iShares Morningstar Small-Cap Value ETF
Provider: iShares
| Annualised Return | 7.1% |
| Realised Volatility | 22.21% |
| Downside Volatility | 16.21% |
| Max Drawdown | -56.93% |
| Winning months | 61.11% |
| Sharpe Ratio | 0.32 |
| Sortino Ratio | 0.44 |
| Calmar Ratio | 0.12 |
| Viking Ratio | 0.15 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.87% | 2.58% | 5.27% | -6.64% | 4.54% | -2.61% | 10.06% | -1.02% | 1.22% | -0.78% | 9.55% | -7.96% | 8.86% |
| 2023 | 10.76% | -2.21% | -6.93% | -1.71% | -3.44% | 9.67% | 7.07% | -4.77% | -5.31% | -6.22% | 9.64% | 11.9% | 16.55% |
| 2022 | -4.09% | 1.9% | 1.55% | -6.79% | 2.61% | -10.16% | 9.86% | -3.31% | -10.44% | 13.09% | 4.22% | -6.49% | -10.58% |
| 2021 | 1.96% | 11.12% | 6.29% | 3.57% | 3.13% | -1.91% | -3.2% | 2.14% | -1.61% | 3.45% | -2.9% | 4.76% | 29.15% |
| 2020 | -4.47% | -10.82% | -29.45% | 15.83% | 4.43% | 1.05% | 1.89% | 5.47% | -4.22% | 3.23% | 20.8% | 6.95% | 0.86% |
| 2019 | 12.78% | 2.99% | -3.1% | 4.17% | -9.65% | 6.27% | 0.62% | -7.25% | 5.21% | 1.62% | 3.08% | 3.22% | 19.51% |
| 2018 | 0.6% | -6.54% | 0.29% | 0.98% | 4.83% | 1.19% | 1.68% | 1.74% | -1.97% | -8.44% | 0.87% | -12.69% | -17.39% |
| 2017 | 1.27% | 1.5% | -1.4% | -0.39% | -4.24% | 3% | 0.92% | -2.19% | 5.85% | -0.16% | 3.37% | 1.14% | 8.59% |
| 2016 | -7.77% | 2.74% | 10.29% | 2.55% | 0.73% | -1.11% | 5.15% | 1.58% | 1.53% | -3.72% | 12.29% | 2.15% | 27.85% |
| 2015 | -3.78% | 5.17% | 1.06% | -2.08% | 0.3% | -1.82% | -1.8% | -4.43% | -4.09% | 6.08% | 2.28% | -5.31% | -8.82% |
| 2014 | -2.79% | 4.76% | 1.27% | -1.17% | 1.25% | 3.77% | -4.35% | 4.48% | -6.16% | 6.02% | 2.07% | 1.12% | 9.88% |
| 2013 | 7.37% | 1.54% | 5.15% | -0.46% | 2.46% | -2.01% | 7.16% | -4.61% | 4.32% | 4.1% | 3.47% | 2.74% | 35.18% |
| 2012 | 5.89% | 3.4% | 1.98% | -1.16% | -5.89% | 4.64% | -1.19% | 2.66% | 3.09% | 0.17% | 0.67% | 3.13% | 18.2% |
| 2011 | 1.32% | 3.98% | 1.18% | 1.96% | -1.53% | -2.27% | -3.56% | -7.99% | -9.82% | 15.06% | -0.2% | 1.88% | -2.1% |
| 2010 | -2.24% | 5.35% | 8.05% | 5.13% | -6.91% | -8.64% | 7.64% | -6.94% | 10.76% | 3.2% | 2.44% | 7.8% | 25.8% |
| 2009 | -13.57% | -14.59% | 10.17% | 21.72% | 3.37% | -0.72% | 12.67% | 9.4% | 5.84% | -6.72% | 4.95% | 7.94% | 40.07% |
| 2008 | -1.19% | -5.03% | 1.14% | 2.93% | 1.94% | -12.69% | 3.92% | 5.7% | -3.24% | -20.3% | -10.63% | 3.47% | -31.89% |
| 2007 | 1.23% | -0.82% | 0.46% | 2.21% | 3.46% | -3.11% | -9.75% | 3.02% | 0.36% | 1.23% | -5.94% | -0.51% | -8.65% |