ISHARES RUSSELL TOP 200 VALUE ETF
Free full Seasonality data:
IWX vs SPY 1 Year Daily ReturnsIWX has a beta of 0.68. In the past year, IWX has been less volatile than the S&P500.
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IWX Historical BetaSince 2024-08-19, the beta for IWX changed by +0.08 and had an average of 0.63.
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IWX Sharpe RatioIWX has a 1 year sharpe of 0.6 which is +0.26 compared to the S&P500.
Display:
1y
Timeframe:
1y
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IWX Daily P/L Normal DistributionIWX has a P/L mean of 0.04% and a std dev of 1%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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IWX 1 Year DrawdownIWX had a max drawdown of 13.98% in the previous year.
1y
IWX Yearly Drawdown DurationIWX has an average drawdown duration of 15.75 days every year.