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Performance analysis of IVAL (ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE VALUE ETF)

Annual Return

Over the past 3 years, IVAL has had an average annual return of +19.93%, underperforming the benchmark SPY, which returned +22.45% annual.

Over the past 5 years, IVAL has had an average annual return of +8.36%, underperforming the benchmark SPY, which returned +13.88% annual.

Over the past 10 years, IVAL has had an average annual return of +8.01%, underperforming the benchmark SPY, which returned +15.44% annual.

Since Dec 17, 2014, IVAL has had an average annual return of +6.41%, underperforming the benchmark SPY, which returned +14.11% annual.

202620252024202320222021202020192018201720162015
+13.29%+34.94%-0.72%+20.62%-10.14%-0.22%-4.87%+21.27%-22.50%+31.02%+9.53%-3.58%
2014
+0.36%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+6.81%+9.27%-7.11%+2.87%+2.45%-0.85%+13.29%
2025+1.62%+1.94%+2.91%+3.25%+5.08%+2.08%-1.19%+8.01%+1.74%+0.18%+2.16%+2.85%+34.94%
2024+2.01%+1.51%+4.62%-4.75%+3.70%-4.82%+0.60%+2.09%+0.89%-4.22%-0.24%-1.55%-0.72%
2023+8.69%-2.24%+1.57%-0.80%-4.34%+7.49%+4.98%-2.26%-0.73%-5.10%+7.74%+5.22%+20.62%
2022-0.77%-0.03%+1.61%-6.37%+5.35%-14.02%+4.72%-3.49%-10.82%+8.05%+11.63%-3.30%-10.14%
2021-0.05%+0.48%+4.90%+0.70%+2.98%-2.58%-0.79%-2.15%-3.29%+1.14%-7.02%+6.19%-0.22%
2020-5.10%-9.76%-17.03%+9.10%+6.32%+0.91%-1.78%+8.24%-2.93%-4.35%+10.12%+5.23%-4.87%
2019+11.88%+1.97%-1.41%+3.87%-12.01%+6.51%-2.93%-3.08%+6.66%+5.34%+1.31%+3.42%+21.27%
2018+3.23%-2.60%-1.60%+0.34%-2.91%-2.02%+2.17%-2.93%+0.85%-10.28%-2.56%-6.15%-22.50%
2017+3.35%+4.07%+2.26%+3.70%+2.73%+0.48%+3.65%+1.35%+1.71%+2.34%-0.61%+2.40%+31.02%

Drawdown analysis of IVAL (ALPHA ARCHITECT INTERNATIONAL QUANTITATIVE VALUE ETF)

The maximum drawdown for the IVAL was -46.04%, occurring on Mar 23, 2020. Recovery took 1281 trading sessions.

The current IVAL drawdown is -2.93%.

Since Dec 17, 2014 IVAL has experienced the following drawdowns:

  • 40% or more: 1 time
  • 30% or more: 1 time
  • 20% or more: 2 times
  • 10% or more: 3 times
DepthStartTo BottomBottomTo RecoverEndTotal
-46.04%Jan 24, 2018543Mar 23, 20201281Apr 28, 20251824
-25.83%May 18, 2015186Feb 11, 2016258Feb 21, 2017444
-11.24%Feb 27, 202615Mar 20, 2026OngoingOngoingOngoing
-5.21%Oct 27, 202518Nov 20, 20259Dec 4, 202527
-4.62%Dec 26, 20146Jan 6, 201519Feb 3, 201525
-4.59%Nov 8, 20175Nov 15, 201725Dec 21, 201730
-4.28%Jul 23, 20256Jul 31, 20256Aug 8, 202512
-4.27%Sep 16, 202518Oct 10, 202511Oct 27, 202529
-3.35%Mar 23, 20157Apr 1, 20159Apr 15, 201516
-3.09%Feb 20, 201512Mar 10, 20159Mar 23, 201521
-2.65%Jun 2, 20175Jun 9, 201722Jul 12, 201727
-2.64%Jul 2, 20258Jul 15, 20256Jul 23, 202514
-2.63%Aug 1, 20177Aug 10, 201711Aug 25, 201718
-2.49%Jun 2, 202513Jun 20, 20255Jun 27, 202518
-2.47%Mar 28, 201711Apr 12, 20177Apr 24, 201718
-1.89%Apr 28, 20155May 5, 20156May 13, 201511
-1.89%Feb 5, 20154Feb 11, 20152Feb 13, 20156
-1.53%Sep 11, 20172Sep 13, 201712Sep 29, 201714
-1.32%May 22, 20174May 26, 20174Jun 2, 20178
-1.31%Feb 11, 20261Feb 12, 20266Feb 23, 20267
-1.23%Aug 22, 20256Sep 2, 20253Sep 5, 20259
-1.20%Apr 16, 20152Apr 20, 20153Apr 23, 20155
-1.16%Feb 23, 20172Feb 27, 201710Mar 13, 201712
-0.94%Jan 29, 20261Jan 30, 20262Feb 3, 20263
-0.93%May 6, 20252May 8, 20252May 12, 20254