iShares ESG Advanced High Yield Corporate Bond ETF (HYXF)

46.16 -0.16 (-0.33%) USD  |  NASDAQ  |  Dec 27, 16:00
46.09 -0.06 (-0.14%) After-Hours: 20:00
More

HYXF Max Drawdown (5Y): 18.75% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for HYXF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Invesco Fundamental High Yield Corp Bd ETF 21.51%
iShares Interest Rate Hedged High Yield Bond ETF 23.88%
Goldman Sachs Access High Yield Corporate Bond ETF 21.48%
Invesco BulletShares 2027 Hi Yld Corp Bd ETF 22.57%
Invesco BulletShares 2028 Hi Yld Corp Bd ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.529
Beta (5Y) 0.9971
Alpha (vs YCharts Benchmark) (5Y) -0.8732
Beta (vs YCharts Benchmark) (5Y) 0.8622
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.45%
Historical Sharpe Ratio (5Y) 0.1182
Historical Sortino (5Y) 0.1279
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.85%