iShares US Small-Cap Equity Factor ETF (SMLF)

83.98 +0.78 (+0.94%) USD  |  NYSEARCA  |  May 22, 16:00
83.95 -0.03 (-0.04%) After-Hours: 20:00
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SMLF Max Drawdown (5Y) : 26.27% for April 30, 2026

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares Core S&P Small-Cap ETF 28.01%
iShares ESG Select Screened S&P Small-Cap ETF 27.12%
iShares Core S&P Mid-Cap ETF 24.10%
iShares S&P Small-Cap 600 Value ETF 28.64%
iShares S&P Small-Cap 600 Growth ETF 29.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.637
Beta (5Y) 1.082
Alpha (vs YCharts Benchmark) (5Y) 4.726
Beta (vs YCharts Benchmark) (5Y) 0.9239
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.83%
Historical Sharpe Ratio (5Y) 0.3627
Historical Sortino (5Y) 0.6221
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.19%