iShares USD Green Bond ETF (BGRN)
46.31
-0.07
(-0.15%)
USD |
NASDAQ |
May 08, 16:00
46.31
0.00 (0.00%)
After-Hours: 20:00
BGRN Max Drawdown (5Y): 19.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 19.16% |
March 31, 2024 | 19.16% |
February 29, 2024 | 19.16% |
January 31, 2024 | 19.16% |
December 31, 2023 | 19.16% |
November 30, 2023 | 19.16% |
October 31, 2023 | 19.16% |
September 30, 2023 | 19.16% |
August 31, 2023 | 19.16% |
July 31, 2023 | 19.16% |
June 30, 2023 | 19.16% |
May 31, 2023 | 19.16% |
April 30, 2023 | 19.16% |
March 31, 2023 | 19.16% |
February 28, 2023 | 19.16% |
January 31, 2023 | 19.16% |
December 31, 2022 | 19.16% |
November 30, 2022 | 19.16% |
October 31, 2022 | 19.16% |
September 30, 2022 | 17.96% |
August 31, 2022 | 15.70% |
July 31, 2022 | 15.70% |
June 30, 2022 | 15.70% |
May 31, 2022 | 13.95% |
April 30, 2022 | 13.12% |
Date | Value |
---|---|
March 31, 2022 | 10.73% |
February 28, 2022 | 7.65% |
January 31, 2022 | 6.56% |
December 31, 2021 | 6.56% |
November 30, 2021 | 6.56% |
October 31, 2021 | 6.56% |
September 30, 2021 | 6.56% |
August 31, 2021 | 6.56% |
July 31, 2021 | 6.56% |
June 30, 2021 | 6.56% |
May 31, 2021 | 6.56% |
April 30, 2021 | 6.56% |
March 31, 2021 | 6.56% |
February 28, 2021 | 6.56% |
January 31, 2021 | 6.56% |
December 31, 2020 | 6.56% |
November 30, 2020 | 6.56% |
October 31, 2020 | 6.56% |
September 30, 2020 | 6.56% |
August 31, 2020 | 6.56% |
July 31, 2020 | 6.56% |
June 30, 2020 | 6.56% |
May 31, 2020 | 6.56% |
April 30, 2020 | 6.56% |
March 31, 2020 | 6.56% |
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
0.48%
Minimum
May 2019
19.16%
Maximum
Oct 2022
10.68%
Average
6.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1542 |
Beta (5Y) | 0.9415 |
Alpha (vs YCharts Benchmark) (5Y) | 0.564 |
Beta (vs YCharts Benchmark) (5Y) | 0.7631 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.05% |
Historical Sharpe Ratio (5Y) | -0.3687 |
Historical Sortino (5Y) | -0.5444 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.30% |