iShares Core US Aggregate Bond ETF (AGG)
98.04
+0.02 (+0.02%)
USD |
NYSEARCA |
Nov 25, 16:00
AGG Max Drawdown (5Y): 18.44% for Oct. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2022 | 18.44% |
| September 30, 2022 | 16.95% |
| August 31, 2022 | 14.43% |
| July 31, 2022 | 14.43% |
| June 30, 2022 | 14.43% |
| May 31, 2022 | 12.38% |
| April 30, 2022 | 11.42% |
| March 31, 2022 | 9.58% |
| February 28, 2022 | 9.58% |
| January 31, 2022 | 9.58% |
| December 31, 2021 | 9.58% |
| November 30, 2021 | 9.58% |
| October 31, 2021 | 9.58% |
| September 30, 2021 | 9.58% |
| August 31, 2021 | 9.58% |
| July 31, 2021 | 9.58% |
| June 30, 2021 | 9.58% |
| May 31, 2021 | 9.58% |
| April 30, 2021 | 9.58% |
| March 31, 2021 | 9.58% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Jul 2018
18.44%
Maximum
Oct 2022
7.88%
Average
9.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0162 |
| Beta (5Y) | 1.007 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0162 |
| Beta (vs YCharts Benchmark) (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.11% |
| Historical Sharpe Ratio (5Y) | -0.3065 |
| Historical Sortino (5Y) | -0.3814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.01% |