iShares Agency Bond ETF (AGZ)
106.64
+0.01
(+0.01%)
USD |
NYSEARCA |
Apr 26, 12:51
AGZ Max Drawdown (5Y): 11.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 11.01% |
| February 29, 2024 | 11.01% |
| January 31, 2024 | 11.01% |
| December 31, 2023 | 11.01% |
| November 30, 2023 | 11.01% |
| October 31, 2023 | 11.01% |
| September 30, 2023 | 11.01% |
| August 31, 2023 | 11.01% |
| July 31, 2023 | 11.01% |
| June 30, 2023 | 11.01% |
| May 31, 2023 | 11.01% |
| April 30, 2023 | 11.01% |
| March 31, 2023 | 11.01% |
| February 28, 2023 | 11.01% |
| January 31, 2023 | 11.01% |
| December 31, 2022 | 11.01% |
| November 30, 2022 | 11.01% |
| October 31, 2022 | 11.01% |
| September 30, 2022 | 10.36% |
| August 31, 2022 | 9.65% |
| July 31, 2022 | 9.65% |
| June 30, 2022 | 9.65% |
| May 31, 2022 | 7.55% |
| April 30, 2022 | 7.20% |
| March 31, 2022 | 5.73% |
| Date | Value |
|---|---|
| February 28, 2022 | 4.06% |
| January 31, 2022 | 2.87% |
| December 31, 2021 | 2.34% |
| November 30, 2021 | 2.34% |
| October 31, 2021 | 2.35% |
| September 30, 2021 | 2.88% |
| August 31, 2021 | 2.88% |
| July 31, 2021 | 2.88% |
| June 30, 2021 | 2.88% |
| May 31, 2021 | 2.88% |
| April 30, 2021 | 2.88% |
| March 31, 2021 | 2.88% |
| February 28, 2021 | 2.88% |
| January 31, 2021 | 2.88% |
| December 31, 2020 | 2.88% |
| November 30, 2020 | 2.88% |
| October 31, 2020 | 2.88% |
| September 30, 2020 | 2.88% |
| August 31, 2020 | 2.88% |
| July 31, 2020 | 2.88% |
| June 30, 2020 | 2.88% |
| May 31, 2020 | 2.88% |
| April 30, 2020 | 2.88% |
| March 31, 2020 | 2.88% |
| February 29, 2020 | 2.88% |
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
2.34%
Minimum
Nov 2021
11.01%
Maximum
Oct 2022
5.97%
Average
2.88%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0691 |
| Beta (5Y) | 0.5165 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0691 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5165 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.45% |
| Historical Sharpe Ratio (5Y) | -0.2643 |
| Historical Sortino (5Y) | -0.3888 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.65% |