iShares MSCI Global Mtls&Mng Prdcrs ETF (PICK)
43.91
+0.15
(+0.34%)
USD |
BATS |
May 10, 16:00
43.91
0.00 (0.00%)
After-Hours: 19:02
PICK Max Drawdown (5Y): 52.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.72% |
March 31, 2024 | 52.72% |
February 29, 2024 | 52.72% |
January 31, 2024 | 52.72% |
December 31, 2023 | 52.72% |
November 30, 2023 | 52.72% |
October 31, 2023 | 52.72% |
September 30, 2023 | 52.72% |
August 31, 2023 | 52.72% |
July 31, 2023 | 52.72% |
June 30, 2023 | 52.72% |
May 31, 2023 | 52.72% |
April 30, 2023 | 52.72% |
March 31, 2023 | 52.72% |
February 28, 2023 | 52.72% |
January 31, 2023 | 52.72% |
December 31, 2022 | 52.72% |
November 30, 2022 | 52.72% |
October 31, 2022 | 52.72% |
September 30, 2022 | 52.72% |
August 31, 2022 | 52.72% |
July 31, 2022 | 52.72% |
June 30, 2022 | 52.72% |
May 31, 2022 | 52.72% |
April 30, 2022 | 52.72% |
Date | Value |
---|---|
March 31, 2022 | 52.72% |
February 28, 2022 | 52.72% |
January 31, 2022 | 52.72% |
December 31, 2021 | 52.72% |
November 30, 2021 | 52.72% |
October 31, 2021 | 52.72% |
September 30, 2021 | 52.72% |
August 31, 2021 | 52.72% |
July 31, 2021 | 52.72% |
June 30, 2021 | 52.72% |
May 31, 2021 | 52.72% |
April 30, 2021 | 54.73% |
March 31, 2021 | 57.87% |
February 28, 2021 | 57.87% |
January 31, 2021 | 59.17% |
December 31, 2020 | 59.17% |
November 30, 2020 | 68.05% |
October 31, 2020 | 68.87% |
September 30, 2020 | 68.87% |
August 31, 2020 | 68.87% |
July 31, 2020 | 68.87% |
June 30, 2020 | 68.87% |
May 31, 2020 | 68.87% |
April 30, 2020 | 68.87% |
March 31, 2020 | 68.87% |
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
52.72%
Minimum
May 2021
68.87%
Maximum
May 2019
58.24%
Average
52.72%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.032 |
Beta (5Y) | 1.332 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0015 |
Beta (vs YCharts Benchmark) (5Y) | 0.836 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.08% |
Historical Sharpe Ratio (5Y) | 0.3168 |
Historical Sortino (5Y) | 0.4359 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.56% |