iShares MSCI Global Gold Miners ETF (RING)
27.77
+0.36 (+1.31%)
USD |
NASDAQ |
Oct 25, 16:00
27.77
0.00 (0.00%)
After-Hours: 18:59
RING Max Drawdown (5Y): 68.35% for Sept. 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| November 30, 2018 | 79.47% |
| October 31, 2018 | 79.47% |
| September 30, 2018 | 79.47% |
| August 31, 2018 | 79.47% |
| July 31, 2018 | 79.47% |
| June 30, 2018 | 79.47% |
| May 31, 2018 | 79.47% |
| April 30, 2018 | 79.47% |
| March 31, 2018 | 79.47% |
| February 28, 2018 | 79.47% |
| January 31, 2018 | 79.47% |
| December 31, 2017 | 79.47% |
| November 30, 2017 | 79.47% |
| October 31, 2017 | 79.47% |
| September 30, 2017 | 79.47% |
| August 31, 2017 | 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
68.35%
Minimum
Dec 2020
79.47%
Maximum
Oct 2016
77.55%
Average
79.47%
Median
Oct 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.735 |
| Beta (5Y) | 0.774 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.68% |
| Historical Sharpe Ratio (5Y) | 0.2175 |
| Historical Sortino (5Y) | 0.4652 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |