iShares Core S&P US Value ETF (IUSV)
88.29
-0.75
(-0.84%)
USD |
NASDAQ |
Jun 25, 16:00
88.36
+0.07
(+0.08%)
Pre-Market: 20:00
IUSV Max Drawdown (5Y): 37.54% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 37.54% |
April 30, 2024 | 37.54% |
March 31, 2024 | 37.54% |
February 29, 2024 | 37.54% |
January 31, 2024 | 37.54% |
December 31, 2023 | 37.54% |
November 30, 2023 | 37.54% |
October 31, 2023 | 37.54% |
September 30, 2023 | 37.54% |
August 31, 2023 | 37.54% |
July 31, 2023 | 37.54% |
June 30, 2023 | 37.54% |
May 31, 2023 | 37.54% |
April 30, 2023 | 37.54% |
March 31, 2023 | 37.54% |
February 28, 2023 | 37.54% |
January 31, 2023 | 37.54% |
December 31, 2022 | 37.54% |
November 30, 2022 | 37.54% |
October 31, 2022 | 37.54% |
September 30, 2022 | 37.54% |
August 31, 2022 | 37.54% |
July 31, 2022 | 37.54% |
June 30, 2022 | 37.54% |
May 31, 2022 | 37.54% |
Date | Value |
---|---|
April 30, 2022 | 37.54% |
March 31, 2022 | 37.54% |
February 28, 2022 | 37.54% |
January 31, 2022 | 37.54% |
December 31, 2021 | 37.54% |
November 30, 2021 | 37.54% |
October 31, 2021 | 37.54% |
September 30, 2021 | 37.54% |
August 31, 2021 | 37.54% |
July 31, 2021 | 37.54% |
June 30, 2021 | 37.54% |
May 31, 2021 | 37.54% |
April 30, 2021 | 37.54% |
March 31, 2021 | 37.54% |
February 28, 2021 | 37.54% |
January 31, 2021 | 37.54% |
December 31, 2020 | 37.54% |
November 30, 2020 | 37.54% |
October 31, 2020 | 37.54% |
September 30, 2020 | 37.54% |
August 31, 2020 | 37.54% |
July 31, 2020 | 37.54% |
June 30, 2020 | 37.54% |
May 31, 2020 | 37.54% |
April 30, 2020 | 37.54% |
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
18.96%
Minimum
Jun 2019
37.54%
Maximum
Mar 2020
34.75%
Average
37.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Russell Top 200 Value ETF | 35.76% |
iShares Russell 1000 Value ETF | 38.51% |
Vanguard Mega Cap Value ETF | 35.41% |
Invesco FTSE RAFI US 1000 ETF | 38.13% |
Invesco S&P 500 Revenue ETF | 36.03% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.499 |
Beta (5Y) | 0.9529 |
Alpha (vs YCharts Benchmark) (5Y) | 3.010 |
Beta (vs YCharts Benchmark) (5Y) | 0.9897 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.15% |
Historical Sharpe Ratio (5Y) | 0.6035 |
Historical Sortino (5Y) | 0.6507 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.98% |