iShares International High Yield Bd ETF (HYXU)
49.81
-0.50
(-1.00%)
USD |
BATS |
Nov 14, 16:00
50.15
+0.34
(+0.68%)
After-Hours: 20:00
HYXU Max Drawdown (5Y): 32.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.46% |
| September 30, 2024 | 32.46% |
| August 31, 2024 | 32.46% |
| July 31, 2024 | 32.46% |
| June 30, 2024 | 32.46% |
| May 31, 2024 | 32.46% |
| April 30, 2024 | 32.46% |
| March 31, 2024 | 32.46% |
| February 29, 2024 | 32.46% |
| January 31, 2024 | 32.46% |
| December 31, 2023 | 32.46% |
| November 30, 2023 | 32.46% |
| October 31, 2023 | 32.46% |
| September 30, 2023 | 32.46% |
| August 31, 2023 | 32.46% |
| July 31, 2023 | 32.46% |
| June 30, 2023 | 32.46% |
| May 31, 2023 | 32.46% |
| April 30, 2023 | 32.46% |
| March 31, 2023 | 32.46% |
| February 28, 2023 | 32.46% |
| January 31, 2023 | 32.46% |
| December 31, 2022 | 32.46% |
| November 30, 2022 | 32.46% |
| October 31, 2022 | 32.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.46% |
| August 31, 2022 | 27.69% |
| July 31, 2022 | 27.69% |
| June 30, 2022 | 26.73% |
| May 31, 2022 | 26.73% |
| April 30, 2022 | 26.73% |
| March 31, 2022 | 26.73% |
| February 28, 2022 | 26.73% |
| January 31, 2022 | 26.73% |
| December 31, 2021 | 26.73% |
| November 30, 2021 | 26.73% |
| October 31, 2021 | 26.73% |
| September 30, 2021 | 26.73% |
| August 31, 2021 | 26.73% |
| July 31, 2021 | 26.73% |
| June 30, 2021 | 26.73% |
| May 31, 2021 | 26.73% |
| April 30, 2021 | 26.73% |
| March 31, 2021 | 26.73% |
| February 28, 2021 | 26.73% |
| January 31, 2021 | 26.73% |
| December 31, 2020 | 26.73% |
| November 30, 2020 | 26.73% |
| October 31, 2020 | 26.73% |
| September 30, 2020 | 26.73% |
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
24.07%
Minimum
Nov 2019
32.46%
Maximum
Sep 2022
29.06%
Average
26.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.438 |
| Beta (5Y) | 1.454 |
| Alpha (vs YCharts Benchmark) (5Y) | -3.270 |
| Beta (vs YCharts Benchmark) (5Y) | 1.345 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.19% |
| Historical Sharpe Ratio (5Y) | -0.0236 |
| Historical Sortino (5Y) | -0.0314 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.23% |