iShares US Equity Factor ETF (LRGF)
69.72
+1.63
(+2.39%)
USD |
NYSEARCA |
Feb 06, 16:00
69.74
+0.02
(+0.04%)
After-Hours: 20:00
LRGF Max Drawdown (5Y) : 21.61% for Jan. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares Dow Jones US ETF | 25.46% |
| iShares S&P 100 ETF | 26.46% |
| iShares ESG Select Screened S&P 500 ETF | 27.20% |
| iShares Core S&P US Value ETF | 17.94% |
| iShares S&P 500 Value ETF | 18.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2918 |
| Beta (5Y) | 0.9927 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2918 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9927 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.87% |
| Historical Sharpe Ratio (5Y) | 0.762 |
| Historical Sortino (5Y) | 1.142 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.58% |