iShares Morningstar Small-Cap ETF (ISCB)
46.99
-0.16
(-0.35%)
USD |
NYSEARCA |
Sep 22, 16:00
ISCB Max Drawdown (5Y): 44.18% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 44.18% |
| July 31, 2023 | 44.18% |
| June 30, 2023 | 44.18% |
| May 31, 2023 | 44.18% |
| April 30, 2023 | 44.18% |
| March 31, 2023 | 44.18% |
| February 28, 2023 | 44.18% |
| January 31, 2023 | 44.18% |
| December 31, 2022 | 44.18% |
| November 30, 2022 | 44.18% |
| October 31, 2022 | 44.18% |
| September 30, 2022 | 44.18% |
| August 31, 2022 | 44.18% |
| July 31, 2022 | 44.18% |
| June 30, 2022 | 44.18% |
| May 31, 2022 | 44.18% |
| April 30, 2022 | 44.18% |
| March 31, 2022 | 44.18% |
| February 28, 2022 | 44.18% |
| January 31, 2022 | 44.18% |
| December 31, 2021 | 44.18% |
| November 30, 2021 | 44.18% |
| October 31, 2021 | 44.18% |
| September 30, 2021 | 44.18% |
| August 31, 2021 | 44.18% |
| Date | Value |
|---|---|
| July 31, 2021 | 44.18% |
| June 30, 2021 | 44.18% |
| May 31, 2021 | 44.18% |
| April 30, 2021 | 44.18% |
| March 31, 2021 | 44.18% |
| February 28, 2021 | 44.18% |
| January 31, 2021 | 44.18% |
| December 31, 2020 | 44.18% |
| November 30, 2020 | 44.18% |
| October 31, 2020 | 44.18% |
| September 30, 2020 | 44.18% |
| August 31, 2020 | 44.18% |
| July 31, 2020 | 44.18% |
| June 30, 2020 | 44.18% |
| May 31, 2020 | 44.18% |
| April 30, 2020 | 44.18% |
| March 31, 2020 | 44.18% |
| February 29, 2020 | 24.32% |
| January 31, 2020 | 24.32% |
| December 31, 2019 | 24.32% |
| November 30, 2019 | 24.32% |
| October 31, 2019 | 24.32% |
| September 30, 2019 | 24.32% |
| August 31, 2019 | 24.32% |
| July 31, 2019 | 24.32% |
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
22.30%
Minimum
Sep 2018
44.18%
Maximum
Mar 2020
38.12%
Average
44.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.632 |
| Beta (5Y) | 1.164 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3437 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9825 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.55% |
| Historical Sharpe Ratio (5Y) | 0.1747 |
| Historical Sortino (5Y) | 0.2001 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |