iShares GNMA Bond ETF (GNMA)
44.28
-0.08
(-0.19%)
USD |
NASDAQ |
May 29, 16:00
44.35
+0.07
(+0.16%)
Pre-Market: 20:00
GNMA Max Drawdown (5Y) : 17.09% for April 30, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| iShares MBS ETF | 17.64% |
| iShares Government/Credit Bond ETF | 19.67% |
| iShares CMBS ETF | 15.87% |
| iShares Yield Optimized Bond ETF | 14.75% |
| iShares ESG Advanced High Yield Corporate Bond ETF | 16.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3522 |
| Beta (5Y) | 1.034 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0547 |
| Beta (vs YCharts Benchmark) (5Y) | 0.961 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.40% |
| Historical Sharpe Ratio (5Y) | -0.4766 |
| Historical Sortino (5Y) | -0.6976 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.12% |