iShares Government/Credit Bond ETF (GBF)

102.10 -0.16 (-0.16%) USD  |  NYSEARCA  |  Dec 24, 16:00
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GBF Max Drawdown (5Y): 19.67% 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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WisdomTree Yield Enhanced US Aggregate Bond Fund 20.98%
Vanguard Intermediate-Term Bond Index Fund ETF 18.95%
iShares Core US Aggregate Bond ETF 18.44%
SPDR Portfolio Aggregate Bond ETF 18.56%
Schwab US Aggregate Bond ETF 18.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.0821
Beta (5Y) 1.026
Alpha (vs YCharts Benchmark) (5Y) -1.443
Beta (vs YCharts Benchmark) (5Y) 0.6793
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.51%
Historical Sharpe Ratio (5Y) -0.394
Historical Sortino (5Y) -0.6674
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.08%