iShares Core Moderate Allocation ETF (AOM)
44.52
+0.20
(+0.45%)
USD |
NYSEARCA |
Nov 25, 16:00
44.57
+0.05
(+0.11%)
After-Hours: 20:00
AOM Max Drawdown (5Y): 19.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 19.96% |
| September 30, 2024 | 19.96% |
| August 31, 2024 | 19.96% |
| July 31, 2024 | 19.96% |
| June 30, 2024 | 19.96% |
| May 31, 2024 | 19.96% |
| April 30, 2024 | 19.96% |
| March 31, 2024 | 19.96% |
| February 29, 2024 | 19.96% |
| January 31, 2024 | 19.96% |
| December 31, 2023 | 19.96% |
| November 30, 2023 | 19.96% |
| October 31, 2023 | 19.96% |
| September 30, 2023 | 19.96% |
| August 31, 2023 | 19.96% |
| July 31, 2023 | 19.96% |
| June 30, 2023 | 19.96% |
| May 31, 2023 | 19.96% |
| April 30, 2023 | 19.96% |
| March 31, 2023 | 19.96% |
| February 28, 2023 | 19.96% |
| January 31, 2023 | 19.96% |
| December 31, 2022 | 19.96% |
| November 30, 2022 | 19.96% |
| October 31, 2022 | 19.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 19.22% |
| August 31, 2022 | 16.90% |
| July 31, 2022 | 16.90% |
| June 30, 2022 | 16.90% |
| May 31, 2022 | 16.90% |
| April 30, 2022 | 16.90% |
| March 31, 2022 | 16.90% |
| February 28, 2022 | 16.90% |
| January 31, 2022 | 16.90% |
| December 31, 2021 | 16.90% |
| November 30, 2021 | 16.90% |
| October 31, 2021 | 16.90% |
| September 30, 2021 | 16.90% |
| August 31, 2021 | 16.90% |
| July 31, 2021 | 16.90% |
| June 30, 2021 | 16.90% |
| May 31, 2021 | 16.90% |
| April 30, 2021 | 16.90% |
| March 31, 2021 | 16.90% |
| February 28, 2021 | 16.90% |
| January 31, 2021 | 16.90% |
| December 31, 2020 | 16.90% |
| November 30, 2020 | 16.90% |
| October 31, 2020 | 16.90% |
| September 30, 2020 | 16.90% |
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
8.06%
Minimum
Nov 2019
19.96%
Maximum
Oct 2022
17.63%
Average
16.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.277 |
| Beta (5Y) | 0.4975 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.381 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9867 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.08% |
| Historical Sharpe Ratio (5Y) | 0.2127 |
| Historical Sortino (5Y) | 0.2435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.43% |