iShares MSCI Global Sustainable Development Goals (SDG)
71.50
-0.67
(-0.93%)
USD |
NASDAQ |
Jan 08, 16:00
71.38
-0.12
(-0.17%)
After-Hours: 20:00
SDG Max Drawdown (5Y): 29.18% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares MSCI Kokusai ETF | 34.82% |
| SPDR MSCI ACWI Climate Paris Aligned ETF | 33.72% |
| iShares Global Equity Factor ETF | 34.12% |
| Clough Global Equity Fund | 57.30% |
| iShares Global 100 ETF | 31.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5035 |
| Beta (5Y) | 0.9301 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.522 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.50% |
| Historical Sharpe Ratio (5Y) | 0.0556 |
| Historical Sortino (5Y) | 0.082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.10% |