iShares Government/Credit Bond ETF (GBF)
104.25
+1.09 (+1.05%)
USD |
NYSEARCA |
Nov 30, 16:00
103.84
-0.41 (-0.39%)
After-Hours: 20:00
GBF Max Drawdown (5Y): 19.67% for Oct. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2022 | 19.67% |
| September 30, 2022 | 18.33% |
| August 31, 2022 | 15.74% |
| July 31, 2022 | 15.74% |
| June 30, 2022 | 15.74% |
| May 31, 2022 | 13.82% |
| April 30, 2022 | 12.87% |
| March 31, 2022 | 10.03% |
| February 28, 2022 | 7.97% |
| January 31, 2022 | 7.97% |
| December 31, 2021 | 7.97% |
| November 30, 2021 | 7.97% |
| October 31, 2021 | 7.97% |
| September 30, 2021 | 7.97% |
| August 31, 2021 | 7.97% |
| July 31, 2021 | 7.97% |
| June 30, 2021 | 7.97% |
| May 31, 2021 | 7.97% |
| April 30, 2021 | 7.97% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Jul 2018
19.67%
Maximum
Oct 2022
7.80%
Average
7.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1857 |
| Beta (5Y) | 1.091 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.1857 |
| Beta (vs YCharts Benchmark) (5Y) | 1.091 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.41% |
| Historical Sharpe Ratio (5Y) | -0.2739 |
| Historical Sortino (5Y) | -0.3738 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.93% |