iShares S&P Mid-Cap 400 Value ETF (IJJ)
140.95
+1.07
(+0.76%)
USD |
NYSEARCA |
May 22, 16:00
140.98
+0.04
(+0.02%)
After-Hours: 20:00
IJJ Max Drawdown (5Y) : 22.67% for April 30, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares Select Dividend ETF | 17.49% |
| iShares Core S&P Mid-Cap ETF | 24.10% |
| iShares S&P Mid-Cap 400 Growth ETF | 29.24% |
| iShares S&P Small-Cap 600 Value ETF | 28.64% |
| iShares Core S&P Small-Cap ETF | 28.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.052 |
| Beta (5Y) | 0.9800 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.511 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8411 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.54% |
| Historical Sharpe Ratio (5Y) | 0.2523 |
| Historical Sortino (5Y) | 0.4631 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.42% |