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iShares Morningstar Large-Cap Value ETF (JKF)

ETF · Currency in USD
ISIN
US4642881092
CUSIP
464288109
Issuer
iShares
Inception Date
Jun 28, 2004
Region
North America (U.S.)
Category
Large Cap Value Equities
Expense Ratio
0.25%
Index Tracked
Morningstar Large Value Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

JKFPrice Chart


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JKFPerformance

The chart shows the growth of $10,000 invested in iShares Morningstar Large-Cap Value ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,519 for a total return of roughly 25.19%. All prices are adjusted for splits and dividends.


JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (S&P 500)

JKFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.57%3.44%
6M5.50%12.26%
YTD21.56%25.17%
1Y25.53%31.41%
5Y-5.71%16.37%
10Y2.46%15.06%

JKFMonthly Returns Heatmap


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JKFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Morningstar Large-Cap Value ETF Sharpe ratio is 1.89. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (S&P 500)

JKFDividends


iShares Morningstar Large-Cap Value ETF doesn't pay dividends

JKFDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (S&P 500)

JKFWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Morningstar Large-Cap Value ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Morningstar Large-Cap Value ETF is 61.53%, recorded on May 13, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.53%Jan 3, 202091May 13, 2020
-22.15%May 2, 2011108Oct 3, 2011239Sep 13, 2012347
-18.92%Jan 29, 2018229Dec 24, 2018213Oct 29, 2019442
-16.2%Apr 15, 201055Jul 1, 2010113Dec 10, 2010168
-14.19%Dec 24, 2014168Aug 25, 2015198Jun 8, 2016366
-8.98%Sep 22, 201418Oct 15, 201448Dec 23, 201466
-8.77%Oct 19, 201218Nov 15, 201244Jan 22, 201362
-8.01%Jan 20, 201014Feb 8, 201025Mar 16, 201039
-6.26%Jan 16, 201412Feb 3, 201423Mar 7, 201435
-6.03%Mar 2, 201754May 17, 201787Sep 20, 2017141

JKFVolatility Chart

Current iShares Morningstar Large-Cap Value ETF volatility is 6.99%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


JKF (iShares Morningstar Large-Cap Value ETF)
Benchmark (S&P 500)

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