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% |