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% |