iShares Micro-Cap ETF (IWC)
142.71
-5.26 (-3.55%)
USD |
NYSEARCA |
Nov 26, 16:00
IWC Max Drawdown (5Y): 47.20% for Oct. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2021 | 47.20% |
| September 30, 2021 | 47.20% |
| August 31, 2021 | 47.20% |
| July 31, 2021 | 47.20% |
| June 30, 2021 | 47.20% |
| May 31, 2021 | 47.20% |
| April 30, 2021 | 47.20% |
| March 31, 2021 | 47.20% |
| February 28, 2021 | 47.20% |
| January 31, 2021 | 47.20% |
| December 31, 2020 | 47.20% |
| November 30, 2020 | 47.20% |
| October 31, 2020 | 47.20% |
| September 30, 2020 | 47.20% |
| August 31, 2020 | 47.20% |
| July 31, 2020 | 47.20% |
| June 30, 2020 | 47.20% |
| May 31, 2020 | 47.20% |
| April 30, 2020 | 47.20% |
| March 31, 2020 | 47.20% |
| February 29, 2020 | 28.93% |
| January 31, 2020 | 28.93% |
| December 31, 2019 | 28.93% |
| November 30, 2019 | 28.93% |
| October 31, 2019 | 28.93% |
| Date | Value |
|---|---|
| September 30, 2019 | 28.93% |
| August 31, 2019 | 28.93% |
| July 31, 2019 | 28.93% |
| June 30, 2019 | 28.93% |
| May 31, 2019 | 28.93% |
| April 30, 2019 | 28.93% |
| March 31, 2019 | 28.93% |
| February 28, 2019 | 28.93% |
| January 31, 2019 | 28.93% |
| December 31, 2018 | 28.93% |
| November 30, 2018 | 28.70% |
| October 31, 2018 | 28.70% |
| September 30, 2018 | 28.70% |
| August 31, 2018 | 28.70% |
| July 31, 2018 | 28.70% |
| June 30, 2018 | 28.70% |
| May 31, 2018 | 28.70% |
| April 30, 2018 | 28.70% |
| March 31, 2018 | 28.70% |
| February 28, 2018 | 28.70% |
| January 31, 2018 | 28.70% |
| December 31, 2017 | 28.70% |
| November 30, 2017 | 28.70% |
| October 31, 2017 | 28.70% |
| September 30, 2017 | 28.70% |
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
28.70%
Minimum
Nov 2016
47.20%
Maximum
Mar 2020
34.92%
Average
28.93%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.074 |
| Beta (5Y) | 1.184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.66% |
| Historical Sharpe Ratio (5Y) | 0.7088 |
| Historical Sortino (5Y) | 0.8215 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.15% |