iShares Exponential Technologies ETF (XT)
59.17
-1.00
(-1.66%)
USD |
NASDAQ |
Nov 15, 16:00
59.19
+0.02
(+0.03%)
After-Hours: 20:00
XT Max Drawdown (5Y): 34.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.40% |
| September 30, 2024 | 34.40% |
| August 31, 2024 | 34.40% |
| July 31, 2024 | 34.40% |
| June 30, 2024 | 34.40% |
| May 31, 2024 | 34.40% |
| April 30, 2024 | 34.40% |
| March 31, 2024 | 34.40% |
| February 29, 2024 | 34.40% |
| January 31, 2024 | 34.40% |
| December 31, 2023 | 34.40% |
| November 30, 2023 | 34.40% |
| October 31, 2023 | 34.40% |
| September 30, 2023 | 34.40% |
| August 31, 2023 | 34.40% |
| July 31, 2023 | 34.40% |
| June 30, 2023 | 34.40% |
| May 31, 2023 | 34.40% |
| April 30, 2023 | 34.40% |
| March 31, 2023 | 34.40% |
| February 28, 2023 | 34.40% |
| January 31, 2023 | 34.40% |
| December 31, 2022 | 34.40% |
| November 30, 2022 | 34.40% |
| October 31, 2022 | 34.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.19% |
| August 31, 2022 | 32.21% |
| July 31, 2022 | 32.21% |
| June 30, 2022 | 32.21% |
| May 31, 2022 | 32.21% |
| April 30, 2022 | 32.21% |
| March 31, 2022 | 32.21% |
| February 28, 2022 | 32.21% |
| January 31, 2022 | 32.21% |
| December 31, 2021 | 32.21% |
| November 30, 2021 | 32.21% |
| October 31, 2021 | 32.21% |
| September 30, 2021 | 32.21% |
| August 31, 2021 | 32.21% |
| July 31, 2021 | 32.21% |
| June 30, 2021 | 32.21% |
| May 31, 2021 | 32.21% |
| April 30, 2021 | 32.21% |
| March 31, 2021 | 32.21% |
| February 28, 2021 | 32.21% |
| January 31, 2021 | 32.21% |
| December 31, 2020 | 32.21% |
| November 30, 2020 | 32.21% |
| October 31, 2020 | 32.21% |
| September 30, 2020 | 32.21% |
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
19.47%
Minimum
Nov 2019
34.40%
Maximum
Oct 2022
32.29%
Average
32.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Global X Robotics & Artfcl Intllgnc ETF | 55.54% |
| iShares Global Tech ETF | 36.30% |
| iShares Global Clean Energy ETF | 60.46% |
| Amplify Digital Payments ETF | 51.75% |
| Global X Artfcl Intlgc & Tech ETF | 44.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.858 |
| Beta (5Y) | 1.069 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1024 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6704 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.04% |
| Historical Sharpe Ratio (5Y) | 0.2937 |
| Historical Sortino (5Y) | 0.3953 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.37% |