iShares Residential & Multisector RE ETF (REZ)
69.53
+0.59
(+0.86%)
USD |
NYSEARCA |
Apr 22, 16:00
69.51
-0.02
(-0.03%)
After-Hours: 20:00
REZ Max Drawdown (5Y): 44.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.15% |
February 29, 2024 | 44.15% |
January 31, 2024 | 44.15% |
December 31, 2023 | 44.15% |
November 30, 2023 | 44.15% |
October 31, 2023 | 44.15% |
September 30, 2023 | 44.15% |
August 31, 2023 | 44.15% |
July 31, 2023 | 44.15% |
June 30, 2023 | 44.15% |
May 31, 2023 | 44.15% |
April 30, 2023 | 44.15% |
March 31, 2023 | 44.15% |
February 28, 2023 | 44.15% |
January 31, 2023 | 44.15% |
December 31, 2022 | 44.15% |
November 30, 2022 | 44.15% |
October 31, 2022 | 44.15% |
September 30, 2022 | 44.15% |
August 31, 2022 | 44.15% |
July 31, 2022 | 44.15% |
June 30, 2022 | 44.15% |
May 31, 2022 | 44.15% |
April 30, 2022 | 44.15% |
March 31, 2022 | 44.15% |
Date | Value |
---|---|
February 28, 2022 | 44.15% |
January 31, 2022 | 44.15% |
December 31, 2021 | 44.15% |
November 30, 2021 | 44.15% |
October 31, 2021 | 44.15% |
September 30, 2021 | 44.15% |
August 31, 2021 | 44.15% |
July 31, 2021 | 44.15% |
June 30, 2021 | 44.15% |
May 31, 2021 | 44.15% |
April 30, 2021 | 44.15% |
March 31, 2021 | 44.15% |
February 28, 2021 | 44.15% |
January 31, 2021 | 44.15% |
December 31, 2020 | 44.15% |
November 30, 2020 | 44.15% |
October 31, 2020 | 44.15% |
September 30, 2020 | 44.15% |
August 31, 2020 | 44.15% |
July 31, 2020 | 44.15% |
June 30, 2020 | 44.15% |
May 31, 2020 | 44.15% |
April 30, 2020 | 44.15% |
March 31, 2020 | 44.15% |
February 29, 2020 | 17.68% |
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
17.68%
Minimum
Apr 2019
44.15%
Maximum
Mar 2020
39.30%
Average
44.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fidelity MSCI Real Estate ETF | 42.57% |
JPMorgan BetaBuilders MSCI US REIT ETF | 43.61% |
First Trust S&P REIT ETF | 44.16% |
iShares Core US REIT ETF | 44.38% |
iShares Cohen & Steers REIT ETF | 40.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.679 |
Beta (5Y) | 0.8942 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7219 |
Beta (vs YCharts Benchmark) (5Y) | 0.9804 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.12% |
Historical Sharpe Ratio (5Y) | 0.0552 |
Historical Sortino (5Y) | 0.0588 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |