iShares Morningstar Value ETF (ILCV)
73.12
0.00 (0.00%)
USD |
NYSEARCA |
Apr 18, 16:00
73.12
0.00 (0.00%)
After-Hours: 20:00
ILCV Max Drawdown (5Y): 35.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 35.53% |
February 29, 2024 | 35.53% |
January 31, 2024 | 35.53% |
December 31, 2023 | 35.53% |
November 30, 2023 | 35.53% |
October 31, 2023 | 35.53% |
September 30, 2023 | 35.53% |
August 31, 2023 | 35.53% |
July 31, 2023 | 35.53% |
June 30, 2023 | 35.53% |
May 31, 2023 | 35.53% |
April 30, 2023 | 35.53% |
March 31, 2023 | 35.53% |
February 28, 2023 | 35.53% |
January 31, 2023 | 35.53% |
December 31, 2022 | 35.53% |
November 30, 2022 | 35.53% |
October 31, 2022 | 35.53% |
September 30, 2022 | 35.53% |
August 31, 2022 | 35.53% |
July 31, 2022 | 35.53% |
June 30, 2022 | 35.53% |
May 31, 2022 | 35.53% |
April 30, 2022 | 35.53% |
March 31, 2022 | 35.53% |
Date | Value |
---|---|
February 28, 2022 | 35.53% |
January 31, 2022 | 35.53% |
December 31, 2021 | 35.53% |
November 30, 2021 | 35.53% |
October 31, 2021 | 35.53% |
September 30, 2021 | 35.53% |
August 31, 2021 | 35.53% |
July 31, 2021 | 35.53% |
June 30, 2021 | 35.53% |
May 31, 2021 | 35.53% |
April 30, 2021 | 35.53% |
March 31, 2021 | 35.53% |
February 28, 2021 | 35.53% |
January 31, 2021 | 35.53% |
December 31, 2020 | 35.53% |
November 30, 2020 | 35.53% |
October 31, 2020 | 35.53% |
September 30, 2020 | 35.53% |
August 31, 2020 | 35.53% |
July 31, 2020 | 35.53% |
June 30, 2020 | 35.53% |
May 31, 2020 | 35.53% |
April 30, 2020 | 35.53% |
March 31, 2020 | 35.53% |
February 29, 2020 | 16.64% |
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
16.64%
Minimum
Apr 2019
35.53%
Maximum
Mar 2020
32.06%
Average
35.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Invesco S&P 100 Equal Weight ETF | 34.29% |
Invesco Large Cap Value ETF | 37.64% |
Invesco RAFIā¢ Strategic US ETF | 34.66% |
iShares Russell Top 200 Value ETF | 35.76% |
iShares Russell 1000 Value ETF | 38.51% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.364 |
Beta (5Y) | 0.924 |
Alpha (vs YCharts Benchmark) (5Y) | 0.7717 |
Beta (vs YCharts Benchmark) (5Y) | 0.9529 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.09% |
Historical Sharpe Ratio (5Y) | 0.4807 |
Historical Sortino (5Y) | 0.5188 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.06% |