iShares US & Intl High Yield Corp Bond ETF (GHYG)

44.16 +0.06 (+0.14%) USD  |  BATS  |  Dec 26, 16:00
44.11 -0.05 (-0.11%) Pre-Market: 20:00
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GHYG Max Drawdown (5Y): 27.36% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Invesco Global ex-US High Yield Corporate Bond ETF 20.50%
iShares 0-5 Year High Yield Corporate Bond ETF 19.27%
iShares Broad USD High Yield Corporate Bond ETF 22.44%
iShares iBonds 2026 Term High Yield and Income ETF --
iShares iBonds 2029 Term High Yield and Income ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.686
Beta (5Y) 1.147
Alpha (vs YCharts Benchmark) (5Y) -1.784
Beta (vs YCharts Benchmark) (5Y) 1.168
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.52%
Historical Sharpe Ratio (5Y) 0.0726
Historical Sortino (5Y) 0.0759
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.50%