iShares MSCI Agriculture Producers ETF (VEGI)
36.27
-0.04
(-0.10%)
USD |
NYSEARCA |
Nov 15, 16:00
36.34
+0.07
(+0.19%)
Pre-Market: 20:00
VEGI Max Drawdown (5Y): 37.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.37% |
| September 30, 2024 | 37.37% |
| August 31, 2024 | 37.37% |
| July 31, 2024 | 37.37% |
| June 30, 2024 | 37.37% |
| May 31, 2024 | 37.37% |
| April 30, 2024 | 37.37% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
37.37%
Maximum
Mar 2020
36.74%
Average
37.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Invesco MSCI Global Timber ETF | 45.74% |
| VanEck Steel ETF | 61.90% |
| Tortoise Global Water ESG | 37.58% |
| Global X Clean Water ETF | -- |
| First Trust Indxx Glbl Natrl Res Inc ETF | 53.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.840 |
| Beta (5Y) | 0.8777 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.078 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8305 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.43% |
| Historical Sharpe Ratio (5Y) | 0.2633 |
| Historical Sortino (5Y) | 0.3449 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.07% |