iShares MSCI Global Gold Miners ETF (RING)
30.54
+0.08
(+0.26%)
USD |
NASDAQ |
Nov 26, 12:20
RING Max Drawdown (5Y): 52.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.03% |
| September 30, 2024 | 52.03% |
| August 31, 2024 | 52.03% |
| July 31, 2024 | 52.03% |
| June 30, 2024 | 52.03% |
| May 31, 2024 | 52.03% |
| April 30, 2024 | 52.03% |
| March 31, 2024 | 52.03% |
| February 29, 2024 | 52.03% |
| January 31, 2024 | 52.03% |
| December 31, 2023 | 52.03% |
| November 30, 2023 | 52.03% |
| October 31, 2023 | 52.03% |
| September 30, 2023 | 52.03% |
| August 31, 2023 | 52.03% |
| July 31, 2023 | 52.03% |
| June 30, 2023 | 52.03% |
| May 31, 2023 | 52.03% |
| April 30, 2023 | 52.03% |
| March 31, 2023 | 52.03% |
| February 28, 2023 | 52.03% |
| January 31, 2023 | 52.03% |
| December 31, 2022 | 52.03% |
| November 30, 2022 | 52.03% |
| October 31, 2022 | 52.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.03% |
| August 31, 2022 | 51.56% |
| July 31, 2022 | 52.83% |
| June 30, 2022 | 52.83% |
| May 31, 2022 | 57.67% |
| April 30, 2022 | 61.71% |
| March 31, 2022 | 61.71% |
| February 28, 2022 | 61.71% |
| January 31, 2022 | 61.71% |
| December 31, 2021 | 61.71% |
| November 30, 2021 | 61.71% |
| October 31, 2021 | 61.71% |
| September 30, 2021 | 68.35% |
| August 31, 2021 | 68.35% |
| July 31, 2021 | 68.35% |
| June 30, 2021 | 68.35% |
| May 31, 2021 | 68.35% |
| April 30, 2021 | 68.35% |
| March 31, 2021 | 68.35% |
| February 28, 2021 | 68.35% |
| January 31, 2021 | 68.35% |
| December 31, 2020 | 68.35% |
| November 30, 2020 | 75.81% |
| October 31, 2020 | 79.27% |
| September 30, 2020 | 79.27% |
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
51.56%
Minimum
Aug 2022
79.47%
Maximum
Nov 2019
61.87%
Average
59.69%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.430 |
| Beta (5Y) | 0.9627 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.903 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9352 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.49% |
| Historical Sharpe Ratio (5Y) | 0.1833 |
| Historical Sortino (5Y) | 0.3792 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.23% |