iShares CMBS ETF (CMBS)
46.11
0.00 (0.00%)
USD |
NYSEARCA |
Apr 24, 16:00
CMBS Max Drawdown (5Y): 15.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 9.89% |
| July 31, 2020 | 9.89% |
| June 30, 2020 | 9.89% |
| May 31, 2020 | 9.89% |
| April 30, 2020 | 9.89% |
| March 31, 2020 | 9.89% |
| February 29, 2020 | 4.94% |
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
Apr 2019
15.87%
Maximum
Nov 2022
10.99%
Average
9.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1132 |
| Beta (5Y) | 0.7498 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1132 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7498 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.29% |
| Historical Sharpe Ratio (5Y) | -0.2103 |
| Historical Sortino (5Y) | -0.2889 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.77% |