IJT Max Drawdown (Since Inception) Analysis

iShares S&P Small-Cap 600 Growth ETF (IJT)

136.90 +0.67 (+0.49%) USD | NASDAQ | Dec 20, 16:00

136.59 -0.31 (-0.23%) Pre-Market: 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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Minimum

Maximum

Average

Median

Max Drawdown (Since Inception) Benchmarks

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SPDR S&P 600 Small Cap Growth ETF	Upgrade
Vanguard S&P Small-Cap 600 Growth Index Fund ETF	Upgrade
iShares Russell 2000 Growth ETF	Upgrade
Vanguard Small-Cap Growth Index Fund ETF	Upgrade
Vanguard Russell 2000 Growth Index Fund ETF	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