iShares US Treasury Bond ETF (GOVT)
22.12
-0.06
(-0.25%)
USD |
BATS |
Apr 25, 16:00
22.12
0.00 (0.00%)
After-Hours: 20:00
GOVT Max Drawdown (5Y): 19.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 19.07% |
| February 29, 2024 | 19.07% |
| January 31, 2024 | 19.07% |
| December 31, 2023 | 19.07% |
| November 30, 2023 | 19.07% |
| October 31, 2023 | 19.07% |
| September 30, 2023 | 18.97% |
| August 31, 2023 | 18.97% |
| July 31, 2023 | 18.97% |
| June 30, 2023 | 18.97% |
| May 31, 2023 | 18.97% |
| April 30, 2023 | 18.97% |
| March 31, 2023 | 18.97% |
| February 28, 2023 | 18.97% |
| January 31, 2023 | 18.97% |
| December 31, 2022 | 18.97% |
| November 30, 2022 | 18.97% |
| October 31, 2022 | 18.97% |
| September 30, 2022 | 17.63% |
| August 31, 2022 | 15.45% |
| July 31, 2022 | 15.45% |
| June 30, 2022 | 15.45% |
| May 31, 2022 | 13.55% |
| April 30, 2022 | 12.59% |
| March 31, 2022 | 10.55% |
| Date | Value |
|---|---|
| February 28, 2022 | 8.09% |
| January 31, 2022 | 6.66% |
| December 31, 2021 | 6.39% |
| November 30, 2021 | 6.39% |
| October 31, 2021 | 6.39% |
| September 30, 2021 | 6.39% |
| August 31, 2021 | 6.39% |
| July 31, 2021 | 6.39% |
| June 30, 2021 | 6.39% |
| May 31, 2021 | 6.39% |
| April 30, 2021 | 6.39% |
| March 31, 2021 | 6.39% |
| February 28, 2021 | 5.87% |
| January 31, 2021 | 5.87% |
| December 31, 2020 | 5.87% |
| November 30, 2020 | 5.87% |
| October 31, 2020 | 5.87% |
| September 30, 2020 | 5.87% |
| August 31, 2020 | 5.87% |
| July 31, 2020 | 5.87% |
| June 30, 2020 | 5.87% |
| May 31, 2020 | 5.87% |
| April 30, 2020 | 5.87% |
| March 31, 2020 | 5.87% |
| February 29, 2020 | 5.87% |
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
5.87%
Minimum
Apr 2019
19.07%
Maximum
Oct 2023
10.94%
Average
6.39%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| SPDR® Portfolio Intmdt Term Trs ETF | 16.12% |
| iShares 3-7 Year Treasury Bond ETF | 14.60% |
| Schwab Intermediate-Term US Trs ETF™ | 16.11% |
| Vanguard Mortgage-Backed Secs ETF | 17.47% |
| iShares MBS ETF | 17.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7044 |
| Beta (5Y) | 0.8775 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.7044 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8775 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.89% |
| Historical Sharpe Ratio (5Y) | -0.3628 |
| Historical Sortino (5Y) | -0.6201 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.72% |