iShares GNMA Bond ETF (GNMA)
43.60
-0.17
(-0.39%)
USD |
NASDAQ |
Aug 28, 16:00
43.57
-0.03
(-0.06%)
After-Hours: 20:00
GNMA Max Drawdown (5Y) : 17.09% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 17.09% |
| June 30, 2026 | 17.09% |
| May 31, 2026 | 17.09% |
| April 30, 2026 | 17.09% |
| March 31, 2026 | 17.09% |
| February 28, 2026 | 17.09% |
| January 31, 2026 | 17.09% |
| December 31, 2025 | 17.09% |
| November 30, 2025 | 17.09% |
| October 31, 2025 | 17.09% |
| September 30, 2025 | 17.09% |
| August 31, 2025 | 17.09% |
| July 31, 2025 | 17.09% |
| June 30, 2025 | 17.09% |
| May 31, 2025 | 17.09% |
| April 30, 2025 | 17.09% |
| March 31, 2025 | 17.09% |
| February 28, 2025 | 17.09% |
| January 31, 2025 | 17.09% |
| December 31, 2024 | 17.09% |
| November 30, 2024 | 17.09% |
| October 31, 2024 | 17.09% |
| September 30, 2024 | 17.09% |
| August 31, 2024 | 17.09% |
| July 31, 2024 | 17.09% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 16.01% |
| August 31, 2022 | 12.57% |
| July 31, 2022 | 12.57% |
| June 30, 2022 | 12.57% |
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) | 0.8862 |
| Beta (5Y) | 1.045 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.0833 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9624 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.43% |
| Historical Sharpe Ratio (5Y) | -0.5213 |
| Historical Sortino (5Y) | -0.7749 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.12% |