iShares Morningstar Mid-Cap ETF (IMCB)
56.87
-0.44 (-0.77%)
USD |
NYSEARCA |
Jun 29, 16:00
56.87
0.00 (0.00%)
After-Hours: 20:00
IMCB Max Drawdown (5Y): 40.99% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 40.99% |
| April 30, 2022 | 40.99% |
| March 31, 2022 | 40.99% |
| February 28, 2022 | 40.99% |
| January 31, 2022 | 40.99% |
| December 31, 2021 | 40.99% |
| November 30, 2021 | 40.99% |
| October 31, 2021 | 40.99% |
| September 30, 2021 | 40.99% |
| August 31, 2021 | 40.99% |
| July 31, 2021 | 40.99% |
| June 30, 2021 | 40.99% |
| May 31, 2021 | 40.99% |
| April 30, 2021 | 40.99% |
| March 31, 2021 | 40.99% |
| February 28, 2021 | 40.99% |
| January 31, 2021 | 40.99% |
| December 31, 2020 | 40.99% |
| November 30, 2020 | 40.99% |
| October 31, 2020 | 40.99% |
| September 30, 2020 | 40.99% |
| August 31, 2020 | 40.99% |
| July 31, 2020 | 40.99% |
| June 30, 2020 | 40.99% |
| May 31, 2020 | 40.99% |
| Date | Value |
|---|---|
| April 30, 2020 | 40.99% |
| March 31, 2020 | 40.99% |
| February 29, 2020 | 20.32% |
| January 31, 2020 | 20.32% |
| December 31, 2019 | 20.32% |
| November 30, 2019 | 20.32% |
| October 31, 2019 | 20.32% |
| September 30, 2019 | 20.32% |
| August 31, 2019 | 20.32% |
| July 31, 2019 | 20.32% |
| June 30, 2019 | 20.32% |
| May 31, 2019 | 20.32% |
| April 30, 2019 | 20.32% |
| March 31, 2019 | 20.32% |
| February 28, 2019 | 20.32% |
| January 31, 2019 | 20.32% |
| December 31, 2018 | 20.32% |
| November 30, 2018 | 18.79% |
| October 31, 2018 | 18.79% |
| September 30, 2018 | 18.79% |
| August 31, 2018 | 18.79% |
| July 31, 2018 | 18.79% |
| June 30, 2018 | 18.79% |
| May 31, 2018 | 18.79% |
| April 30, 2018 | 18.79% |
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
18.79%
Minimum
Jun 2017
40.99%
Maximum
Mar 2020
29.16%
Average
20.32%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.485 |
| Beta (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.43% |
| Historical Sharpe Ratio (5Y) | 0.5152 |
| Historical Sortino (5Y) | 0.4973 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.71% |