iShares Core Dividend Growth ETF (DGRO)
56.50
+0.08
(+0.13%)
USD |
NYSEARCA |
Apr 26, 15:06
DGRO Max Drawdown (5Y): 35.10% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 35.10% |
February 29, 2024 | 35.10% |
January 31, 2024 | 35.10% |
December 31, 2023 | 35.10% |
November 30, 2023 | 35.10% |
October 31, 2023 | 35.10% |
September 30, 2023 | 35.10% |
August 31, 2023 | 35.10% |
July 31, 2023 | 35.10% |
June 30, 2023 | 35.10% |
May 31, 2023 | 35.10% |
April 30, 2023 | 35.10% |
March 31, 2023 | 35.10% |
February 28, 2023 | 35.10% |
January 31, 2023 | 35.10% |
December 31, 2022 | 35.10% |
November 30, 2022 | 35.10% |
October 31, 2022 | 35.10% |
September 30, 2022 | 35.10% |
August 31, 2022 | 35.10% |
July 31, 2022 | 35.10% |
June 30, 2022 | 35.10% |
May 31, 2022 | 35.10% |
April 30, 2022 | 35.10% |
March 31, 2022 | 35.10% |
Date | Value |
---|---|
February 28, 2022 | 35.10% |
January 31, 2022 | 35.10% |
December 31, 2021 | 35.10% |
November 30, 2021 | 35.10% |
October 31, 2021 | 35.10% |
September 30, 2021 | 35.10% |
August 31, 2021 | 35.10% |
July 31, 2021 | 35.10% |
June 30, 2021 | 35.10% |
May 31, 2021 | 35.10% |
April 30, 2021 | 35.10% |
March 31, 2021 | 35.10% |
February 28, 2021 | 35.10% |
January 31, 2021 | 35.10% |
December 31, 2020 | 35.10% |
November 30, 2020 | 35.10% |
October 31, 2020 | 35.10% |
September 30, 2020 | 35.10% |
August 31, 2020 | 35.10% |
July 31, 2020 | 35.10% |
June 30, 2020 | 35.10% |
May 31, 2020 | 35.10% |
April 30, 2020 | 35.10% |
March 31, 2020 | 35.10% |
February 29, 2020 | 16.64% |
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
16.64%
Minimum
Apr 2019
35.10%
Maximum
Mar 2020
31.72%
Average
35.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.381 |
Beta (5Y) | 0.8931 |
Alpha (vs YCharts Benchmark) (5Y) | 2.836 |
Beta (vs YCharts Benchmark) (5Y) | 0.8945 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.75% |
Historical Sharpe Ratio (5Y) | 0.5788 |
Historical Sortino (5Y) | 0.6283 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.49% |