iShares Russell 1000 Large-Cap Idx K (BRGKX)
26.46
-0.14 (-0.53%)
USD |
Aug 09 2022
BRGKX Max Drawdown (5Y): 34.58% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 34.58% |
| June 30, 2022 | 34.58% |
| May 31, 2022 | 34.58% |
| April 30, 2022 | 34.58% |
| March 31, 2022 | 34.58% |
| February 28, 2022 | 34.58% |
| January 31, 2022 | 34.58% |
| December 31, 2021 | 34.58% |
| November 30, 2021 | 34.58% |
| October 31, 2021 | 34.58% |
| September 30, 2021 | 34.58% |
| August 31, 2021 | 34.58% |
| July 31, 2021 | 34.58% |
| June 30, 2021 | 34.58% |
| May 31, 2021 | 34.58% |
| April 30, 2021 | 34.58% |
| March 31, 2021 | 34.58% |
| February 28, 2021 | 34.58% |
| January 31, 2021 | 34.58% |
| December 31, 2020 | 34.58% |
| November 30, 2020 | 34.58% |
| October 31, 2020 | 34.58% |
| September 30, 2020 | 34.58% |
| August 31, 2020 | 34.58% |
| July 31, 2020 | 34.58% |
| Date | Value |
|---|---|
| June 30, 2020 | 34.58% |
| May 31, 2020 | 34.58% |
| April 30, 2020 | 34.58% |
| March 31, 2020 | 34.58% |
| February 29, 2020 | 19.68% |
| January 31, 2020 | 19.68% |
| December 31, 2019 | 19.68% |
| November 30, 2019 | 19.68% |
| October 31, 2019 | 19.68% |
| September 30, 2019 | 19.68% |
| August 31, 2019 | 19.68% |
| July 31, 2019 | 19.68% |
| June 30, 2019 | 19.68% |
| May 31, 2019 | 19.68% |
| April 30, 2019 | 19.68% |
| March 31, 2019 | 19.68% |
| February 28, 2019 | 19.68% |
| January 31, 2019 | 19.68% |
| December 31, 2018 | 19.68% |
| November 30, 2018 | 14.22% |
| October 31, 2018 | 14.22% |
| September 30, 2018 | 14.22% |
| August 31, 2018 | 14.22% |
| July 31, 2018 | 14.22% |
| June 30, 2018 | 14.22% |
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
14.22%
Minimum
Aug 2017
34.58%
Maximum
Mar 2020
25.43%
Average
19.68%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| SEI Large Cap Index F (SIMT) | -- |
| SEI Large Cap Index A (SIIT) | 34.54% |
| Vanguard Russell 1000 Index I | 34.57% |
| TIAA-CREF Equity Index R | 34.93% |
| Invesco Equally-Wtd S&P 500 R6 | 39.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5981 |
| Beta (5Y) | 1.020 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.61% |
| Historical Sharpe Ratio (5Y) | 0.7086 |
| Historical Sortino (5Y) | 0.7427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.94% |