iShares S&P 500 Growth ETF (IVW)
80.97
-0.44
(-0.54%)
USD |
NYSEARCA |
Apr 25, 16:00
82.52
+1.55
(+1.91%)
After-Hours: 20:00
IVW Max Drawdown (5Y): 32.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 32.72% |
February 29, 2024 | 32.72% |
January 31, 2024 | 32.72% |
December 31, 2023 | 32.72% |
November 30, 2023 | 32.72% |
October 31, 2023 | 32.72% |
September 30, 2023 | 32.72% |
August 31, 2023 | 32.72% |
July 31, 2023 | 32.72% |
June 30, 2023 | 32.72% |
May 31, 2023 | 32.72% |
April 30, 2023 | 32.72% |
March 31, 2023 | 32.72% |
February 28, 2023 | 32.72% |
January 31, 2023 | 32.72% |
December 31, 2022 | 32.72% |
November 30, 2022 | 32.72% |
October 31, 2022 | 32.72% |
September 30, 2022 | 31.39% |
August 31, 2022 | 31.35% |
July 31, 2022 | 31.35% |
June 30, 2022 | 31.35% |
May 31, 2022 | 31.35% |
April 30, 2022 | 31.35% |
March 31, 2022 | 31.35% |
Date | Value |
---|---|
February 28, 2022 | 31.35% |
January 31, 2022 | 31.35% |
December 31, 2021 | 31.35% |
November 30, 2021 | 31.35% |
October 31, 2021 | 31.35% |
September 30, 2021 | 31.35% |
August 31, 2021 | 31.35% |
July 31, 2021 | 31.35% |
June 30, 2021 | 31.35% |
May 31, 2021 | 31.35% |
April 30, 2021 | 31.35% |
March 31, 2021 | 31.35% |
February 28, 2021 | 31.35% |
January 31, 2021 | 31.35% |
December 31, 2020 | 31.35% |
November 30, 2020 | 31.35% |
October 31, 2020 | 31.35% |
September 30, 2020 | 31.35% |
August 31, 2020 | 31.35% |
July 31, 2020 | 31.35% |
June 30, 2020 | 31.35% |
May 31, 2020 | 31.35% |
April 30, 2020 | 31.35% |
March 31, 2020 | 31.35% |
February 29, 2020 | 20.64% |
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
20.64%
Minimum
Apr 2019
32.72%
Maximum
Oct 2022
29.80%
Average
31.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0926 |
Beta (5Y) | 1.045 |
Alpha (vs YCharts Benchmark) (5Y) | -2.312 |
Beta (vs YCharts Benchmark) (5Y) | 0.9603 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.02% |
Historical Sharpe Ratio (5Y) | 0.6447 |
Historical Sortino (5Y) | 0.7999 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.84% |