iShares GNMA Bond ETF (GNMA)
42.76
-0.07
(-0.16%)
USD |
NASDAQ |
May 10, 16:00
42.76
0.00 (0.00%)
After-Hours: 20:00
GNMA Max Drawdown (5Y): 17.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 17.09% |
March 31, 2024 | 17.09% |
February 29, 2024 | 17.09% |
January 31, 2024 | 17.09% |
December 31, 2023 | 17.09% |
November 30, 2023 | 17.09% |
October 31, 2023 | 17.09% |
September 30, 2023 | 17.09% |
August 31, 2023 | 17.09% |
July 31, 2023 | 17.09% |
June 30, 2023 | 17.09% |
May 31, 2023 | 17.09% |
April 30, 2023 | 17.09% |
March 31, 2023 | 17.09% |
February 28, 2023 | 17.09% |
January 31, 2023 | 17.09% |
December 31, 2022 | 17.09% |
November 30, 2022 | 17.09% |
October 31, 2022 | 17.09% |
September 30, 2022 | 16.01% |
August 31, 2022 | 12.57% |
July 31, 2022 | 12.57% |
June 30, 2022 | 12.57% |
May 31, 2022 | 10.25% |
April 30, 2022 | 9.91% |
Date | Value |
---|---|
March 31, 2022 | 7.49% |
February 28, 2022 | 5.20% |
January 31, 2022 | 4.17% |
December 31, 2021 | 3.06% |
November 30, 2021 | 3.06% |
October 31, 2021 | 3.06% |
September 30, 2021 | 3.06% |
August 31, 2021 | 3.06% |
July 31, 2021 | 3.06% |
June 30, 2021 | 3.06% |
May 31, 2021 | 3.06% |
April 30, 2021 | 3.06% |
March 31, 2021 | 3.06% |
February 28, 2021 | 3.06% |
January 31, 2021 | 3.06% |
December 31, 2020 | 3.06% |
November 30, 2020 | 3.06% |
October 31, 2020 | 3.06% |
September 30, 2020 | 3.06% |
August 31, 2020 | 3.06% |
July 31, 2020 | 3.06% |
June 30, 2020 | 3.06% |
May 31, 2020 | 3.06% |
April 30, 2020 | 3.06% |
March 31, 2020 | 3.06% |
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
3.06%
Minimum
Aug 2019
17.09%
Maximum
Oct 2022
8.58%
Average
3.50%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.049 |
Beta (5Y) | 0.8982 |
Alpha (vs YCharts Benchmark) (5Y) | -1.049 |
Beta (vs YCharts Benchmark) (5Y) | 0.8982 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.95% |
Historical Sharpe Ratio (5Y) | -0.5093 |
Historical Sortino (5Y) | -0.685 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.12% |