iShares MSCI USA Quality Factor ETF (QUAL)
157.08
-0.48
(-0.30%)
USD |
BATS |
Apr 25, 16:00
157.09
+0.01
(+0.01%)
Pre-Market: 20:00
QUAL Max Drawdown (5Y): 34.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 34.06% |
February 29, 2024 | 34.06% |
January 31, 2024 | 34.06% |
December 31, 2023 | 34.06% |
November 30, 2023 | 34.06% |
October 31, 2023 | 34.06% |
September 30, 2023 | 34.06% |
August 31, 2023 | 34.06% |
July 31, 2023 | 34.06% |
June 30, 2023 | 34.06% |
May 31, 2023 | 34.06% |
April 30, 2023 | 34.06% |
March 31, 2023 | 34.06% |
February 28, 2023 | 34.06% |
January 31, 2023 | 34.06% |
December 31, 2022 | 34.06% |
November 30, 2022 | 34.06% |
October 31, 2022 | 34.06% |
September 30, 2022 | 34.06% |
August 31, 2022 | 34.06% |
July 31, 2022 | 34.06% |
June 30, 2022 | 34.06% |
May 31, 2022 | 34.06% |
April 30, 2022 | 34.06% |
March 31, 2022 | 34.06% |
Date | Value |
---|---|
February 28, 2022 | 34.06% |
January 31, 2022 | 34.06% |
December 31, 2021 | 34.06% |
November 30, 2021 | 34.06% |
October 31, 2021 | 34.06% |
September 30, 2021 | 34.06% |
August 31, 2021 | 34.06% |
July 31, 2021 | 34.06% |
June 30, 2021 | 34.06% |
May 31, 2021 | 34.06% |
April 30, 2021 | 34.06% |
March 31, 2021 | 34.06% |
February 28, 2021 | 34.06% |
January 31, 2021 | 34.06% |
December 31, 2020 | 34.06% |
November 30, 2020 | 34.06% |
October 31, 2020 | 34.06% |
September 30, 2020 | 34.06% |
August 31, 2020 | 34.06% |
July 31, 2020 | 34.06% |
June 30, 2020 | 34.06% |
May 31, 2020 | 34.06% |
April 30, 2020 | 34.06% |
March 31, 2020 | 34.06% |
February 29, 2020 | 20.46% |
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
20.46%
Minimum
Apr 2019
34.06%
Maximum
Mar 2020
31.56%
Average
34.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SPDR® S&P 500 ETF Trust | 33.70% |
iShares Russell Top 200 ETF | 32.71% |
iShares MSCI KLD 400 Social ETF | 34.10% |
iShares Russell 1000 ETF | 34.60% |
iShares Dow Jones US ETF | 34.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5359 |
Beta (5Y) | 1.028 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5359 |
Beta (vs YCharts Benchmark) (5Y) | 1.028 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.20% |
Historical Sharpe Ratio (5Y) | 0.6711 |
Historical Sortino (5Y) | 0.7555 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.51% |