iShares Morningstar Small-Cap Growth ETF (ISCG)
48.03
+0.70
(+1.48%)
USD |
NYSEARCA |
Jul 26, 16:00
48.03
0.00 (0.00%)
After-Hours: 20:00
ISCG Max Drawdown (5Y): 41.47% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 41.47% |
May 31, 2024 | 41.47% |
April 30, 2024 | 41.47% |
March 31, 2024 | 41.47% |
February 29, 2024 | 41.47% |
January 31, 2024 | 41.47% |
December 31, 2023 | 41.47% |
November 30, 2023 | 41.47% |
October 31, 2023 | 41.47% |
September 30, 2023 | 41.47% |
August 31, 2023 | 41.47% |
July 31, 2023 | 41.47% |
June 30, 2023 | 41.47% |
May 31, 2023 | 41.47% |
April 30, 2023 | 41.47% |
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% |
Date | Value |
---|---|
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% |
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% |
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
28.27%
Minimum
Jul 2019
41.47%
Maximum
Jun 2022
37.81%
Average
37.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.392 |
Beta (5Y) | 1.078 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1653 |
Beta (vs YCharts Benchmark) (5Y) | 0.9064 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.93% |
Historical Sharpe Ratio (5Y) | 0.174 |
Historical Sortino (5Y) | 0.2393 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.10% |