iShares Russell 1000 Value ETF (IWD)
251.70
-1.12
(-0.44%)
USD |
NYSEARCA |
Sep 18, 16:00
251.73
+0.03
(+0.01%)
After-Hours: 20:00
IWD Max Drawdown (5Y) : 19.03% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 19.03% |
| July 31, 2026 | 19.03% |
| June 30, 2026 | 19.03% |
| May 31, 2026 | 19.03% |
| April 30, 2026 | 19.03% |
| March 31, 2026 | 19.03% |
| February 28, 2026 | 19.03% |
| January 31, 2026 | 19.03% |
| December 31, 2025 | 19.03% |
| November 30, 2025 | 19.03% |
| October 31, 2025 | 19.03% |
| September 30, 2025 | 19.03% |
| August 31, 2025 | 19.03% |
| July 31, 2025 | 19.03% |
| June 30, 2025 | 19.03% |
| May 31, 2025 | 19.91% |
| April 30, 2025 | 24.62% |
| March 31, 2025 | 30.66% |
| February 28, 2025 | 38.51% |
| January 31, 2025 | 38.51% |
| December 31, 2024 | 38.51% |
| November 30, 2024 | 38.51% |
| October 31, 2024 | 38.51% |
| September 30, 2024 | 38.51% |
| August 31, 2024 | 38.51% |
| Date | Value |
|---|---|
| July 31, 2024 | 38.51% |
| June 30, 2024 | 38.51% |
| May 31, 2024 | 38.51% |
| April 30, 2024 | 38.51% |
| March 31, 2024 | 38.51% |
| February 29, 2024 | 38.51% |
| January 31, 2024 | 38.51% |
| December 31, 2023 | 38.51% |
| November 30, 2023 | 38.51% |
| October 31, 2023 | 38.51% |
| September 30, 2023 | 38.51% |
| August 31, 2023 | 38.51% |
| July 31, 2023 | 38.51% |
| June 30, 2023 | 38.51% |
| May 31, 2023 | 38.51% |
| April 30, 2023 | 38.51% |
| March 31, 2023 | 38.51% |
| February 28, 2023 | 38.51% |
| January 31, 2023 | 38.51% |
| December 31, 2022 | 38.51% |
| November 30, 2022 | 38.51% |
| October 31, 2022 | 38.51% |
| September 30, 2022 | 38.51% |
| August 31, 2022 | 38.51% |
| July 31, 2022 | 38.51% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares Russell Top 200 Value ETF | 18.12% |
| Invesco RAFI US 1000 ETF | 19.74% |
| Invesco Large Cap Value ETF | 16.38% |
| Schwab Fundamental US Broad Market ETF | 19.28% |
| Invesco Dividend Achievers ETF | 17.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3517 |
| Beta (5Y) | 0.8351 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2014 |
| Beta (vs YCharts Benchmark) (5Y) | 1.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.72% |
| Historical Sharpe Ratio (5Y) | 0.5776 |
| Historical Sortino (5Y) | 0.9458 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.09% |