iShares International Equity Factor ETF (INTF)
30.38
+0.17
(+0.56%)
USD |
NYSEARCA |
May 23, 10:25
INTF Max Drawdown (5Y): 40.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.39% |
March 31, 2024 | 40.39% |
February 29, 2024 | 40.39% |
January 31, 2024 | 40.39% |
December 31, 2023 | 40.39% |
November 30, 2023 | 40.39% |
October 31, 2023 | 40.39% |
September 30, 2023 | 40.39% |
August 31, 2023 | 40.39% |
July 31, 2023 | 40.39% |
June 30, 2023 | 40.39% |
May 31, 2023 | 40.39% |
April 30, 2023 | 40.39% |
March 31, 2023 | 40.39% |
February 28, 2023 | 40.39% |
January 31, 2023 | 40.39% |
December 31, 2022 | 40.39% |
November 30, 2022 | 40.39% |
October 31, 2022 | 40.39% |
September 30, 2022 | 40.39% |
August 31, 2022 | 40.39% |
July 31, 2022 | 40.39% |
June 30, 2022 | 40.39% |
May 31, 2022 | 40.39% |
April 30, 2022 | 40.39% |
Date | Value |
---|---|
March 31, 2022 | 40.39% |
February 28, 2022 | 40.39% |
January 31, 2022 | 40.39% |
December 31, 2021 | 40.39% |
November 30, 2021 | 40.39% |
October 31, 2021 | 40.39% |
September 30, 2021 | 40.39% |
August 31, 2021 | 40.39% |
July 31, 2021 | 40.39% |
June 30, 2021 | 40.39% |
May 31, 2021 | 40.39% |
April 30, 2021 | 40.39% |
March 31, 2021 | 40.39% |
February 28, 2021 | 40.39% |
January 31, 2021 | 40.39% |
December 31, 2020 | 40.39% |
November 30, 2020 | 40.39% |
October 31, 2020 | 40.39% |
September 30, 2020 | 40.39% |
August 31, 2020 | 40.39% |
July 31, 2020 | 40.39% |
June 30, 2020 | 40.39% |
May 31, 2020 | 40.39% |
April 30, 2020 | 40.39% |
March 31, 2020 | 40.39% |
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
24.40%
Minimum
May 2019
40.39%
Maximum
Mar 2020
37.72%
Average
40.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Core MSCI EAFE ETF | 34.78% |
iShares ESG Aware MSCI EAFE ETF | 33.70% |
Vanguard FTSE Developed Markets ETF | 35.73% |
Vanguard FTSE All-Wld ex-US ETF | 34.98% |
iShares MSCI ACWI ex US ETF | 35.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2326 |
Beta (5Y) | 1.005 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2812 |
Beta (vs YCharts Benchmark) (5Y) | 1.005 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.36% |
Historical Sharpe Ratio (5Y) | 0.1669 |
Historical Sortino (5Y) | 0.1839 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.80% |