iShares Fallen Angels USD Bond ETF (FALN)

26.73 -0.06 (-0.22%) USD  |  NASDAQ  |  Dec 27, 16:00
26.72 -0.01 (-0.04%) After-Hours: 20:00
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FALN Max Drawdown (5Y): 29.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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SPDR Bloomberg High Yield Bond ETF 22.90%
VanEck Fallen Angel High Yield Bond ETF 29.31%
SPDR Bloomberg Short Term High Yield Bond ETF 19.74%
DoubleLine Income Solutions Fund 49.49%
iShares Interest Rate Hedged High Yield Bond ETF 23.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 6.186
Beta (5Y) 1.157
Alpha (vs YCharts Benchmark) (5Y) 0.4664
Beta (vs YCharts Benchmark) (5Y) 1.266
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 13.71%
Historical Sharpe Ratio (5Y) 0.247
Historical Sortino (5Y) 0.2395
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.36%