iShares Russell 2000 Growth ETF (IWO)
220.30
+2.49 (+1.14%)
USD |
NYSEARCA |
Mar 27, 16:00
220.44
+0.14 (+0.06%)
After-Hours: 20:00
IWO Max Drawdown (5Y): 42.01% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 28.80% |
| December 31, 2019 | 28.80% |
| November 30, 2019 | 28.80% |
| October 31, 2019 | 28.80% |
| September 30, 2019 | 28.80% |
| August 31, 2019 | 28.80% |
| July 31, 2019 | 28.80% |
| June 30, 2019 | 28.80% |
| May 31, 2019 | 28.80% |
| April 30, 2019 | 28.80% |
| March 31, 2019 | 28.80% |
| February 28, 2019 | 28.80% |
| January 31, 2019 | 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
28.69%
Minimum
Mar 2018
42.01%
Maximum
Jun 2022
35.72%
Average
39.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.116 |
| Beta (5Y) | 1.151 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.731 |
| Beta (vs YCharts Benchmark) (5Y) | 1.000 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.08% |
| Historical Sharpe Ratio (5Y) | 0.2521 |
| Historical Sortino (5Y) | 0.3242 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.22% |