iShares Russell 2000 ETF (IWM)
197.24
+0.93
(+0.47%)
USD |
NYSEARCA |
May 02, 10:05
IWM Max Drawdown (5Y): 41.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.13% |
March 31, 2024 | 41.13% |
February 29, 2024 | 41.13% |
January 31, 2024 | 41.13% |
December 31, 2023 | 41.13% |
November 30, 2023 | 41.13% |
October 31, 2023 | 41.13% |
September 30, 2023 | 41.13% |
August 31, 2023 | 41.13% |
July 31, 2023 | 41.13% |
June 30, 2023 | 41.13% |
May 31, 2023 | 41.13% |
April 30, 2023 | 41.13% |
March 31, 2023 | 41.13% |
February 28, 2023 | 41.13% |
January 31, 2023 | 41.13% |
December 31, 2022 | 41.13% |
November 30, 2022 | 41.13% |
October 31, 2022 | 41.13% |
September 30, 2022 | 41.13% |
August 31, 2022 | 41.13% |
July 31, 2022 | 41.13% |
June 30, 2022 | 41.13% |
May 31, 2022 | 41.13% |
April 30, 2022 | 41.13% |
Date | Value |
---|---|
March 31, 2022 | 41.13% |
February 28, 2022 | 41.13% |
January 31, 2022 | 41.13% |
December 31, 2021 | 41.13% |
November 30, 2021 | 41.13% |
October 31, 2021 | 41.13% |
September 30, 2021 | 41.13% |
August 31, 2021 | 41.13% |
July 31, 2021 | 41.13% |
June 30, 2021 | 41.13% |
May 31, 2021 | 41.13% |
April 30, 2021 | 41.13% |
March 31, 2021 | 41.13% |
February 28, 2021 | 41.13% |
January 31, 2021 | 41.13% |
December 31, 2020 | 41.13% |
November 30, 2020 | 41.13% |
October 31, 2020 | 41.13% |
September 30, 2020 | 41.13% |
August 31, 2020 | 41.13% |
July 31, 2020 | 41.13% |
June 30, 2020 | 41.13% |
May 31, 2020 | 41.13% |
April 30, 2020 | 41.13% |
March 31, 2020 | 41.13% |
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
26.80%
Minimum
May 2019
41.13%
Maximum
Mar 2020
38.74%
Average
41.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard Russell 2000 ETF | 41.18% |
iShares Core S&P Small-Cap ETF | 44.35% |
Vanguard Small-Cap ETF | 42.05% |
Schwab US Small-Cap ETF™ | 42.41% |
SPDR® S&P 600 Small Cap ETF (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.165 |
Beta (5Y) | 1.154 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0811 |
Beta (vs YCharts Benchmark) (5Y) | 0.9992 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.79% |
Historical Sharpe Ratio (5Y) | 0.1434 |
Historical Sortino (5Y) | 0.1777 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.86% |