iShares MSCI Global Min Vol Factor ETF (ACWV)
111.89
-0.65
(-0.58%)
USD |
BATS |
Nov 15, 16:00
111.94
+0.04
(+0.04%)
Pre-Market: 20:00
ACWV Max Drawdown (5Y): 28.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 28.82% |
| September 30, 2024 | 28.82% |
| August 31, 2024 | 28.82% |
| July 31, 2024 | 28.82% |
| June 30, 2024 | 28.82% |
| May 31, 2024 | 28.82% |
| April 30, 2024 | 28.82% |
| March 31, 2024 | 28.82% |
| February 29, 2024 | 28.82% |
| January 31, 2024 | 28.82% |
| December 31, 2023 | 28.82% |
| November 30, 2023 | 28.82% |
| October 31, 2023 | 28.82% |
| September 30, 2023 | 28.82% |
| August 31, 2023 | 28.82% |
| July 31, 2023 | 28.82% |
| June 30, 2023 | 28.82% |
| May 31, 2023 | 28.82% |
| April 30, 2023 | 28.82% |
| March 31, 2023 | 28.82% |
| February 28, 2023 | 28.82% |
| January 31, 2023 | 28.82% |
| December 31, 2022 | 28.82% |
| November 30, 2022 | 28.82% |
| October 31, 2022 | 28.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 28.82% |
| August 31, 2022 | 28.82% |
| July 31, 2022 | 28.82% |
| June 30, 2022 | 28.82% |
| May 31, 2022 | 28.82% |
| April 30, 2022 | 28.82% |
| March 31, 2022 | 28.82% |
| February 28, 2022 | 28.82% |
| January 31, 2022 | 28.82% |
| December 31, 2021 | 28.82% |
| November 30, 2021 | 28.82% |
| October 31, 2021 | 28.82% |
| September 30, 2021 | 28.82% |
| August 31, 2021 | 28.82% |
| July 31, 2021 | 28.82% |
| June 30, 2021 | 28.82% |
| May 31, 2021 | 28.82% |
| April 30, 2021 | 28.82% |
| March 31, 2021 | 28.82% |
| February 28, 2021 | 28.82% |
| January 31, 2021 | 28.82% |
| December 31, 2020 | 28.82% |
| November 30, 2020 | 28.82% |
| October 31, 2020 | 28.82% |
| September 30, 2020 | 28.82% |
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
11.15%
Minimum
Nov 2019
28.82%
Maximum
Mar 2020
27.64%
Average
28.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| iShares Global 100 ETF | 31.43% |
| Vanguard Total World Stock ETF | 34.23% |
| iShares MSCI World ETF | 34.01% |
| iShares MSCI ACWI ETF | 33.52% |
| iShares MSCI Kokusai ETF | 34.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8695 |
| Beta (5Y) | 0.6432 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.609 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6543 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.75% |
| Historical Sharpe Ratio (5Y) | 0.2232 |
| Historical Sortino (5Y) | 0.2288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.37% |