iShares Core S&P Small-Cap ETF (IJR)
96.70
+1.77 (+1.86%)
USD |
NYSEARCA |
Mar 31, 16:00
97.15
+0.45 (+0.47%)
Pre-Market: 20:00
IJR Max Drawdown (5Y): 44.35% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 44.35% |
| February 28, 2023 | 44.35% |
| January 31, 2023 | 44.35% |
| December 31, 2022 | 44.35% |
| November 30, 2022 | 44.35% |
| October 31, 2022 | 44.35% |
| September 30, 2022 | 44.35% |
| August 31, 2022 | 44.35% |
| July 31, 2022 | 44.35% |
| June 30, 2022 | 44.35% |
| May 31, 2022 | 44.35% |
| April 30, 2022 | 44.35% |
| March 31, 2022 | 44.35% |
| February 28, 2022 | 44.35% |
| January 31, 2022 | 44.35% |
| December 31, 2021 | 44.35% |
| November 30, 2021 | 44.35% |
| October 31, 2021 | 44.35% |
| September 30, 2021 | 44.35% |
| August 31, 2021 | 44.35% |
| July 31, 2021 | 44.35% |
| June 30, 2021 | 44.35% |
| May 31, 2021 | 44.35% |
| April 30, 2021 | 44.35% |
| March 31, 2021 | 44.35% |
| Date | Value |
|---|---|
| February 28, 2021 | 44.35% |
| January 31, 2021 | 44.35% |
| December 31, 2020 | 44.35% |
| November 30, 2020 | 44.35% |
| October 31, 2020 | 44.35% |
| September 30, 2020 | 44.35% |
| August 31, 2020 | 44.35% |
| July 31, 2020 | 44.35% |
| June 30, 2020 | 44.35% |
| May 31, 2020 | 44.35% |
| April 30, 2020 | 44.35% |
| March 31, 2020 | 44.35% |
| February 29, 2020 | 27.30% |
| January 31, 2020 | 27.30% |
| December 31, 2019 | 27.30% |
| November 30, 2019 | 27.30% |
| October 31, 2019 | 27.30% |
| September 30, 2019 | 27.30% |
| August 31, 2019 | 27.30% |
| July 31, 2019 | 27.30% |
| June 30, 2019 | 27.30% |
| May 31, 2019 | 27.30% |
| April 30, 2019 | 27.30% |
| March 31, 2019 | 27.30% |
| February 28, 2019 | 27.30% |
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
20.00%
Minimum
Apr 2018
44.35%
Maximum
Mar 2020
36.84%
Average
44.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SPDR® S&P 600 Small Cap ETF | 44.45% |
| Vanguard S&P Small-Cap 600 ETF | 44.14% |
| SPDR® Portfolio S&P 600 Sm Cap ETF | 42.88% |
| Vanguard Small-Cap ETF | 42.05% |
| Schwab US Small-Cap ETF™ | 42.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.401 |
| Beta (5Y) | 1.147 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.030 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9926 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.97% |
| Historical Sharpe Ratio (5Y) | 0.3083 |
| Historical Sortino (5Y) | 0.3714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.55% |