ARK Israel Innovative Technology ETF (IZRL)
19.27
+0.43
(+2.28%)
USD |
BATS |
Apr 23, 16:00
IZRL Max Drawdown (5Y): 59.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 59.98% |
| February 29, 2024 | 59.98% |
| January 31, 2024 | 59.98% |
| December 31, 2023 | 59.98% |
| November 30, 2023 | 59.98% |
| October 31, 2023 | 59.98% |
| September 30, 2023 | 56.12% |
| August 31, 2023 | 56.12% |
| July 31, 2023 | 56.12% |
| June 30, 2023 | 56.12% |
| May 31, 2023 | 56.12% |
| April 30, 2023 | 56.12% |
| March 31, 2023 | 56.12% |
| February 28, 2023 | 56.12% |
| January 31, 2023 | 56.12% |
| December 31, 2022 | 56.12% |
| November 30, 2022 | 55.70% |
| October 31, 2022 | 55.70% |
| September 30, 2022 | 54.83% |
| August 31, 2022 | 53.83% |
| July 31, 2022 | 53.83% |
| June 30, 2022 | 53.83% |
| May 31, 2022 | 52.19% |
| April 30, 2022 | 42.88% |
| March 31, 2022 | 42.48% |
| Date | Value |
|---|---|
| February 28, 2022 | 42.37% |
| January 31, 2022 | 42.37% |
| December 31, 2021 | 42.37% |
| November 30, 2021 | 42.37% |
| October 31, 2021 | 42.37% |
| September 30, 2021 | 42.37% |
| August 31, 2021 | 42.37% |
| July 31, 2021 | 42.37% |
| June 30, 2021 | 42.37% |
| May 31, 2021 | 42.37% |
| April 30, 2021 | 42.37% |
| March 31, 2021 | 42.37% |
| February 28, 2021 | 42.37% |
| January 31, 2021 | 42.37% |
| December 31, 2020 | 42.37% |
| November 30, 2020 | 42.37% |
| October 31, 2020 | 42.37% |
| September 30, 2020 | 42.37% |
| August 31, 2020 | 42.37% |
| July 31, 2020 | 42.37% |
| June 30, 2020 | 42.37% |
| May 31, 2020 | 42.37% |
| April 30, 2020 | 42.37% |
| March 31, 2020 | 42.37% |
| February 29, 2020 | 18.65% |
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
18.65%
Minimum
Apr 2019
59.98%
Maximum
Oct 2023
43.47%
Average
42.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.83 |
| Beta (5Y) | 1.144 |
| Alpha (vs YCharts Benchmark) (5Y) | -22.12 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.56% |
| Historical Sharpe Ratio (5Y) | -0.0777 |
| Historical Sortino (5Y) | -0.1114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |