iShares S&P 500 Growth ETF
Provider: iShares
iShares S P 500 Growth ETF is an exchange-traded fund incorporated in the USA. The ETF tracks the performance of the S P 500 Growth Index. The ETF holds largecap U.S. stocks. Its investments are focused on companies with strong growth characteristics. The ETF weights the holdings using a market capitalization methodology.
| Annualised Return | 12.12% |
| Realised Volatility | 16.11% |
| Downside Volatility | 11.67% |
| Max Drawdown | -45.4% |
| Winning months | 64.35% |
| Sharpe Ratio | 0.75 |
| Sortino Ratio | 1.04 |
| Calmar Ratio | 0.27 |
| Viking Ratio | 0.37 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.85% | 7.21% | 2.07% | -3.79% | 6.6% | 6.95% | -1.35% | 2.16% | 2.83% | -0.67% | 6.15% | 0.83% | 36% |
| 2023 | 5.61% | -1.97% | 5.82% | 1.49% | 2.53% | 6.25% | 3.09% | -0.66% | -4.9% | -2.41% | 8.7% | 3.76% | 29.83% |
| 2022 | -8.4% | -4.42% | 4.45% | -12.57% | -1.32% | -8.28% | 12.79% | -5.41% | -9.93% | 4.43% | 5.07% | -7.63% | -29.52% |
| 2021 | -0.49% | -0.09% | 2.77% | 6.83% | -0.89% | 5.63% | 3.78% | 4.12% | -5.82% | 9.11% | 1.34% | 2.5% | 31.8% |
| 2020 | 2.26% | -6.8% | -10.29% | 14.25% | 5.96% | 4.09% | 7.13% | 9.44% | -4.78% | -2.77% | 9.51% | 4% | 33.19% |
| 2019 | 7.4% | 4.1% | 2.67% | 3.95% | -5.26% | 6.05% | 1.19% | -0.77% | 0.37% | 1.72% | 3.42% | 3.16% | 31.11% |
| 2018 | 7.13% | -2.06% | -2.98% | 0.24% | 4.32% | 0.57% | 3.43% | 4.8% | 0.79% | -8.07% | 1.39% | -8.47% | -0.21% |
| 2017 | 2.92% | 4.07% | 1.16% | 1.97% | 2.82% | -0.4% | 2.61% | 1.43% | 1.08% | 3.29% | 2.75% | 0.71% | 27.21% |
| 2016 | -5.17% | -0.74% | 6.72% | -1.18% | 2.55% | -0.31% | 4.61% | -0.34% | 0.43% | -2.1% | 1.21% | 1.45% | 6.81% |
| 2015 | -1.66% | 5.98% | -1.7% | 0.49% | 1.77% | -1.97% | 3.69% | -6.14% | -2.31% | 9.45% | 0.17% | -1.6% | 5.36% |
| 2014 | -2.94% | 5.24% | -0.75% | 0.21% | 3.32% | 2.17% | -1.26% | 4.25% | -1% | 2.78% | 3.11% | -1.02% | 14.64% |
| 2013 | 3.96% | 1.17% | 3.84% | 2.02% | 2.31% | -1.91% | 5.27% | -2.35% | 3.88% | 4.72% | 2.7% | 3.19% | 32.5% |
| 2012 | 4.11% | 4.33% | 3.28% | 0% | -5.45% | 3.58% | 1.77% | 2.37% | 2.12% | -2.85% | 0.89% | -0.14% | 14.38% |
| 2011 | 1.46% | 3.24% | 0.26% | 3.29% | -0.47% | -1.27% | -0.55% | -4.82% | -6.5% | 10.47% | -0.24% | 0.43% | 4.42% |
| 2010 | -5.26% | 3.46% | 5.76% | 1.35% | -8.08% | -4.81% | 6.93% | -4.4% | 10.15% | 5.02% | 0.3% | 5.39% | 14.92% |
| 2009 | -4.87% | -8.75% | 7.78% | 8.39% | 5.13% | 0.57% | 6.76% | 2.12% | 4.04% | -0.28% | 5.85% | 2.15% | 31.14% |
| 2008 | -8.53% | -1.14% | -0.41% | 5.82% | 2.53% | -5.93% | -2.85% | 1.82% | -9.77% | -16.5% | -6.12% | 1.42% | -34.78% |
| 2007 | 1.31% | -2.28% | 0.84% | 4.86% | 2.95% | -1.28% | -2.23% | 1.62% | 4.57% | 2.02% | -3.62% | 0.09% | 8.79% |