iShares GNMA Bond ETF (GNMA)
43.40
+0.04
(+0.08%)
USD |
NASDAQ |
Nov 14, 16:00
43.40
0.00 (0.00%)
After-Hours: 20:00
GNMA Max Drawdown (5Y): 17.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 17.09% |
| September 30, 2024 | 17.09% |
| August 31, 2024 | 17.09% |
| July 31, 2024 | 17.09% |
| June 30, 2024 | 17.09% |
| May 31, 2024 | 17.09% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
17.09%
Maximum
Oct 2022
9.96%
Average
10.08%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.587 |
| Beta (5Y) | 0.9379 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.587 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9379 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.26% |
| Historical Sharpe Ratio (5Y) | -0.4823 |
| Historical Sortino (5Y) | -0.6862 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.12% |