iShares MSCI Global Gold Miners ETF (RING)
23.54
-0.15 (-0.63%)
USD |
NASDAQ |
Feb 06, 10:52
RING Max Drawdown (5Y): 52.03% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 52.03% |
December 31, 2022 | 52.03% |
November 30, 2022 | 52.03% |
October 31, 2022 | 52.03% |
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% |
Date | Value |
---|---|
December 31, 2020 | 68.35% |
November 30, 2020 | 75.81% |
October 31, 2020 | 79.27% |
September 30, 2020 | 79.27% |
August 31, 2020 | 79.47% |
July 31, 2020 | 79.47% |
June 30, 2020 | 79.47% |
May 31, 2020 | 79.47% |
April 30, 2020 | 79.47% |
March 31, 2020 | 79.47% |
February 29, 2020 | 79.47% |
January 31, 2020 | 79.47% |
December 31, 2019 | 79.47% |
November 30, 2019 | 79.47% |
October 31, 2019 | 79.47% |
September 30, 2019 | 79.47% |
August 31, 2019 | 79.47% |
July 31, 2019 | 79.47% |
June 30, 2019 | 79.47% |
May 31, 2019 | 79.47% |
April 30, 2019 | 79.47% |
March 31, 2019 | 79.47% |
February 28, 2019 | 79.47% |
January 31, 2019 | 79.47% |
December 31, 2018 | 79.47% |
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
Feb 2018
71.48%
Average
79.47%
Median
Feb 2018
Max Drawdown (5Y) Benchmarks
Global X Silver Miners ETF | 63.07% |
iShares MSCI Global Silver&Mtls Mnrs ETF | 62.02% |
Sprott Gold Miners ETF | 49.68% |
VanEck Gold Miners ETF | 49.79% |
VanEck Junior Gold Miners ETF | 57.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.648 |
Beta (5Y) | 0.7668 |
Alpha (vs YCharts Benchmark) (5Y) | -2.252 |
Beta (vs YCharts Benchmark) (5Y) | 0.8959 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.46% |
Historical Sharpe Ratio (5Y) | 0.3271 |
Historical Sortino (5Y) | 0.6427 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.74% |