iShares Russell Mid-Cap ETF (IWR)
82.38
+0.06
(+0.07%)
USD |
NYSEARCA |
May 10, 12:21
IWR Max Drawdown (5Y): 40.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.59% |
March 31, 2024 | 40.59% |
February 29, 2024 | 40.59% |
January 31, 2024 | 40.59% |
December 31, 2023 | 40.59% |
November 30, 2023 | 40.59% |
October 31, 2023 | 40.59% |
September 30, 2023 | 40.59% |
August 31, 2023 | 40.59% |
July 31, 2023 | 40.59% |
June 30, 2023 | 40.59% |
May 31, 2023 | 40.59% |
April 30, 2023 | 40.59% |
March 31, 2023 | 40.59% |
February 28, 2023 | 40.59% |
January 31, 2023 | 40.59% |
December 31, 2022 | 40.59% |
November 30, 2022 | 40.59% |
October 31, 2022 | 40.59% |
September 30, 2022 | 40.59% |
August 31, 2022 | 40.59% |
July 31, 2022 | 40.59% |
June 30, 2022 | 40.59% |
May 31, 2022 | 40.59% |
April 30, 2022 | 40.59% |
Date | Value |
---|---|
March 31, 2022 | 40.59% |
February 28, 2022 | 40.59% |
January 31, 2022 | 40.59% |
December 31, 2021 | 40.59% |
November 30, 2021 | 40.59% |
October 31, 2021 | 40.59% |
September 30, 2021 | 40.59% |
August 31, 2021 | 40.59% |
July 31, 2021 | 40.59% |
June 30, 2021 | 40.59% |
May 31, 2021 | 40.59% |
April 30, 2021 | 40.59% |
March 31, 2021 | 40.59% |
February 28, 2021 | 40.59% |
January 31, 2021 | 40.59% |
December 31, 2020 | 40.59% |
November 30, 2020 | 40.59% |
October 31, 2020 | 40.59% |
September 30, 2020 | 40.59% |
August 31, 2020 | 40.59% |
July 31, 2020 | 40.59% |
June 30, 2020 | 40.59% |
May 31, 2020 | 40.59% |
April 30, 2020 | 40.59% |
March 31, 2020 | 40.59% |
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
21.20%
Minimum
May 2019
40.59%
Maximum
Mar 2020
37.36%
Average
40.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Vanguard Mid-Cap ETF | 39.38% |
Schwab US Mid-Cap ETF™ | 42.43% |
JHancock Multifactor Mid Cap ETF | 40.71% |
Invesco Zacks Mid-Cap ETF | 46.18% |
iShares Morningstar Mid-Cap ETF | 40.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.408 |
Beta (5Y) | 1.099 |
Alpha (vs YCharts Benchmark) (5Y) | -0.1599 |
Beta (vs YCharts Benchmark) (5Y) | 0.9995 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.19% |
Historical Sharpe Ratio (5Y) | 0.3084 |
Historical Sortino (5Y) | 0.3425 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.70% |