iShares MSCI USA ESG Select ETF (SUSA)
103.71
-0.98
(-0.94%)
USD |
NYSEARCA |
Apr 25, 12:05
SUSA Max Drawdown (5Y): 32.93% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 32.93% |
February 29, 2024 | 32.93% |
January 31, 2024 | 32.93% |
December 31, 2023 | 32.93% |
November 30, 2023 | 32.93% |
October 31, 2023 | 32.93% |
September 30, 2023 | 32.93% |
August 31, 2023 | 32.93% |
July 31, 2023 | 32.93% |
June 30, 2023 | 32.93% |
May 31, 2023 | 32.93% |
April 30, 2023 | 32.93% |
March 31, 2023 | 32.93% |
February 28, 2023 | 32.93% |
January 31, 2023 | 32.93% |
December 31, 2022 | 32.93% |
November 30, 2022 | 32.93% |
October 31, 2022 | 32.93% |
September 30, 2022 | 32.93% |
August 31, 2022 | 32.93% |
July 31, 2022 | 32.93% |
June 30, 2022 | 32.93% |
May 31, 2022 | 32.93% |
April 30, 2022 | 32.93% |
March 31, 2022 | 32.93% |
Date | Value |
---|---|
February 28, 2022 | 32.93% |
January 31, 2022 | 32.93% |
December 31, 2021 | 32.93% |
November 30, 2021 | 32.93% |
October 31, 2021 | 32.93% |
September 30, 2021 | 32.93% |
August 31, 2021 | 32.93% |
July 31, 2021 | 32.93% |
June 30, 2021 | 32.93% |
May 31, 2021 | 32.93% |
April 30, 2021 | 32.93% |
March 31, 2021 | 32.93% |
February 28, 2021 | 32.93% |
January 31, 2021 | 32.93% |
December 31, 2020 | 32.93% |
November 30, 2020 | 32.93% |
October 31, 2020 | 32.93% |
September 30, 2020 | 32.93% |
August 31, 2020 | 32.93% |
July 31, 2020 | 32.93% |
June 30, 2020 | 32.93% |
May 31, 2020 | 32.93% |
April 30, 2020 | 32.93% |
March 31, 2020 | 32.93% |
February 29, 2020 | 19.16% |
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
19.16%
Minimum
Apr 2019
32.93%
Maximum
Mar 2020
30.41%
Average
32.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SPDR® S&P 500 ETF Trust | 33.70% |
iShares Russell Top 200 ETF | 32.71% |
iShares MSCI KLD 400 Social ETF | 34.10% |
iShares Russell 1000 ETF | 34.60% |
iShares Dow Jones US ETF | 34.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7747 |
Beta (5Y) | 1.030 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7747 |
Beta (vs YCharts Benchmark) (5Y) | 1.030 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.28% |
Historical Sharpe Ratio (5Y) | 0.657 |
Historical Sortino (5Y) | 0.7721 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.23% |