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iShares Morningstar Small-Cap Value ETF

Provider: iShares
Annualised Return 8.33%
Realised Volatility 21.14%
Downside Volatility 15.69%
Max Drawdown -56.93%
Winning months 61.89%
Sharpe Ratio 0.39
Sortino Ratio 0.53
Calmar Ratio 0.15
Viking Ratio 0.16
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% -2% 6.63%
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% 3.24% 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 -7.8% 2.66% 10.38% 2.55% 0.73% -1.11% 5.15% 1.58% 1.53% -3.72% 12.29% 2.15% 27.82%
2015 -3.79% 5.17% 1.06% -2.21% 0.47% -1.85% -1.81% -4.43% -4.12% 6.1% 2.28% -5.28% -8.81%
2014 -2.93% 4.91% 1.27% -1.17% 1.25% 3.77% -4.35% 4.48% -5.91% 5.74% 2.07% 1.14% 9.9%
2013 7.37% 1.54% 5.08% -0.4% 2.45% -2.02% 7.15% -4.59% 4.32% 4.1% 3.47% 2.74% 35.18%
2012 5.89% 3.06% 2.31% -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% -6.92% 10.72% 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 1.61% -0.82% 0.46% 2.21% 3.46% -3.11% -9.75% 3.02% 0.36% 1.23% -5.94% -0.51% -8.31%
2006 6.85% -0.17% 4.01% -0.46% -3.3% 0.06% -1.5% 3.28% 1.25% 4.62% 3.03% 0.81% 19.6%
2005 -4.28% 1.65% -1.84% -5.03% 6.46% 4.01% 5.7% -2.27% 0.27% -3.52% 4.07% 0.06% 4.52%
2004 -2.07% 1.14% 3.76% 1.45% 8.75% 2.81% 16.58%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).