iShares U.S. Fixed Inc Bal Rsk Sysmc ETF (FIBR)
84.56
+0.18
(+0.21%)
USD |
BATS |
Apr 17, 16:00
FIBR Max Drawdown (5Y): 18.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 18.48% |
February 29, 2024 | 18.48% |
January 31, 2024 | 18.48% |
December 31, 2023 | 18.48% |
November 30, 2023 | 18.48% |
October 31, 2023 | 18.48% |
September 30, 2023 | 18.48% |
August 31, 2023 | 18.48% |
July 31, 2023 | 18.48% |
June 30, 2023 | 18.48% |
May 31, 2023 | 18.48% |
April 30, 2023 | 18.48% |
March 31, 2023 | 18.48% |
February 28, 2023 | 18.48% |
January 31, 2023 | 18.48% |
December 31, 2022 | 18.48% |
November 30, 2022 | 18.48% |
October 31, 2022 | 18.48% |
September 30, 2022 | 17.76% |
August 31, 2022 | 16.14% |
July 31, 2022 | 16.14% |
June 30, 2022 | 16.14% |
May 31, 2022 | 13.43% |
April 30, 2022 | 12.53% |
March 31, 2022 | 11.71% |
Date | Value |
---|---|
February 28, 2022 | 11.71% |
January 31, 2022 | 11.71% |
December 31, 2021 | 11.71% |
November 30, 2021 | 11.71% |
October 31, 2021 | 11.71% |
September 30, 2021 | 11.71% |
August 31, 2021 | 11.71% |
July 31, 2021 | 11.71% |
June 30, 2021 | 11.71% |
May 31, 2021 | 11.71% |
April 30, 2021 | 11.71% |
March 31, 2021 | 11.71% |
February 28, 2021 | 11.71% |
January 31, 2021 | 11.71% |
December 31, 2020 | 11.71% |
November 30, 2020 | 11.71% |
October 31, 2020 | 11.71% |
September 30, 2020 | 11.71% |
August 31, 2020 | 11.71% |
July 31, 2020 | 11.71% |
June 30, 2020 | 11.71% |
May 31, 2020 | 11.71% |
April 30, 2020 | 11.71% |
March 31, 2020 | 11.71% |
February 29, 2020 | 4.39% |
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
4.39%
Minimum
Apr 2019
18.48%
Maximum
Oct 2022
12.76%
Average
11.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.2656 |
Beta (5Y) | 0.9139 |
Alpha (vs YCharts Benchmark) (5Y) | 0.689 |
Beta (vs YCharts Benchmark) (5Y) | 0.7742 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.71% |
Historical Sharpe Ratio (5Y) | -0.2623 |
Historical Sortino (5Y) | -0.2982 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.78% |