iShares Russell 2000 Growth ETF (IWO)
285.17
+5.07
(+1.81%)
USD |
NYSEARCA |
Jul 26, 16:00
285.17
0.00 (0.00%)
After-Hours: 20:00
IWO Max Drawdown (5Y): 42.01% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 42.01% |
May 31, 2024 | 42.01% |
April 30, 2024 | 42.01% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Jul 2019
42.01%
Maximum
Jun 2022
39.26%
Average
39.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.83 |
Beta (5Y) | 1.152 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7147 |
Beta (vs YCharts Benchmark) (5Y) | 0.9889 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.75% |
Historical Sharpe Ratio (5Y) | 0.1505 |
Historical Sortino (5Y) | 0.1992 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |