iShares Global Consumer Staples ETF (KXI)
60.39
+0.28
(+0.47%)
USD |
NYSEARCA |
Apr 24, 16:00
60.38
-0.01
(-0.02%)
After-Hours: 20:00
KXI Max Drawdown (5Y): 24.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 24.59% |
February 29, 2024 | 24.59% |
January 31, 2024 | 24.59% |
December 31, 2023 | 24.59% |
November 30, 2023 | 24.59% |
October 31, 2023 | 24.59% |
September 30, 2023 | 24.59% |
August 31, 2023 | 24.59% |
July 31, 2023 | 24.59% |
June 30, 2023 | 24.59% |
May 31, 2023 | 24.59% |
April 30, 2023 | 24.59% |
March 31, 2023 | 24.59% |
February 28, 2023 | 24.59% |
January 31, 2023 | 24.59% |
December 31, 2022 | 24.59% |
November 30, 2022 | 24.59% |
October 31, 2022 | 24.59% |
September 30, 2022 | 24.59% |
August 31, 2022 | 24.59% |
July 31, 2022 | 24.59% |
June 30, 2022 | 24.59% |
May 31, 2022 | 24.59% |
April 30, 2022 | 24.59% |
March 31, 2022 | 24.59% |
Date | Value |
---|---|
February 28, 2022 | 24.59% |
January 31, 2022 | 24.59% |
December 31, 2021 | 24.59% |
November 30, 2021 | 24.59% |
October 31, 2021 | 24.59% |
September 30, 2021 | 24.59% |
August 31, 2021 | 24.59% |
July 31, 2021 | 24.59% |
June 30, 2021 | 24.59% |
May 31, 2021 | 24.59% |
April 30, 2021 | 24.59% |
March 31, 2021 | 24.59% |
February 28, 2021 | 24.59% |
January 31, 2021 | 24.59% |
December 31, 2020 | 24.59% |
November 30, 2020 | 24.59% |
October 31, 2020 | 24.59% |
September 30, 2020 | 24.59% |
August 31, 2020 | 24.59% |
July 31, 2020 | 24.59% |
June 30, 2020 | 24.59% |
May 31, 2020 | 24.59% |
April 30, 2020 | 24.59% |
March 31, 2020 | 24.59% |
February 29, 2020 | 15.98% |
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
15.98%
Minimum
Apr 2019
24.59%
Maximum
Mar 2020
23.01%
Average
24.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.241 |
Beta (5Y) | 0.6097 |
Alpha (vs YCharts Benchmark) (5Y) | -3.680 |
Beta (vs YCharts Benchmark) (5Y) | 0.9365 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.12% |
Historical Sharpe Ratio (5Y) | 0.2764 |
Historical Sortino (5Y) | 0.3482 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.92% |