iShares MSCI Intl Momentum Factor ETF (IMTM)
37.45
-0.54
(-1.42%)
USD |
NYSEARCA |
Apr 16, 13:08
IMTM Max Drawdown (5Y): 30.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 30.62% |
| February 29, 2024 | 30.62% |
| January 31, 2024 | 30.62% |
| December 31, 2023 | 30.62% |
| November 30, 2023 | 30.62% |
| October 31, 2023 | 30.62% |
| September 30, 2023 | 30.62% |
| August 31, 2023 | 30.62% |
| July 31, 2023 | 30.62% |
| June 30, 2023 | 30.62% |
| May 31, 2023 | 30.62% |
| April 30, 2023 | 30.62% |
| March 31, 2023 | 30.62% |
| February 28, 2023 | 30.62% |
| January 31, 2023 | 30.62% |
| December 31, 2022 | 30.62% |
| November 30, 2022 | 30.62% |
| October 31, 2022 | 30.62% |
| September 30, 2022 | 30.62% |
| August 31, 2022 | 29.79% |
| July 31, 2022 | 29.79% |
| June 30, 2022 | 29.79% |
| May 31, 2022 | 29.79% |
| April 30, 2022 | 29.79% |
| March 31, 2022 | 29.79% |
| Date | Value |
|---|---|
| February 28, 2022 | 29.79% |
| January 31, 2022 | 29.79% |
| December 31, 2021 | 29.79% |
| November 30, 2021 | 29.79% |
| October 31, 2021 | 29.79% |
| September 30, 2021 | 29.79% |
| August 31, 2021 | 29.79% |
| July 31, 2021 | 29.79% |
| June 30, 2021 | 29.79% |
| May 31, 2021 | 29.79% |
| April 30, 2021 | 29.79% |
| March 31, 2021 | 29.79% |
| February 28, 2021 | 29.79% |
| January 31, 2021 | 29.79% |
| December 31, 2020 | 29.79% |
| November 30, 2020 | 29.79% |
| October 31, 2020 | 29.79% |
| September 30, 2020 | 29.79% |
| August 31, 2020 | 29.79% |
| July 31, 2020 | 29.79% |
| June 30, 2020 | 29.79% |
| May 31, 2020 | 29.79% |
| April 30, 2020 | 29.79% |
| March 31, 2020 | 29.79% |
| February 29, 2020 | 23.03% |
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
23.03%
Minimum
Apr 2019
30.62%
Maximum
Sep 2022
28.81%
Average
29.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard Total World Stock ETF | 34.23% |
| Xtrackers MSCI EAFE Hedged Equity ETF | 32.46% |
| iShares MSCI Global Min Vol Factor ETF | 28.82% |
| iShares MSCI World ETF | 34.01% |
| iShares MSCI ACWI ETF | 33.52% |