iShares California Muni Bond ETF (CMF)
57.13
-0.11
(-0.19%)
USD |
NYSEARCA |
May 10, 12:23
CMF Max Drawdown (5Y): 14.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 14.57% |
| March 31, 2024 | 14.57% |
| February 29, 2024 | 14.57% |
| January 31, 2024 | 14.57% |
| December 31, 2023 | 14.57% |
| November 30, 2023 | 14.57% |
| October 31, 2023 | 14.57% |
| September 30, 2023 | 14.57% |
| August 31, 2023 | 14.57% |
| July 31, 2023 | 14.57% |
| June 30, 2023 | 14.57% |
| May 31, 2023 | 14.57% |
| April 30, 2023 | 14.57% |
| March 31, 2023 | 14.57% |
| February 28, 2023 | 14.57% |
| January 31, 2023 | 14.57% |
| December 31, 2022 | 14.57% |
| November 30, 2022 | 14.57% |
| October 31, 2022 | 14.57% |
| September 30, 2022 | 14.57% |
| August 31, 2022 | 14.57% |
| July 31, 2022 | 14.57% |
| June 30, 2022 | 14.57% |
| May 31, 2022 | 14.57% |
| April 30, 2022 | 14.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 14.57% |
| February 28, 2022 | 14.57% |
| January 31, 2022 | 14.57% |
| December 31, 2021 | 14.57% |
| November 30, 2021 | 14.57% |
| October 31, 2021 | 14.57% |
| September 30, 2021 | 14.84% |
| August 31, 2021 | 14.93% |
| July 31, 2021 | 14.93% |
| June 30, 2021 | 14.93% |
| May 31, 2021 | 14.93% |
| April 30, 2021 | 14.93% |
| March 31, 2021 | 14.93% |
| February 28, 2021 | 14.93% |
| January 31, 2021 | 14.93% |
| December 31, 2020 | 14.93% |
| November 30, 2020 | 14.93% |
| October 31, 2020 | 14.93% |
| September 30, 2020 | 14.93% |
| August 31, 2020 | 14.93% |
| July 31, 2020 | 14.93% |
| June 30, 2020 | 15.57% |
| May 31, 2020 | 15.57% |
| April 30, 2020 | 15.95% |
| March 31, 2020 | 16.45% |
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
14.57%
Minimum
Oct 2021
16.45%
Maximum
May 2019
15.06%
Average
14.57%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3522 |
| Beta (5Y) | 0.966 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3522 |
| Beta (vs YCharts Benchmark) (5Y) | 0.966 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.88% |
| Historical Sharpe Ratio (5Y) | -0.1612 |
| Historical Sortino (5Y) | -0.2115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.92% |