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% |