iShares Russell 1000 Value ETF (IWD)
142.02
-1.62 (-1.13%)
USD |
NYSEARCA |
Oct 06, 16:00
142.01
-0.01 (-0.01%)
Pre-Market: 20:00
IWD Max Drawdown (5Y): 38.51% for Sept. 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2022 | 38.51% |
| August 31, 2022 | 38.51% |
| July 31, 2022 | 38.51% |
| June 30, 2022 | 38.51% |
| May 31, 2022 | 38.51% |
| April 30, 2022 | 38.51% |
| March 31, 2022 | 38.51% |
| February 28, 2022 | 38.51% |
| January 31, 2022 | 38.51% |
| December 31, 2021 | 38.51% |
| November 30, 2021 | 38.51% |
| October 31, 2021 | 38.51% |
| September 30, 2021 | 38.51% |
| August 31, 2021 | 38.51% |
| July 31, 2021 | 38.51% |
| June 30, 2021 | 38.51% |
| May 31, 2021 | 38.51% |
| April 30, 2021 | 38.51% |
| March 31, 2021 | 38.51% |
| February 28, 2021 | 38.51% |
| January 31, 2021 | 38.51% |
| December 31, 2020 | 38.51% |
| November 30, 2020 | 38.51% |
| October 31, 2020 | 38.51% |
| September 30, 2020 | 38.51% |
| Date | Value |
|---|---|
| August 31, 2020 | 38.51% |
| July 31, 2020 | 38.51% |
| June 30, 2020 | 38.51% |
| May 31, 2020 | 38.51% |
| April 30, 2020 | 38.51% |
| March 31, 2020 | 38.51% |
| February 29, 2020 | 18.31% |
| January 31, 2020 | 18.31% |
| December 31, 2019 | 18.31% |
| November 30, 2019 | 18.31% |
| October 31, 2019 | 18.31% |
| September 30, 2019 | 18.31% |
| August 31, 2019 | 18.31% |
| July 31, 2019 | 18.31% |
| June 30, 2019 | 18.31% |
| May 31, 2019 | 18.31% |
| April 30, 2019 | 18.31% |
| March 31, 2019 | 18.31% |
| February 28, 2019 | 18.31% |
| January 31, 2019 | 18.31% |
| December 31, 2018 | 18.31% |
| November 30, 2018 | 16.16% |
| October 31, 2018 | 16.16% |
| September 30, 2018 | 16.16% |
| August 31, 2018 | 16.16% |
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
16.16%
Minimum
Oct 2017
38.51%
Maximum
Mar 2020
28.25%
Average
38.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard Russell 1000 Value ETF | 38.21% |
| iShares Russell Top 200 Value ETF | 35.76% |
| iShares Core S&P US Value ETF | 37.54% |
| Vanguard Mega Cap Value ETF | 35.41% |
| Invesco FTSE RAFI US 1000 ETF | 38.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.651 |
| Beta (5Y) | 0.9465 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.04% |
| Historical Sharpe Ratio (5Y) | 0.3048 |
| Historical Sortino (5Y) | 0.3084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.83% |