IJJ Max Drawdown (Since Inception) Insights

iShares S&P Mid-Cap 400 Value ETF (IJJ)

124.07 +0.96 (+0.78%) USD | NYSEARCA | Dec 20, 16:00

124.09 +0.02 (+0.02%) After-Hours: 20:00

Max Drawdown (Since Inception) Chart

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Sep '18

Jan '19

May '19

285.00

270.00

255.00

240.00

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (Since Inception) Range, Past 5 Years

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Max Drawdown (Since Inception) Benchmarks

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SPDR S&P 400 Mid Cap Value ETF	Upgrade
Vanguard S&P Mid-Cap 400 Value Index Fund ETF	Upgrade
WisdomTree US MidCap Dividend Fund	Upgrade
Invesco S&P MidCap 400 Revenue ETF	Upgrade
First Trust Mid Cap Value AlphaDEX Fund	Upgrade

Max Drawdown (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Beta (Since Inception)	Upgrade
Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
Beta (vs YCharts Benchmark) (Since Inception)	Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception)	Upgrade
Historical Sharpe Ratio (Since Inception)	Upgrade
Historical Sortino (Since Inception)	Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception)	Upgrade