iShares Core US Aggregate Bond ETF (AGG)
114.70
-0.41 (-0.36%)
USD |
Mar 03, 16:59
AGG Max Drawdown (5Y): 9.58% for Feb. 28, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2021 | 9.58% |
| January 31, 2021 | 9.58% |
| December 31, 2020 | 9.58% |
| November 30, 2020 | 9.58% |
| October 31, 2020 | 9.58% |
| September 30, 2020 | 9.58% |
| August 31, 2020 | 9.58% |
| July 31, 2020 | 9.58% |
| June 30, 2020 | 9.58% |
| May 31, 2020 | 9.58% |
| April 30, 2020 | 9.58% |
| March 31, 2020 | 9.58% |
| February 29, 2020 | 4.50% |
| January 31, 2020 | 4.50% |
| December 31, 2019 | 4.50% |
| November 30, 2019 | 4.50% |
| October 31, 2019 | 4.50% |
| September 30, 2019 | 4.50% |
| August 31, 2019 | 4.50% |
| July 31, 2019 | 4.50% |
| June 30, 2019 | 4.50% |
| May 31, 2019 | 4.50% |
| April 30, 2019 | 4.50% |
| March 31, 2019 | 4.50% |
| February 28, 2019 | 4.50% |
| Date | Value |
|---|---|
| January 31, 2019 | 4.50% |
| December 31, 2018 | 4.50% |
| November 30, 2018 | 4.50% |
| October 31, 2018 | 4.50% |
| September 30, 2018 | 4.50% |
| August 31, 2018 | 5.14% |
| July 31, 2018 | 5.14% |
| June 30, 2018 | 5.14% |
| May 31, 2018 | 5.14% |
| April 30, 2018 | 5.14% |
| March 31, 2018 | 5.14% |
| February 28, 2018 | 5.14% |
| January 31, 2018 | 5.14% |
| December 31, 2017 | 5.14% |
| November 30, 2017 | 5.14% |
| October 31, 2017 | 5.14% |
| September 30, 2017 | 5.14% |
| August 31, 2017 | 5.14% |
| July 31, 2017 | 5.14% |
| June 30, 2017 | 5.14% |
| May 31, 2017 | 5.14% |
| April 30, 2017 | 5.14% |
| March 31, 2017 | 5.14% |
| February 28, 2017 | 5.14% |
| January 31, 2017 | 5.14% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio (before a new peak is achieved).
Max Drawdown (5Y) Range, Past 5 Years
4.50%
Minimum
Sep 2018
9.58%
Maximum
Mar 2020
5.84%
Average
5.14%
Median
Mar 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1947 |
| Beta (5Y) | 1.034 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.65% |
| Historical Sharpe Ratio (5Y) | 0.6549 |
| Historical Sortino (5Y) | 0.9665 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.25% |