iShares Morningstar Mid-Cap ETF (IMCB)
70.77
+0.16
(+0.22%)
USD |
NYSEARCA |
May 07, 16:00
70.77
0.00 (0.00%)
After-Hours: 20:00
IMCB Max Drawdown (5Y): 40.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.99% |
March 31, 2024 | 40.99% |
February 29, 2024 | 40.99% |
January 31, 2024 | 40.99% |
December 31, 2023 | 40.99% |
November 30, 2023 | 40.99% |
October 31, 2023 | 40.99% |
September 30, 2023 | 40.99% |
August 31, 2023 | 40.99% |
July 31, 2023 | 40.99% |
June 30, 2023 | 40.99% |
May 31, 2023 | 40.99% |
April 30, 2023 | 40.99% |
March 31, 2023 | 40.99% |
February 28, 2023 | 40.99% |
January 31, 2023 | 40.99% |
December 31, 2022 | 40.99% |
November 30, 2022 | 40.99% |
October 31, 2022 | 40.99% |
September 30, 2022 | 40.99% |
August 31, 2022 | 40.99% |
July 31, 2022 | 40.99% |
June 30, 2022 | 40.99% |
May 31, 2022 | 40.99% |
April 30, 2022 | 40.99% |
Date | Value |
---|---|
March 31, 2022 | 40.99% |
February 28, 2022 | 40.99% |
January 31, 2022 | 40.99% |
December 31, 2021 | 40.99% |
November 30, 2021 | 40.99% |
October 31, 2021 | 40.99% |
September 30, 2021 | 40.99% |
August 31, 2021 | 40.99% |
July 31, 2021 | 40.99% |
June 30, 2021 | 40.99% |
May 31, 2021 | 40.99% |
April 30, 2021 | 40.99% |
March 31, 2021 | 40.99% |
February 28, 2021 | 40.99% |
January 31, 2021 | 40.99% |
December 31, 2020 | 40.99% |
November 30, 2020 | 40.99% |
October 31, 2020 | 40.99% |
September 30, 2020 | 40.99% |
August 31, 2020 | 40.99% |
July 31, 2020 | 40.99% |
June 30, 2020 | 40.99% |
May 31, 2020 | 40.99% |
April 30, 2020 | 40.99% |
March 31, 2020 | 40.99% |
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
20.32%
Minimum
May 2019
40.99%
Maximum
Mar 2020
37.55%
Average
40.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Invesco S&P 500® High Beta ETF | 46.82% |
Invesco Russell 1000 Equal Weight ETF | 40.42% |
Invesco Zacks Mid-Cap ETF | 46.18% |
Vanguard Mid-Cap ETF | 39.38% |
Schwab US Mid-Cap ETF™ | 42.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.406 |
Beta (5Y) | 1.080 |
Alpha (vs YCharts Benchmark) (5Y) | -0.172 |
Beta (vs YCharts Benchmark) (5Y) | 0.9704 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.85% |
Historical Sharpe Ratio (5Y) | 0.3033 |
Historical Sortino (5Y) | 0.3301 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.43% |