iShares Russell 1000 Growth (IWF)
476.92
-2.08
(-0.43%)
USD |
NYSEARCA |
Dec 12, 09:55
IWF Max Drawdown (5Y): 32.72% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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 Growth Index ETF | 32.68% |
| Invesco Large Cap Growth ETF | 31.41% |
| Invesco NASDAQ 100 ETF | 35.05% |
| iShares Russell Top 200 ETF | 25.64% |
| iShares Russell Top 200 Value ETF | 18.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8225 |
| Beta (5Y) | 1.151 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2448 |
| Beta (vs YCharts Benchmark) (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.54% |
| Historical Sharpe Ratio (5Y) | 0.6721 |
| Historical Sortino (5Y) | 1.017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.36% |