iShares Intermediate Govt/Crdt Bd ETF (GVI)
104.34
-0.16
(-0.15%)
USD |
BATS |
Nov 14, 16:00
104.35
+0.01
(+0.01%)
Pre-Market: 20:00
GVI Max Drawdown (5Y): 12.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 12.93% |
| September 30, 2024 | 12.93% |
| August 31, 2024 | 12.93% |
| July 31, 2024 | 12.93% |
| June 30, 2024 | 12.93% |
| May 31, 2024 | 12.93% |
| April 30, 2024 | 12.93% |
| March 31, 2024 | 12.93% |
| February 29, 2024 | 12.93% |
| January 31, 2024 | 12.93% |
| December 31, 2023 | 12.93% |
| November 30, 2023 | 12.93% |
| October 31, 2023 | 12.93% |
| September 30, 2023 | 12.93% |
| August 31, 2023 | 12.93% |
| July 31, 2023 | 12.93% |
| June 30, 2023 | 12.93% |
| May 31, 2023 | 12.93% |
| April 30, 2023 | 12.93% |
| March 31, 2023 | 12.93% |
| February 28, 2023 | 12.93% |
| January 31, 2023 | 12.93% |
| December 31, 2022 | 12.93% |
| November 30, 2022 | 12.93% |
| October 31, 2022 | 12.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 12.26% |
| August 31, 2022 | 10.73% |
| July 31, 2022 | 10.73% |
| June 30, 2022 | 10.73% |
| May 31, 2022 | 8.95% |
| April 30, 2022 | 8.61% |
| March 31, 2022 | 7.15% |
| February 28, 2022 | 5.96% |
| January 31, 2022 | 5.96% |
| December 31, 2021 | 5.96% |
| November 30, 2021 | 5.96% |
| October 31, 2021 | 5.96% |
| September 30, 2021 | 5.96% |
| August 31, 2021 | 5.96% |
| July 31, 2021 | 5.96% |
| June 30, 2021 | 5.96% |
| May 31, 2021 | 5.96% |
| April 30, 2021 | 5.96% |
| March 31, 2021 | 5.96% |
| February 28, 2021 | 5.96% |
| January 31, 2021 | 5.96% |
| December 31, 2020 | 5.96% |
| November 30, 2020 | 5.96% |
| October 31, 2020 | 5.96% |
| September 30, 2020 | 5.96% |
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
3.30%
Minimum
Nov 2019
12.93%
Maximum
Oct 2022
9.14%
Average
8.78%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0493 |
| Beta (5Y) | 0.6384 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0493 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6384 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.21% |
| Historical Sharpe Ratio (5Y) | -0.405 |
| Historical Sortino (5Y) | -0.6345 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.96% |