VanEck Pharmaceutical ETF (PPH)

87.97 +0.27 (+0.31%) USD  |  NASDAQ  |  Dec 26, 12:22
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PPH Max Drawdown (5Y): 30.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares US Pharmaceuticals ETF 32.21%
iShares US Healthcare ETF 28.40%
Vanguard Health Care Index Fund ETF 28.86%
Health Care Select Sector SPDR Fund 28.39%
Fidelity MSCI Health Care Index ETF 28.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.6083
Beta (5Y) 0.6657
Alpha (vs YCharts Benchmark) (5Y) 0.5014
Beta (vs YCharts Benchmark) (5Y) 0.9139
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 16.92%
Historical Sharpe Ratio (5Y) 0.4298
Historical Sortino (5Y) 0.5632
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.31%