PIMCO Active Bond ETF (BOND)
89.15
+0.07
(+0.08%)
USD |
NYSE |
Apr 26, 15:25
BOND Max Drawdown (5Y): 19.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 19.72% |
| February 29, 2024 | 19.72% |
| January 31, 2024 | 19.72% |
| December 31, 2023 | 19.72% |
| November 30, 2023 | 19.72% |
| October 31, 2023 | 19.72% |
| September 30, 2023 | 19.72% |
| August 31, 2023 | 19.72% |
| July 31, 2023 | 19.72% |
| June 30, 2023 | 19.72% |
| May 31, 2023 | 19.72% |
| April 30, 2023 | 19.72% |
| March 31, 2023 | 19.72% |
| February 28, 2023 | 19.72% |
| January 31, 2023 | 19.72% |
| December 31, 2022 | 19.72% |
| November 30, 2022 | 19.72% |
| October 31, 2022 | 19.72% |
| September 30, 2022 | 17.63% |
| August 31, 2022 | 15.05% |
| July 31, 2022 | 15.05% |
| June 30, 2022 | 15.05% |
| May 31, 2022 | 12.23% |
| April 30, 2022 | 11.37% |
| March 31, 2022 | 10.88% |
| Date | Value |
|---|---|
| February 28, 2022 | 10.88% |
| January 31, 2022 | 10.88% |
| December 31, 2021 | 10.88% |
| November 30, 2021 | 10.88% |
| October 31, 2021 | 10.88% |
| September 30, 2021 | 10.88% |
| August 31, 2021 | 10.88% |
| July 31, 2021 | 10.88% |
| June 30, 2021 | 10.88% |
| May 31, 2021 | 10.88% |
| April 30, 2021 | 10.88% |
| March 31, 2021 | 10.88% |
| February 28, 2021 | 10.88% |
| January 31, 2021 | 10.88% |
| December 31, 2020 | 10.88% |
| November 30, 2020 | 10.88% |
| October 31, 2020 | 10.88% |
| September 30, 2020 | 10.88% |
| August 31, 2020 | 10.88% |
| July 31, 2020 | 10.88% |
| June 30, 2020 | 10.88% |
| May 31, 2020 | 10.88% |
| April 30, 2020 | 10.88% |
| March 31, 2020 | 10.88% |
| February 29, 2020 | 3.81% |
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
3.81%
Minimum
Apr 2019
19.72%
Maximum
Oct 2022
12.58%
Average
10.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1769 |
| Beta (5Y) | 1.047 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1769 |
| Beta (vs YCharts Benchmark) (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.66% |
| Historical Sharpe Ratio (5Y) | -0.2305 |
| Historical Sortino (5Y) | -0.3138 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.62% |