33% |
Historical Sharpe Ratio (5Y) | 0.0628 |
Historical Sortino (5Y) | 0.0695 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.18% |