iShares US Telecommunications ETF (IYZ)
21.15
-0.02
(-0.09%)
USD |
BATS |
May 09, 09:33
IYZ Max Drawdown (5Y): 40.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.42% |
March 31, 2024 | 40.42% |
February 29, 2024 | 40.42% |
January 31, 2024 | 40.42% |
December 31, 2023 | 40.42% |
November 30, 2023 | 40.42% |
October 31, 2023 | 40.42% |
September 30, 2023 | 40.42% |
August 31, 2023 | 40.42% |
July 31, 2023 | 40.42% |
June 30, 2023 | 40.42% |
May 31, 2023 | 40.42% |
April 30, 2023 | 40.42% |
March 31, 2023 | 40.42% |
February 28, 2023 | 40.42% |
January 31, 2023 | 40.42% |
December 31, 2022 | 40.42% |
November 30, 2022 | 40.42% |
October 31, 2022 | 40.42% |
September 30, 2022 | 39.02% |
August 31, 2022 | 38.01% |
July 31, 2022 | 38.01% |
June 30, 2022 | 38.01% |
May 31, 2022 | 38.01% |
April 30, 2022 | 38.01% |
Date | Value |
---|---|
March 31, 2022 | 38.01% |
February 28, 2022 | 38.01% |
January 31, 2022 | 38.01% |
December 31, 2021 | 38.01% |
November 30, 2021 | 38.01% |
October 31, 2021 | 38.01% |
September 30, 2021 | 38.01% |
August 31, 2021 | 38.01% |
July 31, 2021 | 38.01% |
June 30, 2021 | 38.01% |
May 31, 2021 | 38.01% |
April 30, 2021 | 38.01% |
March 31, 2021 | 38.01% |
February 28, 2021 | 38.01% |
January 31, 2021 | 38.01% |
December 31, 2020 | 38.01% |
November 30, 2020 | 38.01% |
October 31, 2020 | 38.01% |
September 30, 2020 | 38.01% |
August 31, 2020 | 38.01% |
July 31, 2020 | 38.01% |
June 30, 2020 | 38.01% |
May 31, 2020 | 38.01% |
April 30, 2020 | 38.01% |
March 31, 2020 | 38.01% |
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
32.38%
Minimum
May 2019
40.42%
Maximum
Oct 2022
37.85%
Average
38.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Global Comm Services ETF | 43.91% |
Invesco S&P 500® Eql Wght Comm Svcs ETF | 38.03% |
Vanguard Communication Services ETF | 46.76% |
SPDR® S&P Telecom ETF | 37.00% |
Global X Social Media ETF | 68.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.97 |
Beta (5Y) | 0.8874 |
Alpha (vs YCharts Benchmark) (5Y) | -15.09 |
Beta (vs YCharts Benchmark) (5Y) | 0.7042 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.06% |
Historical Sharpe Ratio (5Y) | -0.4711 |
Historical Sortino (5Y) | -0.6011 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.20% |