iShares MSCI USA Size Factor ETF (SIZE)
178.38
+1.24
(+0.70%)
USD |
NYSEARCA |
Oct 09, 16:00
178.07
-0.31
(-0.17%)
After-Hours: 20:00
SIZE Max Drawdown (5Y) : 24.01% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 24.01% |
| August 31, 2026 | 24.01% |
| July 31, 2026 | 24.01% |
| June 30, 2026 | 24.01% |
| May 31, 2026 | 24.01% |
| April 30, 2026 | 24.01% |
| March 31, 2026 | 24.01% |
| February 28, 2026 | 24.01% |
| January 31, 2026 | 24.01% |
| December 31, 2025 | 24.01% |
| November 30, 2025 | 24.01% |
| October 31, 2025 | 24.01% |
| September 30, 2025 | 24.01% |
| August 31, 2025 | 24.01% |
| July 31, 2025 | 24.01% |
| June 30, 2025 | 24.01% |
| May 31, 2025 | 24.01% |
| April 30, 2025 | 24.01% |
| March 31, 2025 | 32.78% |
| February 28, 2025 | 39.15% |
| January 31, 2025 | 39.15% |
| December 31, 2024 | 39.15% |
| November 30, 2024 | 39.15% |
| October 31, 2024 | 39.15% |
| September 30, 2024 | 39.15% |
| Date | Value |
|---|---|
| August 31, 2024 | 39.15% |
| July 31, 2024 | 39.15% |
| June 30, 2024 | 39.15% |
| May 31, 2024 | 39.15% |
| April 30, 2024 | 39.15% |
| March 31, 2024 | 39.15% |
| February 29, 2024 | 39.15% |
| January 31, 2024 | 39.15% |
| December 31, 2023 | 39.15% |
| November 30, 2023 | 39.15% |
| October 31, 2023 | 39.15% |
| September 30, 2023 | 39.15% |
| August 31, 2023 | 39.15% |
| July 31, 2023 | 39.15% |
| June 30, 2023 | 39.15% |
| May 31, 2023 | 39.15% |
| April 30, 2023 | 39.15% |
| March 31, 2023 | 39.15% |
| February 28, 2023 | 39.15% |
| January 31, 2023 | 39.15% |
| December 31, 2022 | 39.15% |
| November 30, 2022 | 39.15% |
| October 31, 2022 | 39.15% |
| September 30, 2022 | 39.15% |
| August 31, 2022 | 39.15% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| iShares ESG MSCI KLD 400 ETF | 28.35% |
| iShares ESG Optimized MSCI USA ETF | 28.22% |
| iShares MSCI USA Momentum Factor ETF | 32.28% |
| Nuveen ESG Mid-Cap Growth ETF | 38.68% |
| Nuveen ESG Mid-Cap Value ETF | 25.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.453 |
| Beta (5Y) | 0.9635 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.453 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9635 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.75% |
| Historical Sharpe Ratio (5Y) | 0.2658 |
| Historical Sortino (5Y) | 0.4435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.03% |