iShares MSCI USA Sm-Cp Min Vol Fctr ETF (SMMV)
43.56
-0.10
(-0.23%)
USD |
BATS |
Nov 13, 16:00
43.56
0.00 (0.00%)
After-Hours: 20:00
SMMV Max Drawdown (5Y): 38.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.77% |
| September 30, 2024 | 38.77% |
| August 31, 2024 | 38.77% |
| July 31, 2024 | 38.77% |
| June 30, 2024 | 38.77% |
| May 31, 2024 | 38.77% |
| April 30, 2024 | 38.77% |
| March 31, 2024 | 38.77% |
| February 29, 2024 | 38.77% |
| January 31, 2024 | 38.77% |
| December 31, 2023 | 38.77% |
| November 30, 2023 | 38.77% |
| October 31, 2023 | 38.77% |
| September 30, 2023 | 38.77% |
| August 31, 2023 | 38.77% |
| July 31, 2023 | 38.77% |
| June 30, 2023 | 38.77% |
| May 31, 2023 | 38.77% |
| April 30, 2023 | 38.77% |
| March 31, 2023 | 38.77% |
| February 28, 2023 | 38.77% |
| January 31, 2023 | 38.77% |
| December 31, 2022 | 38.77% |
| November 30, 2022 | 38.77% |
| October 31, 2022 | 38.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.77% |
| August 31, 2022 | 38.77% |
| July 31, 2022 | 38.77% |
| June 30, 2022 | 38.77% |
| May 31, 2022 | 38.77% |
| April 30, 2022 | 38.77% |
| March 31, 2022 | 38.77% |
| February 28, 2022 | 38.77% |
| January 31, 2022 | 38.77% |
| December 31, 2021 | 38.77% |
| November 30, 2021 | 38.77% |
| October 31, 2021 | 38.77% |
| September 30, 2021 | 38.77% |
| August 31, 2021 | 38.77% |
| July 31, 2021 | 38.77% |
| June 30, 2021 | 38.77% |
| May 31, 2021 | 38.77% |
| April 30, 2021 | 38.77% |
| March 31, 2021 | 38.77% |
| February 28, 2021 | 38.77% |
| January 31, 2021 | 38.77% |
| December 31, 2020 | 38.77% |
| November 30, 2020 | 38.77% |
| October 31, 2020 | 38.77% |
| September 30, 2020 | 38.77% |
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
15.19%
Minimum
Nov 2019
38.77%
Maximum
Mar 2020
37.19%
Average
38.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.513 |
| Beta (5Y) | 0.7934 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.164 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6339 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.40% |
| Historical Sharpe Ratio (5Y) | 0.1482 |
| Historical Sortino (5Y) | 0.1436 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.71% |