iShares MSCI Global Sust Dev Goals ETF (SDG)
74.71
-0.39
(-0.52%)
USD |
NASDAQ |
Nov 15, 16:00
74.48
-0.23
(-0.31%)
After-Hours: 20:00
SDG Max Drawdown (5Y): 29.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 29.18% |
| September 30, 2024 | 29.18% |
| August 31, 2024 | 29.18% |
| July 31, 2024 | 29.18% |
| June 30, 2024 | 29.18% |
| May 31, 2024 | 29.18% |
| April 30, 2024 | 29.18% |
| March 31, 2024 | 29.18% |
| February 29, 2024 | 29.18% |
| January 31, 2024 | 29.18% |
| December 31, 2023 | 29.18% |
| November 30, 2023 | 29.18% |
| October 31, 2023 | 29.18% |
| September 30, 2023 | 29.18% |
| August 31, 2023 | 29.18% |
| July 31, 2023 | 29.18% |
| June 30, 2023 | 29.18% |
| May 31, 2023 | 29.18% |
| April 30, 2023 | 29.18% |
| March 31, 2023 | 29.18% |
| February 28, 2023 | 29.18% |
| January 31, 2023 | 29.18% |
| December 31, 2022 | 29.18% |
| November 30, 2022 | 29.18% |
| October 31, 2022 | 29.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 28.22% |
| August 31, 2022 | 27.28% |
| July 31, 2022 | 27.28% |
| June 30, 2022 | 27.28% |
| May 31, 2022 | 27.28% |
| April 30, 2022 | 27.28% |
| March 31, 2022 | 27.28% |
| February 28, 2022 | 27.28% |
| January 31, 2022 | 27.28% |
| December 31, 2021 | 27.28% |
| November 30, 2021 | 27.28% |
| October 31, 2021 | 27.28% |
| September 30, 2021 | 27.28% |
| August 31, 2021 | 27.28% |
| July 31, 2021 | 27.28% |
| June 30, 2021 | 27.28% |
| May 31, 2021 | 27.28% |
| April 30, 2021 | 27.28% |
| March 31, 2021 | 27.28% |
| February 28, 2021 | 27.28% |
| January 31, 2021 | 27.28% |
| December 31, 2020 | 27.28% |
| November 30, 2020 | 27.28% |
| October 31, 2020 | 27.28% |
| September 30, 2020 | 27.28% |
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
15.79%
Minimum
Nov 2019
29.18%
Maximum
Oct 2022
27.32%
Average
27.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.623 |
| Beta (5Y) | 0.9228 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.647 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8255 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.27% |
| Historical Sharpe Ratio (5Y) | 0.2614 |
| Historical Sortino (5Y) | 0.3775 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.54% |