iShares Core S&P Small-Cap ETF (IJR)

116.68 +0.85 (+0.73%) USD  |  NYSEARCA  |  Dec 24, 13:00
116.68 0.00 (0.00%) After-Hours: 13:22
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IJR Max Drawdown (5Y): 44.35% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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 (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Vanguard S&P Small-Cap 600 Index Fund ETF 44.14%
SPDR Portfolio S&P 600 Small Cap ETF 42.88%
Invesco S&P SmallCap Momentum ETF 39.39%
Vanguard Small-Cap Index Fund ETF 42.05%
Schwab US Small-Cap ETF 42.41%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.705
Beta (5Y) 1.129
Alpha (vs YCharts Benchmark) (5Y) 1.015
Beta (vs YCharts Benchmark) (5Y) 0.9825
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.66%
Historical Sharpe Ratio (5Y) 0.3262
Historical Sortino (5Y) 0.3998
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.24%