iShares S&P Mid-Cap 400 Value ETF (IJJ)
141.52
-0.91
(-0.64%)
USD |
NYSEARCA |
Sep 18, 16:00
141.67
+0.15
(+0.11%)
After-Hours: 20:00
IJJ Max Drawdown (5Y) : 22.67% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 22.67% |
| July 31, 2026 | 22.67% |
| June 30, 2026 | 22.67% |
| May 31, 2026 | 22.67% |
| April 30, 2026 | 22.67% |
| March 31, 2026 | 22.67% |
| February 28, 2026 | 22.67% |
| January 31, 2026 | 22.67% |
| December 31, 2025 | 22.67% |
| November 30, 2025 | 22.67% |
| October 31, 2025 | 22.67% |
| September 30, 2025 | 22.67% |
| August 31, 2025 | 23.45% |
| July 31, 2025 | 23.45% |
| June 30, 2025 | 25.09% |
| May 31, 2025 | 25.31% |
| April 30, 2025 | 33.28% |
| March 31, 2025 | 41.03% |
| February 28, 2025 | 46.11% |
| January 31, 2025 | 46.11% |
| December 31, 2024 | 46.11% |
| November 30, 2024 | 46.11% |
| October 31, 2024 | 46.11% |
| September 30, 2024 | 46.11% |
| August 31, 2024 | 46.11% |
| Date | Value |
|---|---|
| July 31, 2024 | 46.11% |
| June 30, 2024 | 46.11% |
| May 31, 2024 | 46.11% |
| April 30, 2024 | 46.11% |
| March 31, 2024 | 46.11% |
| February 29, 2024 | 46.11% |
| January 31, 2024 | 46.11% |
| December 31, 2023 | 46.11% |
| November 30, 2023 | 46.11% |
| October 31, 2023 | 46.11% |
| September 30, 2023 | 46.11% |
| August 31, 2023 | 46.11% |
| July 31, 2023 | 46.11% |
| June 30, 2023 | 46.11% |
| May 31, 2023 | 46.11% |
| April 30, 2023 | 46.11% |
| March 31, 2023 | 46.11% |
| February 28, 2023 | 46.11% |
| January 31, 2023 | 46.11% |
| December 31, 2022 | 46.11% |
| November 30, 2022 | 46.11% |
| October 31, 2022 | 46.11% |
| September 30, 2022 | 46.11% |
| August 31, 2022 | 46.11% |
| July 31, 2022 | 46.11% |
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) | -4.060 |
| Beta (5Y) | 0.9577 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.002 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8392 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.49% |
| Historical Sharpe Ratio (5Y) | 0.2645 |
| Historical Sortino (5Y) | 0.4773 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.42% |