iShares Yield Optimized Bond ETF (BYLD)
21.80
-0.11
(-0.48%)
USD |
NYSEARCA |
Apr 25, 13:06
BYLD Max Drawdown (5Y): 14.75% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 14.75% |
| February 29, 2024 | 14.75% |
| January 31, 2024 | 14.75% |
| December 31, 2023 | 14.75% |
| November 30, 2023 | 14.75% |
| October 31, 2023 | 14.75% |
| September 30, 2023 | 14.75% |
| August 31, 2023 | 14.75% |
| July 31, 2023 | 14.75% |
| June 30, 2023 | 14.75% |
| May 31, 2023 | 14.75% |
| April 30, 2023 | 14.75% |
| March 31, 2023 | 14.75% |
| February 28, 2023 | 14.75% |
| January 31, 2023 | 14.75% |
| December 31, 2022 | 14.75% |
| November 30, 2022 | 14.75% |
| October 31, 2022 | 14.75% |
| September 30, 2022 | 14.37% |
| August 31, 2022 | 14.37% |
| July 31, 2022 | 14.37% |
| June 30, 2022 | 14.37% |
| May 31, 2022 | 14.37% |
| April 30, 2022 | 14.37% |
| March 31, 2022 | 14.37% |
| Date | Value |
|---|---|
| February 28, 2022 | 14.37% |
| January 31, 2022 | 14.37% |
| December 31, 2021 | 14.37% |
| November 30, 2021 | 14.37% |
| October 31, 2021 | 14.37% |
| September 30, 2021 | 14.37% |
| August 31, 2021 | 14.37% |
| July 31, 2021 | 14.37% |
| June 30, 2021 | 14.37% |
| May 31, 2021 | 14.37% |
| April 30, 2021 | 14.37% |
| March 31, 2021 | 14.37% |
| February 28, 2021 | 14.37% |
| January 31, 2021 | 14.37% |
| December 31, 2020 | 14.37% |
| November 30, 2020 | 14.37% |
| October 31, 2020 | 14.37% |
| September 30, 2020 | 14.37% |
| August 31, 2020 | 14.37% |
| July 31, 2020 | 14.37% |
| June 30, 2020 | 14.37% |
| May 31, 2020 | 14.37% |
| April 30, 2020 | 14.37% |
| March 31, 2020 | 14.37% |
| February 29, 2020 | 3.84% |
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
3.84%
Minimum
Apr 2019
14.75%
Maximum
Oct 2022
12.56%
Average
14.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8746 |
| Beta (5Y) | 0.8621 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.8746 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8621 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.72% |
| Historical Sharpe Ratio (5Y) | -0.0795 |
| Historical Sortino (5Y) | -0.0911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.80% |