iShares Mortgage Real Estate Capped ETF (REM)
22.22
+0.40
(+1.81%)
USD |
BATS |
May 01, 16:00
22.22
0.00 (0.00%)
After-Hours: 18:04
REM Max Drawdown (5Y): 70.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.16% |
March 31, 2024 | 70.16% |
February 29, 2024 | 70.16% |
January 31, 2024 | 70.16% |
December 31, 2023 | 70.16% |
November 30, 2023 | 70.16% |
October 31, 2023 | 70.16% |
September 30, 2023 | 70.16% |
August 31, 2023 | 70.16% |
July 31, 2023 | 70.16% |
June 30, 2023 | 70.16% |
May 31, 2023 | 70.16% |
April 30, 2023 | 70.16% |
March 31, 2023 | 70.16% |
February 28, 2023 | 70.16% |
January 31, 2023 | 70.16% |
December 31, 2022 | 70.16% |
November 30, 2022 | 70.16% |
October 31, 2022 | 70.16% |
September 30, 2022 | 70.16% |
August 31, 2022 | 70.16% |
July 31, 2022 | 70.16% |
June 30, 2022 | 70.16% |
May 31, 2022 | 70.16% |
April 30, 2022 | 70.16% |
Date | Value |
---|---|
March 31, 2022 | 70.16% |
February 28, 2022 | 70.16% |
January 31, 2022 | 70.16% |
December 31, 2021 | 70.16% |
November 30, 2021 | 70.16% |
October 31, 2021 | 70.16% |
September 30, 2021 | 70.16% |
August 31, 2021 | 70.16% |
July 31, 2021 | 70.16% |
June 30, 2021 | 70.16% |
May 31, 2021 | 70.16% |
April 30, 2021 | 70.16% |
March 31, 2021 | 70.16% |
February 28, 2021 | 70.16% |
January 31, 2021 | 70.16% |
December 31, 2020 | 70.16% |
November 30, 2020 | 70.16% |
October 31, 2020 | 70.16% |
September 30, 2020 | 70.16% |
August 31, 2020 | 70.16% |
July 31, 2020 | 70.16% |
June 30, 2020 | 70.16% |
May 31, 2020 | 70.16% |
April 30, 2020 | 70.16% |
March 31, 2020 | 66.34% |
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
47.16%
Minimum
May 2019
70.16%
Maximum
Apr 2020
66.26%
Average
70.16%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.91 |
Beta (5Y) | 1.700 |
Alpha (vs YCharts Benchmark) (5Y) | -7.799 |
Beta (vs YCharts Benchmark) (5Y) | 1.465 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.63% |
Historical Sharpe Ratio (5Y) | -0.3089 |
Historical Sortino (5Y) | -0.2997 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |