iShares Russell Mid-Cap Value ETF (IWS)
115.19
-1.09 (-0.94%)
USD |
Sep 17, 16:00
115.26
0.00 (0.00%)
After-Hours: 20:00
IWS Max Drawdown (5Y): 43.83% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2021 | 43.83% |
| July 31, 2021 | 43.83% |
| June 30, 2021 | 43.83% |
| May 31, 2021 | 43.83% |
| April 30, 2021 | 43.83% |
| March 31, 2021 | 43.83% |
| February 28, 2021 | 43.83% |
| January 31, 2021 | 43.83% |
| December 31, 2020 | 43.83% |
| November 30, 2020 | 43.83% |
| October 31, 2020 | 43.83% |
| September 30, 2020 | 43.83% |
| August 31, 2020 | 43.83% |
| July 31, 2020 | 43.83% |
| June 30, 2020 | 43.83% |
| May 31, 2020 | 43.83% |
| April 30, 2020 | 43.83% |
| March 31, 2020 | 43.83% |
| February 29, 2020 | 20.75% |
| January 31, 2020 | 20.75% |
| December 31, 2019 | 20.75% |
| November 30, 2019 | 20.75% |
| October 31, 2019 | 20.75% |
| September 30, 2019 | 20.75% |
| August 31, 2019 | 20.75% |
| Date | Value |
|---|---|
| July 31, 2019 | 20.75% |
| June 30, 2019 | 20.75% |
| May 31, 2019 | 20.75% |
| April 30, 2019 | 20.75% |
| March 31, 2019 | 20.75% |
| February 28, 2019 | 20.75% |
| January 31, 2019 | 20.75% |
| December 31, 2018 | 20.75% |
| November 30, 2018 | 19.03% |
| October 31, 2018 | 19.03% |
| September 30, 2018 | 19.03% |
| August 31, 2018 | 19.03% |
| July 31, 2018 | 19.03% |
| June 30, 2018 | 19.03% |
| May 31, 2018 | 19.03% |
| April 30, 2018 | 19.03% |
| March 31, 2018 | 19.03% |
| February 28, 2018 | 19.03% |
| January 31, 2018 | 19.03% |
| December 31, 2017 | 19.03% |
| November 30, 2017 | 19.03% |
| October 31, 2017 | 19.03% |
| September 30, 2017 | 19.03% |
| August 31, 2017 | 19.03% |
| July 31, 2017 | 19.03% |
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
19.03%
Minimum
Sep 2016
43.83%
Maximum
Mar 2020
26.90%
Average
20.75%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.250 |
| Beta (5Y) | 1.150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.58% |
| Historical Sharpe Ratio (5Y) | 0.5933 |
| Historical Sortino (5Y) | 0.5088 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.56% |