iShares MSCI World ETF (URTH)
156.66
-1.65
(-1.04%)
USD |
NYSEARCA |
Nov 15, 16:00
156.64
-0.02
(-0.01%)
After-Hours: 20:00
URTH Max Drawdown (5Y): 34.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.01% |
| September 30, 2024 | 34.01% |
| August 31, 2024 | 34.01% |
| July 31, 2024 | 34.01% |
| June 30, 2024 | 34.01% |
| May 31, 2024 | 34.01% |
| April 30, 2024 | 34.01% |
| March 31, 2024 | 34.01% |
| February 29, 2024 | 34.01% |
| January 31, 2024 | 34.01% |
| December 31, 2023 | 34.01% |
| November 30, 2023 | 34.01% |
| October 31, 2023 | 34.01% |
| September 30, 2023 | 34.01% |
| August 31, 2023 | 34.01% |
| July 31, 2023 | 34.01% |
| June 30, 2023 | 34.01% |
| May 31, 2023 | 34.01% |
| April 30, 2023 | 34.01% |
| March 31, 2023 | 34.01% |
| February 28, 2023 | 34.01% |
| January 31, 2023 | 34.01% |
| December 31, 2022 | 34.01% |
| November 30, 2022 | 34.01% |
| October 31, 2022 | 34.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.01% |
| August 31, 2022 | 34.01% |
| July 31, 2022 | 34.01% |
| June 30, 2022 | 34.01% |
| May 31, 2022 | 34.01% |
| April 30, 2022 | 34.01% |
| March 31, 2022 | 34.01% |
| February 28, 2022 | 34.01% |
| January 31, 2022 | 34.01% |
| December 31, 2021 | 34.01% |
| November 30, 2021 | 34.01% |
| October 31, 2021 | 34.01% |
| September 30, 2021 | 34.01% |
| August 31, 2021 | 34.01% |
| July 31, 2021 | 34.01% |
| June 30, 2021 | 34.01% |
| May 31, 2021 | 34.01% |
| April 30, 2021 | 34.01% |
| March 31, 2021 | 34.01% |
| February 28, 2021 | 34.01% |
| January 31, 2021 | 34.01% |
| December 31, 2020 | 34.01% |
| November 30, 2020 | 34.01% |
| October 31, 2020 | 34.01% |
| September 30, 2020 | 34.01% |
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
18.89%
Minimum
Nov 2019
34.01%
Maximum
Mar 2020
33.00%
Average
34.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Global 100 ETF | 31.43% |
| Vanguard Total World Stock 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) | 6.540 |
| Beta (5Y) | 0.9603 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4217 |
| Beta (vs YCharts Benchmark) (5Y) | 1.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.94% |
| Historical Sharpe Ratio (5Y) | 0.5187 |
| Historical Sortino (5Y) | 0.5492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.03% |