iShares MSCI Agriculture Producers ETF (VEGI)
37.42
+0.05
(+0.12%)
USD |
NYSEARCA |
Apr 23, 16:00
37.42
0.00 (0.00%)
After-Hours: 19:06
VEGI Max Drawdown (5Y): 37.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 37.37% |
| February 29, 2024 | 37.37% |
| January 31, 2024 | 37.37% |
| December 31, 2023 | 37.37% |
| November 30, 2023 | 37.37% |
| October 31, 2023 | 37.37% |
| September 30, 2023 | 37.37% |
| August 31, 2023 | 37.37% |
| July 31, 2023 | 37.37% |
| June 30, 2023 | 37.37% |
| May 31, 2023 | 37.37% |
| April 30, 2023 | 37.37% |
| March 31, 2023 | 37.37% |
| February 28, 2023 | 37.37% |
| January 31, 2023 | 37.37% |
| December 31, 2022 | 37.37% |
| November 30, 2022 | 37.37% |
| October 31, 2022 | 37.37% |
| September 30, 2022 | 37.37% |
| August 31, 2022 | 37.37% |
| July 31, 2022 | 37.37% |
| June 30, 2022 | 37.37% |
| May 31, 2022 | 37.37% |
| April 30, 2022 | 37.37% |
| March 31, 2022 | 37.37% |
| Date | Value |
|---|---|
| February 28, 2022 | 37.37% |
| January 31, 2022 | 37.37% |
| December 31, 2021 | 37.37% |
| November 30, 2021 | 37.37% |
| October 31, 2021 | 37.37% |
| September 30, 2021 | 37.37% |
| August 31, 2021 | 37.37% |
| July 31, 2021 | 37.37% |
| June 30, 2021 | 37.37% |
| May 31, 2021 | 37.37% |
| April 30, 2021 | 37.37% |
| March 31, 2021 | 37.37% |
| February 28, 2021 | 37.37% |
| January 31, 2021 | 37.37% |
| December 31, 2020 | 37.37% |
| November 30, 2020 | 37.37% |
| October 31, 2020 | 37.37% |
| September 30, 2020 | 37.37% |
| August 31, 2020 | 37.37% |
| July 31, 2020 | 37.37% |
| June 30, 2020 | 37.37% |
| May 31, 2020 | 37.37% |
| April 30, 2020 | 37.37% |
| March 31, 2020 | 37.37% |
| February 29, 2020 | 27.90% |
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
27.90%
Minimum
Apr 2019
37.37%
Maximum
Mar 2020
35.63%
Average
37.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Trust Materials AlphaDEX® ETF | 49.41% |
| Invesco S&P 500® Equal Weight Matrls ETF | 39.82% |
| VanEck Steel ETF | 61.90% |
| iShares Global Timber & Forestry ETF | 50.20% |
| VanEck Agribusiness ETF | 36.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.701 |
| Beta (5Y) | 0.9198 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4375 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6118 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.69% |
| Historical Sharpe Ratio (5Y) | 0.3028 |
| Historical Sortino (5Y) | 0.3971 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.27% |