iShares Morningstar U.S. Equity ETF (ILCB)
70.77
+0.98
(+1.40%)
USD |
NYSEARCA |
May 03, 16:00
70.50
-0.27
(-0.38%)
After-Hours: 20:00
ILCB Max Drawdown (5Y): 35.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.30% |
March 31, 2024 | 35.30% |
February 29, 2024 | 35.30% |
January 31, 2024 | 35.30% |
December 31, 2023 | 35.30% |
November 30, 2023 | 35.30% |
October 31, 2023 | 35.30% |
September 30, 2023 | 35.30% |
August 31, 2023 | 35.30% |
July 31, 2023 | 35.30% |
June 30, 2023 | 35.30% |
May 31, 2023 | 35.30% |
April 30, 2023 | 35.30% |
March 31, 2023 | 35.30% |
February 28, 2023 | 35.30% |
January 31, 2023 | 35.30% |
December 31, 2022 | 35.30% |
November 30, 2022 | 35.30% |
October 31, 2022 | 35.30% |
September 30, 2022 | 35.30% |
August 31, 2022 | 35.30% |
July 31, 2022 | 35.30% |
June 30, 2022 | 35.30% |
May 31, 2022 | 35.30% |
April 30, 2022 | 35.30% |
Date | Value |
---|---|
March 31, 2022 | 35.30% |
February 28, 2022 | 35.30% |
January 31, 2022 | 35.30% |
December 31, 2021 | 35.30% |
November 30, 2021 | 35.30% |
October 31, 2021 | 35.30% |
September 30, 2021 | 35.30% |
August 31, 2021 | 35.30% |
July 31, 2021 | 35.30% |
June 30, 2021 | 35.30% |
May 31, 2021 | 35.30% |
April 30, 2021 | 35.30% |
March 31, 2021 | 35.30% |
February 28, 2021 | 35.30% |
January 31, 2021 | 35.30% |
December 31, 2020 | 35.30% |
November 30, 2020 | 35.30% |
October 31, 2020 | 35.30% |
September 30, 2020 | 35.30% |
August 31, 2020 | 35.30% |
July 31, 2020 | 35.30% |
June 30, 2020 | 35.30% |
May 31, 2020 | 35.30% |
April 30, 2020 | 35.30% |
March 31, 2020 | 35.30% |
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
20.69%
Minimum
May 2019
35.30%
Maximum
Mar 2020
32.86%
Average
35.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SPDR® S&P 500 ETF Trust | 33.70% |
Cornerstone Total Return Fund Inc | 45.96% |
iShares Russell Top 200 ETF | 32.71% |
iShares MSCI KLD 400 Social ETF | 34.10% |
iShares Russell 1000 ETF | 34.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8994 |
Beta (5Y) | 1.017 |
Alpha (vs YCharts Benchmark) (5Y) | -0.8994 |
Beta (vs YCharts Benchmark) (5Y) | 1.017 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.36% |
Historical Sharpe Ratio (5Y) | 0.5391 |
Historical Sortino (5Y) | 0.591 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.36% |