iShares Core US REIT ETF (USRT)
51.71
+0.52
(+1.02%)
USD |
NYSEARCA |
May 07, 10:36
USRT Max Drawdown (5Y): 44.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.38% |
March 31, 2024 | 44.38% |
February 29, 2024 | 44.38% |
January 31, 2024 | 44.38% |
December 31, 2023 | 44.38% |
November 30, 2023 | 44.38% |
October 31, 2023 | 44.38% |
September 30, 2023 | 44.38% |
August 31, 2023 | 44.38% |
July 31, 2023 | 44.38% |
June 30, 2023 | 44.38% |
May 31, 2023 | 44.38% |
April 30, 2023 | 44.38% |
March 31, 2023 | 44.38% |
February 28, 2023 | 44.38% |
January 31, 2023 | 44.38% |
December 31, 2022 | 44.38% |
November 30, 2022 | 44.38% |
October 31, 2022 | 44.38% |
September 30, 2022 | 44.38% |
August 31, 2022 | 44.38% |
July 31, 2022 | 44.38% |
June 30, 2022 | 44.38% |
May 31, 2022 | 44.38% |
April 30, 2022 | 44.38% |
Date | Value |
---|---|
March 31, 2022 | 44.38% |
February 28, 2022 | 44.38% |
January 31, 2022 | 44.38% |
December 31, 2021 | 44.38% |
November 30, 2021 | 44.38% |
October 31, 2021 | 44.38% |
September 30, 2021 | 44.38% |
August 31, 2021 | 44.38% |
July 31, 2021 | 44.38% |
June 30, 2021 | 44.38% |
May 31, 2021 | 44.38% |
April 30, 2021 | 44.38% |
March 31, 2021 | 44.38% |
February 28, 2021 | 44.38% |
January 31, 2021 | 44.38% |
December 31, 2020 | 44.38% |
November 30, 2020 | 44.38% |
October 31, 2020 | 44.38% |
September 30, 2020 | 44.38% |
August 31, 2020 | 44.38% |
July 31, 2020 | 44.38% |
June 30, 2020 | 44.38% |
May 31, 2020 | 44.38% |
April 30, 2020 | 44.38% |
March 31, 2020 | 44.38% |
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
May 2019
44.38%
Maximum
Mar 2020
39.61%
Average
44.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Cohen & Steers REIT ETF | 40.22% |
iShares US Real Estate ETF | 42.32% |
SPDR® Dow Jones REIT ETF | 44.37% |
Vanguard Real Estate ETF | 42.42% |
Schwab US REIT ETF™ | 44.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.469 |
Beta (5Y) | 1.030 |
Alpha (vs YCharts Benchmark) (5Y) | -1.273 |
Beta (vs YCharts Benchmark) (5Y) | 1.029 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.34% |
Historical Sharpe Ratio (5Y) | -0.0334 |
Historical Sortino (5Y) | -0.0362 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.89% |