iShares Core S&P US Growth ETF (IUSG)
110.09
-2.30
(-2.05%)
USD |
NASDAQ |
Apr 19, 16:00
110.09
0.00 (0.00%)
After-Hours: 20:00
IUSG Max Drawdown (5Y): 32.35% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 32.35% |
February 29, 2024 | 32.35% |
January 31, 2024 | 32.35% |
December 31, 2023 | 32.35% |
November 30, 2023 | 32.35% |
October 31, 2023 | 32.35% |
September 30, 2023 | 32.35% |
August 31, 2023 | 32.35% |
July 31, 2023 | 32.35% |
June 30, 2023 | 32.35% |
May 31, 2023 | 32.35% |
April 30, 2023 | 32.35% |
March 31, 2023 | 32.35% |
February 28, 2023 | 32.35% |
January 31, 2023 | 32.35% |
December 31, 2022 | 32.35% |
November 30, 2022 | 32.35% |
October 31, 2022 | 32.35% |
September 30, 2022 | 32.35% |
August 31, 2022 | 32.35% |
July 31, 2022 | 32.35% |
June 30, 2022 | 32.35% |
May 31, 2022 | 32.35% |
April 30, 2022 | 32.35% |
March 31, 2022 | 32.35% |
Date | Value |
---|---|
February 28, 2022 | 32.35% |
January 31, 2022 | 32.35% |
December 31, 2021 | 32.35% |
November 30, 2021 | 32.35% |
October 31, 2021 | 32.35% |
September 30, 2021 | 32.35% |
August 31, 2021 | 32.35% |
July 31, 2021 | 32.35% |
June 30, 2021 | 32.35% |
May 31, 2021 | 32.35% |
April 30, 2021 | 32.35% |
March 31, 2021 | 32.35% |
February 28, 2021 | 32.35% |
January 31, 2021 | 32.35% |
December 31, 2020 | 32.35% |
November 30, 2020 | 32.35% |
October 31, 2020 | 32.35% |
September 30, 2020 | 32.35% |
August 31, 2020 | 32.35% |
July 31, 2020 | 32.35% |
June 30, 2020 | 32.35% |
May 31, 2020 | 32.35% |
April 30, 2020 | 32.35% |
March 31, 2020 | 32.35% |
February 29, 2020 | 20.69% |
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
20.69%
Minimum
Apr 2019
32.35%
Maximum
Mar 2020
30.21%
Average
32.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2162 |
Beta (5Y) | 1.051 |
Alpha (vs YCharts Benchmark) (5Y) | -2.353 |
Beta (vs YCharts Benchmark) (5Y) | 0.9595 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.06% |
Historical Sharpe Ratio (5Y) | 0.6411 |
Historical Sortino (5Y) | 0.7885 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.63% |