IQ CBRE NextGen Real Estate ETF (ROOF)
18.62
-0.06
(-0.32%)
USD |
NYSEARCA |
Apr 24, 16:00
18.62
0.00 (0.00%)
After-Hours: 20:00
ROOF Max Drawdown (5Y): 50.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 50.43% |
February 29, 2024 | 50.43% |
January 31, 2024 | 50.43% |
December 31, 2023 | 50.43% |
November 30, 2023 | 50.43% |
October 31, 2023 | 50.43% |
September 30, 2023 | 50.43% |
August 31, 2023 | 50.43% |
July 31, 2023 | 50.43% |
June 30, 2023 | 50.43% |
May 31, 2023 | 50.43% |
April 30, 2023 | 50.43% |
March 31, 2023 | 50.43% |
February 28, 2023 | 50.43% |
January 31, 2023 | 50.43% |
December 31, 2022 | 50.43% |
November 30, 2022 | 50.43% |
October 31, 2022 | 50.43% |
September 30, 2022 | 50.43% |
August 31, 2022 | 50.43% |
July 31, 2022 | 50.43% |
June 30, 2022 | 50.43% |
May 31, 2022 | 50.43% |
April 30, 2022 | 50.43% |
March 31, 2022 | 50.43% |
Date | Value |
---|---|
February 28, 2022 | 50.43% |
January 31, 2022 | 50.43% |
December 31, 2021 | 50.43% |
November 30, 2021 | 50.43% |
October 31, 2021 | 50.43% |
September 30, 2021 | 50.43% |
August 31, 2021 | 50.43% |
July 31, 2021 | 50.43% |
June 30, 2021 | 50.43% |
May 31, 2021 | 50.43% |
April 30, 2021 | 50.43% |
March 31, 2021 | 50.43% |
February 28, 2021 | 50.43% |
January 31, 2021 | 50.43% |
December 31, 2020 | 50.43% |
November 30, 2020 | 50.43% |
October 31, 2020 | 50.43% |
September 30, 2020 | 50.43% |
August 31, 2020 | 50.43% |
July 31, 2020 | 50.43% |
June 30, 2020 | 50.43% |
May 31, 2020 | 50.43% |
April 30, 2020 | 50.43% |
March 31, 2020 | 50.43% |
February 29, 2020 | 23.20% |
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
23.20%
Minimum
Apr 2019
50.43%
Maximum
Mar 2020
45.44%
Average
50.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.12 |
Beta (5Y) | 1.234 |
Alpha (vs YCharts Benchmark) (5Y) | -5.080 |
Beta (vs YCharts Benchmark) (5Y) | 1.140 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.64% |
Historical Sharpe Ratio (5Y) | -0.094 |
Historical Sortino (5Y) | -0.0999 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.89% |