iShares Residential & Multisector RE ETF (REZ)
86.57
+0.39
(+0.45%)
USD |
NYSEARCA |
Nov 15, 14:48
REZ Max Drawdown (5Y): 44.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.15% |
| September 30, 2024 | 44.15% |
| August 31, 2024 | 44.15% |
| July 31, 2024 | 44.15% |
| June 30, 2024 | 44.15% |
| May 31, 2024 | 44.15% |
| April 30, 2024 | 44.15% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
44.15%
Maximum
Mar 2020
42.39%
Average
44.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Core US REIT ETF | 44.38% |
| iShares Cohen & Steers REIT ETF | 40.22% |
| iShares US Real Estate ETF | 42.32% |
| Vanguard Real Estate ETF | 42.42% |
| Schwab US REIT ETF™ | 44.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.774 |
| Beta (5Y) | 0.9914 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1359 |
| Beta (vs YCharts Benchmark) (5Y) | 0.956 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.38% |
| Historical Sharpe Ratio (5Y) | 0.0741 |
| Historical Sortino (5Y) | 0.0787 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |