iShares CMBS ETF (CMBS)
47.26
+0.06
(+0.13%)
USD |
NYSEARCA |
Nov 14, 12:20
CMBS Max Drawdown (5Y): 15.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 15.87% |
| September 30, 2024 | 15.87% |
| August 31, 2024 | 15.87% |
| July 31, 2024 | 15.87% |
| June 30, 2024 | 15.87% |
| May 31, 2024 | 15.87% |
| April 30, 2024 | 15.87% |
| March 31, 2024 | 15.87% |
| February 29, 2024 | 15.87% |
| January 31, 2024 | 15.87% |
| December 31, 2023 | 15.87% |
| November 30, 2023 | 15.87% |
| October 31, 2023 | 15.87% |
| September 30, 2023 | 15.87% |
| August 31, 2023 | 15.87% |
| July 31, 2023 | 15.87% |
| June 30, 2023 | 15.87% |
| May 31, 2023 | 15.87% |
| April 30, 2023 | 15.87% |
| March 31, 2023 | 15.87% |
| February 28, 2023 | 15.87% |
| January 31, 2023 | 15.87% |
| December 31, 2022 | 15.87% |
| November 30, 2022 | 15.87% |
| October 31, 2022 | 15.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 14.27% |
| August 31, 2022 | 12.51% |
| July 31, 2022 | 12.51% |
| June 30, 2022 | 12.51% |
| May 31, 2022 | 10.34% |
| April 30, 2022 | 9.89% |
| March 31, 2022 | 9.89% |
| February 28, 2022 | 9.89% |
| January 31, 2022 | 9.89% |
| December 31, 2021 | 9.89% |
| November 30, 2021 | 9.89% |
| October 31, 2021 | 9.89% |
| September 30, 2021 | 9.89% |
| August 31, 2021 | 9.89% |
| July 31, 2021 | 9.89% |
| June 30, 2021 | 9.89% |
| May 31, 2021 | 9.89% |
| April 30, 2021 | 9.89% |
| March 31, 2021 | 9.89% |
| February 28, 2021 | 9.89% |
| January 31, 2021 | 9.89% |
| December 31, 2020 | 9.89% |
| November 30, 2020 | 9.89% |
| October 31, 2020 | 9.89% |
| September 30, 2020 | 9.89% |
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
4.94%
Minimum
Nov 2019
15.87%
Maximum
Nov 2022
12.26%
Average
10.12%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1687 |
| Beta (5Y) | 0.7653 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1687 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.40% |
| Historical Sharpe Ratio (5Y) | -0.3362 |
| Historical Sortino (5Y) | -0.4754 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.77% |