iShares International High Yield Bd ETF (HYXU)
46.12
-0.12
(-0.26%)
USD |
BATS |
Jun 02, 16:00
46.14
+0.02
(+0.05%)
Pre-Market: 20:00
HYXU Max Drawdown (5Y): 32.46% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 26.73% |
| July 31, 2020 | 26.73% |
| June 30, 2020 | 26.73% |
| May 31, 2020 | 26.73% |
| April 30, 2020 | 26.73% |
| March 31, 2020 | 26.73% |
| February 29, 2020 | 24.07% |
| January 31, 2020 | 24.07% |
| December 31, 2019 | 24.07% |
| November 30, 2019 | 24.07% |
| October 31, 2019 | 24.07% |
| September 30, 2019 | 24.07% |
| August 31, 2019 | 24.07% |
| July 31, 2019 | 24.07% |
| June 30, 2019 | 24.07% |
| May 31, 2019 | 24.07% |
| April 30, 2019 | 24.07% |
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
Jun 2018
32.46%
Maximum
Sep 2022
26.69%
Average
26.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.981 |
| Beta (5Y) | 1.483 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.964 |
| Beta (vs YCharts Benchmark) (5Y) | 1.538 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.79% |
| Historical Sharpe Ratio (5Y) | -0.0739 |
| Historical Sortino (5Y) | -0.0954 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.23% |