iShares Morningstar Mid-Cap Value ETF
Provider: iShares
| Annualised Return | 8.02% |
| Realised Volatility | 18.62% |
| Downside Volatility | 14.76% |
| Max Drawdown | -58.98% |
| Winning months | 62.72% |
| Sharpe Ratio | 0.43 |
| Sortino Ratio | 0.54 |
| Calmar Ratio | 0.14 |
| Viking Ratio | 0.27 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.9% | 0.05% | -2.39% | -3.79% | 3.84% | 3.12% | 1.48% | 3.73% | 1% | -0.84% | 2.76% | -0.82% | 11.23% |
| 2024 | -1.89% | 3.73% | 5.75% | -4.22% | 3.48% | -1.82% | 5.72% | 2.34% | 1.56% | -1% | 6.78% | -7.72% | 12.28% |
| 2023 | 7.8% | -3.48% | -3.55% | 0.52% | -5.48% | 8.84% | 4.02% | -3.73% | -4.34% | -3.94% | 9.39% | 7.11% | 11.89% |
| 2022 | -2.08% | 0.18% | 3.37% | -4.92% | 2.37% | -11.1% | 7.72% | -2.61% | -9.52% | 10.19% | 6.62% | -4.93% | -6.98% |
| 2021 | 1.08% | 9.16% | 7.39% | 4.13% | 2.76% | -2.01% | -0.4% | 2.22% | -2.76% | 4.57% | -2.54% | 6.54% | 33.56% |
| 2020 | -3.79% | -12.3% | -23.79% | 12.65% | 3.61% | 1.85% | 3.16% | 4.16% | -2.72% | 0.75% | 16.02% | 2.68% | -4.11% |
| 2019 | 10.17% | 2.58% | -0.17% | 2.62% | -7.55% | 7.23% | 1.63% | -4.04% | 5.53% | -0.01% | 2.52% | 2.99% | 24.72% |
| 2018 | 3.14% | -4.75% | 0.05% | 1.29% | 0.29% | 0.97% | 2.55% | 0.83% | -1.04% | -6.08% | 2.89% | -10.65% | -10.93% |
| 2017 | 1.61% | 2.13% | -0.54% | -0.36% | -0.85% | 1.45% | 1.1% | -2.2% | 3.75% | 0.5% | 3.73% | 1.78% | 12.6% |
| 2016 | -6.04% | 4.05% | 7.43% | 1.43% | 0.88% | 0.33% | 3.96% | 1.38% | 1.35% | -1.37% | 8.42% | 1.34% | 24.81% |
| 2015 | -2.4% | 4.8% | -0.42% | -0.29% | 1.22% | -2.45% | 0.02% | -4.29% | -2.79% | 5.95% | 0.73% | -2.39% | -2.78% |
| 2014 | -3.47% | 5.55% | 1.73% | 0.67% | 1.74% | 3.32% | -3.29% | 4.25% | -4.06% | 2.09% | 1.79% | 0.79% | 11.13% |
| 2013 | 7.88% | 1.33% | 5.58% | 1.5% | 2.97% | -0.7% | 6.61% | -3.22% | 4.15% | 4.65% | 2.36% | 2.81% | 41.76% |
| 2012 | 4.83% | 4.13% | 2.34% | -0.93% | -7.09% | 2.9% | 0.7% | 2.24% | 2.75% | 0.33% | 1.15% | 2.92% | 16.91% |
| 2011 | 2.46% | 3.59% | 1.14% | 2.24% | -0.55% | -2.62% | -4.41% | -7% | -8.91% | 11.6% | -0.59% | 1.92% | -2.67% |
| 2010 | -2.61% | 4.82% | 7.48% | 4.11% | -7.65% | -6.89% | 6.98% | -4.77% | 8.74% | 3.24% | -0.07% | 7.31% | 20.47% |
| 2009 | -12.43% | -13.92% | 9.95% | 18.97% | 4.17% | -0.24% | 11.08% | 7.72% | 5.17% | -5.33% | 5.56% | 5.09% | 35.42% |
| 2008 | -1.47% | -5.42% | -1.56% | 3.85% | 2.81% | -10.87% | 1% | 3.46% | -7.47% | -20.6% | -8.47% | 4.89% | -35.65% |
| 2007 | 2.56% | 0.23% | 0.89% | 3.19% | 3.25% | -2.64% | -6.76% | -0.96% | 1.5% | -0.41% | -4.87% | -2.2% | -6.55% |