iShares MSCI World ETF (URTH)

157.76 +0.78 (+0.50%) USD  |  NYSEARCA  |  Jan 06, 16:00
157.85 +0.09 (+0.06%) After-Hours: 20:00
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URTH Max Drawdown (5Y): 34.01% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares Global 100 ETF 31.43%
Vanguard Total World Stock Index Fund ETF 34.23%
iShares MSCI Global Min Vol Factor ETF 28.82%
iShares MSCI ACWI ETF 33.52%
iShares MSCI Kokusai ETF 34.82%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.266
Beta (5Y) 0.9619
Alpha (vs YCharts Benchmark) (5Y) 1.046
Beta (vs YCharts Benchmark) (5Y) 1.026
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.85%
Historical Sharpe Ratio (5Y) 0.4694
Historical Sortino (5Y) 0.4946
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.91%