iShares Government/Credit Bond ETF (GBF)
101.89
+0.14
(+0.14%)
USD |
NYSEARCA |
May 06, 16:00
101.89
0.00 (0.00%)
After-Hours: 20:00
GBF Max Drawdown (5Y): 19.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 19.67% |
March 31, 2024 | 19.67% |
February 29, 2024 | 19.67% |
January 31, 2024 | 19.67% |
December 31, 2023 | 19.67% |
November 30, 2023 | 19.67% |
October 31, 2023 | 19.67% |
September 30, 2023 | 19.67% |
August 31, 2023 | 19.67% |
July 31, 2023 | 19.67% |
June 30, 2023 | 19.67% |
May 31, 2023 | 19.67% |
April 30, 2023 | 19.67% |
March 31, 2023 | 19.67% |
February 28, 2023 | 19.67% |
January 31, 2023 | 19.67% |
December 31, 2022 | 19.67% |
November 30, 2022 | 19.67% |
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% |
Date | Value |
---|---|
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% |
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% |
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
May 2019
19.67%
Maximum
Oct 2022
11.99%
Average
7.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1487 |
Beta (5Y) | 1.044 |
Alpha (vs YCharts Benchmark) (5Y) | 0.1487 |
Beta (vs YCharts Benchmark) (5Y) | 1.044 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.41% |
Historical Sharpe Ratio (5Y) | -0.3357 |
Historical Sortino (5Y) | -0.5544 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.01% |