iShares Dow Jones US ETF (IYY)
99.84
+2.02 (+2.07%)
USD |
NYSEARCA |
May 17, 16:00
99.84
0.00 (0.00%)
After-Hours: 16:13
IYY Max Drawdown (5Y): 34.90% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 34.90% |
| March 31, 2022 | 34.90% |
| February 28, 2022 | 34.90% |
| January 31, 2022 | 34.90% |
| December 31, 2021 | 34.90% |
| November 30, 2021 | 34.90% |
| October 31, 2021 | 34.90% |
| September 30, 2021 | 34.90% |
| August 31, 2021 | 34.90% |
| July 31, 2021 | 34.90% |
| June 30, 2021 | 34.90% |
| May 31, 2021 | 34.90% |
| April 30, 2021 | 34.90% |
| March 31, 2021 | 34.90% |
| February 28, 2021 | 34.90% |
| January 31, 2021 | 34.90% |
| December 31, 2020 | 34.90% |
| November 30, 2020 | 34.90% |
| October 31, 2020 | 34.90% |
| September 30, 2020 | 34.90% |
| August 31, 2020 | 34.90% |
| July 31, 2020 | 34.90% |
| June 30, 2020 | 34.90% |
| May 31, 2020 | 34.90% |
| April 30, 2020 | 34.90% |
| Date | Value |
|---|---|
| March 31, 2020 | 34.90% |
| February 29, 2020 | 19.86% |
| January 31, 2020 | 19.86% |
| December 31, 2019 | 19.86% |
| November 30, 2019 | 19.86% |
| October 31, 2019 | 19.86% |
| September 30, 2019 | 19.86% |
| August 31, 2019 | 19.86% |
| July 31, 2019 | 19.86% |
| June 30, 2019 | 19.86% |
| May 31, 2019 | 19.86% |
| April 30, 2019 | 19.86% |
| March 31, 2019 | 19.86% |
| February 28, 2019 | 19.86% |
| January 31, 2019 | 19.86% |
| December 31, 2018 | 19.86% |
| November 30, 2018 | 14.48% |
| October 31, 2018 | 14.48% |
| September 30, 2018 | 14.48% |
| August 31, 2018 | 14.48% |
| July 31, 2018 | 14.48% |
| June 30, 2018 | 14.48% |
| May 31, 2018 | 14.48% |
| April 30, 2018 | 14.48% |
| March 31, 2018 | 14.48% |
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
14.48%
Minimum
May 2017
34.90%
Maximum
Mar 2020
24.67%
Average
19.86%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| SPDR® S&P 500 ETF Trust | 33.70% |
| First Trust Capital Strength ETF | 31.93% |
| iShares Russell 1000 ETF | 34.60% |
| iShares MSCI USA ESG Select ETF | 32.93% |
| iShares S&P 100 ETF | 31.44% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.037 |
| Beta (5Y) | 1.026 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.79% |
| Historical Sharpe Ratio (5Y) | 0.7597 |
| Historical Sortino (5Y) | 0.746 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.53% |