iShares Government/Credit Bond ETF (GBF)
121.06
-0.33 (-0.27%)
USD |
Apr 16, 20:00
GBF Max Drawdown (5Y): 7.97% for March 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2021 | 7.97% |
| February 28, 2021 | 7.97% |
| January 31, 2021 | 7.97% |
| December 31, 2020 | 7.97% |
| November 30, 2020 | 7.97% |
| October 31, 2020 | 7.97% |
| September 30, 2020 | 7.97% |
| August 31, 2020 | 7.97% |
| July 31, 2020 | 7.97% |
| June 30, 2020 | 7.97% |
| May 31, 2020 | 7.97% |
| April 30, 2020 | 7.97% |
| March 31, 2020 | 7.97% |
| February 29, 2020 | 5.20% |
| January 31, 2020 | 5.20% |
| December 31, 2019 | 5.20% |
| November 30, 2019 | 5.20% |
| October 31, 2019 | 5.20% |
| September 30, 2019 | 5.20% |
| August 31, 2019 | 5.20% |
| July 31, 2019 | 5.20% |
| June 30, 2019 | 5.20% |
| May 31, 2019 | 5.20% |
| April 30, 2019 | 5.20% |
| March 31, 2019 | 5.20% |
| Date | Value |
|---|---|
| February 28, 2019 | 5.20% |
| January 31, 2019 | 5.20% |
| December 31, 2018 | 5.20% |
| November 30, 2018 | 5.20% |
| October 31, 2018 | 5.20% |
| September 30, 2018 | 5.20% |
| August 31, 2018 | 6.12% |
| July 31, 2018 | 6.12% |
| June 30, 2018 | 6.12% |
| May 31, 2018 | 6.12% |
| April 30, 2018 | 6.12% |
| March 31, 2018 | 6.12% |
| February 28, 2018 | 6.12% |
| January 31, 2018 | 6.12% |
| December 31, 2017 | 6.12% |
| November 30, 2017 | 6.12% |
| October 31, 2017 | 6.12% |
| September 30, 2017 | 6.12% |
| August 31, 2017 | 6.12% |
| July 31, 2017 | 6.12% |
| June 30, 2017 | 6.12% |
| May 31, 2017 | 6.12% |
| April 30, 2017 | 6.12% |
| March 31, 2017 | 6.12% |
| February 28, 2017 | 6.12% |
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
5.20%
Minimum
Sep 2018
7.97%
Maximum
Mar 2020
6.25%
Average
6.12%
Median
Apr 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4145 |
| Beta (5Y) | 1.213 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.19% |
| Historical Sharpe Ratio (5Y) | 0.4996 |
| Historical Sortino (5Y) | 0.8044 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.61% |