iShares Morningstar Small-Cap Growth ETF (ISCG)
38.98
+0.80 (+2.10%)
USD |
NYSEARCA |
Mar 31, 16:00
38.86
-0.12 (-0.31%)
After-Hours: 20:00
ISCG Max Drawdown (5Y): 41.47% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 41.47% |
| February 28, 2023 | 41.47% |
| January 31, 2023 | 41.47% |
| December 31, 2022 | 41.47% |
| November 30, 2022 | 41.47% |
| October 31, 2022 | 41.47% |
| September 30, 2022 | 41.47% |
| August 31, 2022 | 41.47% |
| July 31, 2022 | 41.47% |
| June 30, 2022 | 41.47% |
| May 31, 2022 | 39.22% |
| April 30, 2022 | 37.17% |
| March 31, 2022 | 37.17% |
| February 28, 2022 | 37.17% |
| January 31, 2022 | 37.17% |
| December 31, 2021 | 37.17% |
| November 30, 2021 | 37.17% |
| October 31, 2021 | 37.17% |
| September 30, 2021 | 37.17% |
| August 31, 2021 | 37.17% |
| July 31, 2021 | 37.17% |
| June 30, 2021 | 37.17% |
| May 31, 2021 | 37.17% |
| April 30, 2021 | 37.17% |
| March 31, 2021 | 37.17% |
| Date | Value |
|---|---|
| February 28, 2021 | 37.17% |
| January 31, 2021 | 37.17% |
| December 31, 2020 | 37.17% |
| November 30, 2020 | 37.17% |
| October 31, 2020 | 37.17% |
| September 30, 2020 | 37.17% |
| August 31, 2020 | 37.17% |
| July 31, 2020 | 37.17% |
| June 30, 2020 | 37.17% |
| May 31, 2020 | 37.17% |
| April 30, 2020 | 37.17% |
| March 31, 2020 | 37.17% |
| February 29, 2020 | 28.27% |
| January 31, 2020 | 28.27% |
| December 31, 2019 | 28.27% |
| November 30, 2019 | 28.27% |
| October 31, 2019 | 28.27% |
| September 30, 2019 | 28.27% |
| August 31, 2019 | 28.27% |
| July 31, 2019 | 28.27% |
| June 30, 2019 | 28.27% |
| May 31, 2019 | 28.27% |
| April 30, 2019 | 28.27% |
| March 31, 2019 | 28.27% |
| February 28, 2019 | 28.27% |
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
27.73%
Minimum
Apr 2018
41.47%
Maximum
Jun 2022
34.44%
Average
37.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.863 |
| Beta (5Y) | 1.094 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2248 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9286 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.67% |
| Historical Sharpe Ratio (5Y) | 0.255 |
| Historical Sortino (5Y) | 0.3516 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |