iShares Core International Aggt Bd ETF (IAGG)
49.71
+0.02
(+0.04%)
USD |
BATS |
May 06, 16:00
49.73
+0.02
(+0.04%)
Pre-Market: 20:00
IAGG Max Drawdown (5Y): 13.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 13.88% |
| March 31, 2024 | 13.88% |
| February 29, 2024 | 13.88% |
| January 31, 2024 | 13.88% |
| December 31, 2023 | 13.88% |
| November 30, 2023 | 13.88% |
| October 31, 2023 | 13.88% |
| September 30, 2023 | 13.88% |
| August 31, 2023 | 13.88% |
| July 31, 2023 | 13.88% |
| June 30, 2023 | 13.88% |
| May 31, 2023 | 13.88% |
| April 30, 2023 | 13.88% |
| March 31, 2023 | 13.88% |
| February 28, 2023 | 13.88% |
| January 31, 2023 | 13.88% |
| December 31, 2022 | 13.88% |
| November 30, 2022 | 13.88% |
| October 31, 2022 | 13.88% |
| September 30, 2022 | 13.64% |
| August 31, 2022 | 12.11% |
| July 31, 2022 | 12.11% |
| June 30, 2022 | 12.11% |
| May 31, 2022 | 9.13% |
| April 30, 2022 | 8.35% |
| Date | Value |
|---|---|
| March 31, 2022 | 6.61% |
| February 28, 2022 | 5.93% |
| January 31, 2022 | 5.93% |
| December 31, 2021 | 5.93% |
| November 30, 2021 | 5.93% |
| October 31, 2021 | 5.93% |
| September 30, 2021 | 5.93% |
| August 31, 2021 | 5.93% |
| July 31, 2021 | 5.93% |
| June 30, 2021 | 5.93% |
| May 31, 2021 | 5.93% |
| April 30, 2021 | 5.93% |
| March 31, 2021 | 5.93% |
| February 28, 2021 | 5.93% |
| January 31, 2021 | 5.93% |
| December 31, 2020 | 5.93% |
| November 30, 2020 | 5.93% |
| October 31, 2020 | 5.93% |
| September 30, 2020 | 5.93% |
| August 31, 2020 | 5.93% |
| July 31, 2020 | 5.93% |
| June 30, 2020 | 5.93% |
| May 31, 2020 | 5.93% |
| April 30, 2020 | 5.93% |
| March 31, 2020 | 5.93% |
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
3.93%
Minimum
May 2019
13.88%
Maximum
Oct 2022
8.66%
Average
5.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vanguard Total International Bond ETF | 16.23% |
| Vanguard Total World Bond ETF | 17.22% |
| iShares USD Green Bond ETF | 19.16% |
| SPDR® Blmbg Em Mkts Lcl Bd ETF | 29.50% |
| Vanguard Interm-Term Bond ETF | 18.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0569 |
| Beta (5Y) | 0.6803 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.5291 |
| Beta (vs YCharts Benchmark) (5Y) | 0.5386 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.90% |
| Historical Sharpe Ratio (5Y) | -0.2942 |
| Historical Sortino (5Y) | -0.4258 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.55% |