iShares Russell 1000 ETF (IWB)
331.45
+1.16
(+0.35%)
USD |
NYSEARCA |
Nov 26, 13:13
IWB Max Drawdown (5Y): 34.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 34.60% |
September 30, 2024 | 34.60% |
August 31, 2024 | 34.60% |
July 31, 2024 | 34.60% |
June 30, 2024 | 34.60% |
May 31, 2024 | 34.60% |
April 30, 2024 | 34.60% |
March 31, 2024 | 34.60% |
February 29, 2024 | 34.60% |
January 31, 2024 | 34.60% |
December 31, 2023 | 34.60% |
November 30, 2023 | 34.60% |
October 31, 2023 | 34.60% |
September 30, 2023 | 34.60% |
August 31, 2023 | 34.60% |
July 31, 2023 | 34.60% |
June 30, 2023 | 34.60% |
May 31, 2023 | 34.60% |
April 30, 2023 | 34.60% |
March 31, 2023 | 34.60% |
February 28, 2023 | 34.60% |
January 31, 2023 | 34.60% |
December 31, 2022 | 34.60% |
November 30, 2022 | 34.60% |
October 31, 2022 | 34.60% |
Date | Value |
---|---|
September 30, 2022 | 34.60% |
August 31, 2022 | 34.60% |
July 31, 2022 | 34.60% |
June 30, 2022 | 34.60% |
May 31, 2022 | 34.60% |
April 30, 2022 | 34.60% |
March 31, 2022 | 34.60% |
February 28, 2022 | 34.60% |
January 31, 2022 | 34.60% |
December 31, 2021 | 34.60% |
November 30, 2021 | 34.60% |
October 31, 2021 | 34.60% |
September 30, 2021 | 34.60% |
August 31, 2021 | 34.60% |
July 31, 2021 | 34.60% |
June 30, 2021 | 34.60% |
May 31, 2021 | 34.60% |
April 30, 2021 | 34.60% |
March 31, 2021 | 34.60% |
February 28, 2021 | 34.60% |
January 31, 2021 | 34.60% |
December 31, 2020 | 34.60% |
November 30, 2020 | 34.60% |
October 31, 2020 | 34.60% |
September 30, 2020 | 34.60% |
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
19.72%
Minimum
Nov 2019
34.60%
Maximum
Mar 2020
33.61%
Average
34.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard Russell 1000 ETF | 34.67% |
iShares Russell Top 200 ETF | 32.71% |
iShares MSCI KLD 400 Social ETF | 34.10% |
iShares Dow Jones US ETF | 34.90% |
iShares Morningstar U.S. Equity ETF | 35.30% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6368 |
Beta (5Y) | 1.016 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6368 |
Beta (vs YCharts Benchmark) (5Y) | 1.016 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.30% |
Historical Sharpe Ratio (5Y) | 0.6468 |
Historical Sortino (5Y) | 0.6998 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.13% |