iShares Morningstar Small-Cap Growth ETF (ISCG)
50.61
-0.83
(-1.61%)
USD |
NYSEARCA |
Nov 15, 16:00
50.61
0.00 (0.00%)
After-Hours: 20:00
ISCG Max Drawdown (5Y): 41.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.47% |
| September 30, 2024 | 41.47% |
| August 31, 2024 | 41.47% |
| July 31, 2024 | 41.47% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
41.47%
Maximum
Jun 2022
38.69%
Average
38.20%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.556 |
| Beta (5Y) | 1.074 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7797 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8993 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.92% |
| Historical Sharpe Ratio (5Y) | 0.243 |
| Historical Sortino (5Y) | 0.3305 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.10% |