iShares Russell Top 200 Value ETF (IWX)
74.17
-0.15
(-0.20%)
USD |
NYSEARCA |
Apr 26, 16:00
74.17
0.00 (0.00%)
After-Hours: 18:09
IWX Max Drawdown (5Y): 35.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 35.76% |
February 29, 2024 | 35.76% |
January 31, 2024 | 35.76% |
December 31, 2023 | 35.76% |
November 30, 2023 | 35.76% |
October 31, 2023 | 35.76% |
September 30, 2023 | 35.76% |
August 31, 2023 | 35.76% |
July 31, 2023 | 35.76% |
June 30, 2023 | 35.76% |
May 31, 2023 | 35.76% |
April 30, 2023 | 35.76% |
March 31, 2023 | 35.76% |
February 28, 2023 | 35.76% |
January 31, 2023 | 35.76% |
December 31, 2022 | 35.76% |
November 30, 2022 | 35.76% |
October 31, 2022 | 35.76% |
September 30, 2022 | 35.76% |
August 31, 2022 | 35.76% |
July 31, 2022 | 35.76% |
June 30, 2022 | 35.76% |
May 31, 2022 | 35.76% |
April 30, 2022 | 35.76% |
March 31, 2022 | 35.76% |
Date | Value |
---|---|
February 28, 2022 | 35.76% |
January 31, 2022 | 35.76% |
December 31, 2021 | 35.76% |
November 30, 2021 | 35.76% |
October 31, 2021 | 35.76% |
September 30, 2021 | 35.76% |
August 31, 2021 | 35.76% |
July 31, 2021 | 35.76% |
June 30, 2021 | 35.76% |
May 31, 2021 | 35.76% |
April 30, 2021 | 35.76% |
March 31, 2021 | 35.76% |
February 28, 2021 | 35.76% |
January 31, 2021 | 35.76% |
December 31, 2020 | 35.76% |
November 30, 2020 | 35.76% |
October 31, 2020 | 35.76% |
September 30, 2020 | 35.76% |
August 31, 2020 | 35.76% |
July 31, 2020 | 35.76% |
June 30, 2020 | 35.76% |
May 31, 2020 | 35.76% |
April 30, 2020 | 35.76% |
March 31, 2020 | 35.76% |
February 29, 2020 | 17.34% |
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
17.34%
Minimum
Apr 2019
35.76%
Maximum
Mar 2020
32.38%
Average
35.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
iShares Russell 1000 Value ETF | 38.51% |
iShares Core S&P US Value ETF | 37.54% |
Vanguard Mega Cap Value ETF | 35.41% |
Invesco FTSE RAFI US 1000 ETF | 38.13% |
Invesco S&P 500 Revenue ETF | 36.03% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.302 |
Beta (5Y) | 0.8841 |
Alpha (vs YCharts Benchmark) (5Y) | 0.5921 |
Beta (vs YCharts Benchmark) (5Y) | 0.9191 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.93% |
Historical Sharpe Ratio (5Y) | 0.4595 |
Historical Sortino (5Y) | 0.4877 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.66% |