iShares Russell 2000 Growth ETF (IWO)
248.33
-2.94
(-1.17%)
USD |
NYSEARCA |
Apr 25, 12:19
IWO Max Drawdown (5Y): 42.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 42.01% |
February 29, 2024 | 42.01% |
January 31, 2024 | 42.01% |
December 31, 2023 | 42.01% |
November 30, 2023 | 42.01% |
October 31, 2023 | 42.01% |
September 30, 2023 | 42.01% |
August 31, 2023 | 42.01% |
July 31, 2023 | 42.01% |
June 30, 2023 | 42.01% |
May 31, 2023 | 42.01% |
April 30, 2023 | 42.01% |
March 31, 2023 | 42.01% |
February 28, 2023 | 42.01% |
January 31, 2023 | 42.01% |
December 31, 2022 | 42.01% |
November 30, 2022 | 42.01% |
October 31, 2022 | 42.01% |
September 30, 2022 | 42.01% |
August 31, 2022 | 42.01% |
July 31, 2022 | 42.01% |
June 30, 2022 | 42.01% |
May 31, 2022 | 39.97% |
April 30, 2022 | 39.81% |
March 31, 2022 | 39.81% |
Date | Value |
---|---|
February 28, 2022 | 39.81% |
January 31, 2022 | 39.81% |
December 31, 2021 | 39.81% |
November 30, 2021 | 39.81% |
October 31, 2021 | 39.81% |
September 30, 2021 | 39.81% |
August 31, 2021 | 39.81% |
July 31, 2021 | 39.81% |
June 30, 2021 | 39.81% |
May 31, 2021 | 39.81% |
April 30, 2021 | 39.81% |
March 31, 2021 | 39.81% |
February 28, 2021 | 39.81% |
January 31, 2021 | 39.81% |
December 31, 2020 | 39.81% |
November 30, 2020 | 39.81% |
October 31, 2020 | 39.81% |
September 30, 2020 | 39.81% |
August 31, 2020 | 39.81% |
July 31, 2020 | 39.81% |
June 30, 2020 | 39.81% |
May 31, 2020 | 39.81% |
April 30, 2020 | 39.81% |
March 31, 2020 | 39.81% |
February 29, 2020 | 28.80% |
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
28.80%
Minimum
Apr 2019
42.01%
Maximum
Jun 2022
38.60%
Average
39.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.634 |
Beta (5Y) | 1.144 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7284 |
Beta (vs YCharts Benchmark) (5Y) | 0.9864 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.76% |
Historical Sharpe Ratio (5Y) | 0.1979 |
Historical Sortino (5Y) | 0.2617 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |