iShares High Yield Systematic Bond ETF (HYDB)

46.82 +0.12 (+0.26%) USD  |  BATS  |  May 13, 16:00
46.83 +0.01 (+0.02%) After-Hours: 20:00
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HYDB Max Drawdown (5Y): 14.28% for April 30, 2025

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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SPDR Bloomberg High Yield Bond ETF 16.68%
PIMCO 0-5 Year High Yield Corporate Bond Index ETF 12.14%
SPDR Portfolio High Yield Bond ETF 15.29%
iShares 0-5 Year High Yield Corporate Bond ETF 10.41%
iShares iBoxx $ High Yield Corporate Bond ETF 15.79%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.177
Beta (5Y) 0.9010
Alpha (vs YCharts Benchmark) (5Y) 0.4301
Beta (vs YCharts Benchmark) (5Y) 1.016
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.84%
Historical Sharpe Ratio (5Y) 0.6087
Historical Sortino (5Y) 0.8484
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.07%