iShares Global Materials ETF (MXI)
83.96
-0.42
(-0.50%)
USD |
NYSEARCA |
Nov 15, 16:00
84.05
+0.09
(+0.11%)
Pre-Market: 20:00
MXI Max Drawdown (5Y): 39.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 39.50% |
September 30, 2024 | 39.50% |
August 31, 2024 | 39.50% |
July 31, 2024 | 39.50% |
June 30, 2024 | 39.50% |
May 31, 2024 | 39.50% |
April 30, 2024 | 39.50% |
March 31, 2024 | 39.50% |
February 29, 2024 | 39.50% |
January 31, 2024 | 39.50% |
December 31, 2023 | 39.50% |
November 30, 2023 | 39.50% |
October 31, 2023 | 39.50% |
September 30, 2023 | 39.50% |
August 31, 2023 | 39.50% |
July 31, 2023 | 39.50% |
June 30, 2023 | 39.50% |
May 31, 2023 | 39.50% |
April 30, 2023 | 39.50% |
March 31, 2023 | 39.50% |
February 28, 2023 | 39.50% |
January 31, 2023 | 39.50% |
December 31, 2022 | 39.50% |
November 30, 2022 | 39.50% |
October 31, 2022 | 39.50% |
Date | Value |
---|---|
September 30, 2022 | 39.50% |
August 31, 2022 | 39.50% |
July 31, 2022 | 39.50% |
June 30, 2022 | 39.50% |
May 31, 2022 | 39.50% |
April 30, 2022 | 39.50% |
March 31, 2022 | 39.50% |
February 28, 2022 | 39.50% |
January 31, 2022 | 39.50% |
December 31, 2021 | 39.50% |
November 30, 2021 | 39.50% |
October 31, 2021 | 39.50% |
September 30, 2021 | 39.50% |
August 31, 2021 | 39.50% |
July 31, 2021 | 39.50% |
June 30, 2021 | 39.50% |
May 31, 2021 | 39.50% |
April 30, 2021 | 39.50% |
March 31, 2021 | 39.50% |
February 28, 2021 | 39.50% |
January 31, 2021 | 39.50% |
December 31, 2020 | 39.50% |
November 30, 2020 | 42.46% |
October 31, 2020 | 43.78% |
September 30, 2020 | 43.78% |
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
39.50%
Minimum
Dec 2020
43.78%
Maximum
Nov 2019
40.41%
Average
39.50%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.321 |
Beta (5Y) | 1.104 |
Alpha (vs YCharts Benchmark) (5Y) | -0.3193 |
Beta (vs YCharts Benchmark) (5Y) | 0.7815 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.94% |
Historical Sharpe Ratio (5Y) | 0.3202 |
Historical Sortino (5Y) | 0.4169 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.02% |