SPDR® Blmbg Intl Corp Bd ETF (IBND)
28.91
+0.03
(+0.12%)
USD |
NYSEARCA |
May 06, 16:00
28.93
+0.02
(+0.05%)
After-Hours: 20:00
IBND Max Drawdown (5Y): 35.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 35.63% |
| March 31, 2024 | 35.63% |
| February 29, 2024 | 35.63% |
| January 31, 2024 | 35.63% |
| December 31, 2023 | 35.63% |
| November 30, 2023 | 35.63% |
| October 31, 2023 | 35.63% |
| September 30, 2023 | 35.63% |
| August 31, 2023 | 35.63% |
| July 31, 2023 | 35.63% |
| June 30, 2023 | 35.63% |
| May 31, 2023 | 35.63% |
| April 30, 2023 | 35.63% |
| March 31, 2023 | 35.63% |
| February 28, 2023 | 35.63% |
| January 31, 2023 | 35.63% |
| December 31, 2022 | 35.63% |
| November 30, 2022 | 35.63% |
| October 31, 2022 | 35.63% |
| September 30, 2022 | 35.63% |
| August 31, 2022 | 29.64% |
| July 31, 2022 | 28.05% |
| June 30, 2022 | 28.05% |
| May 31, 2022 | 23.61% |
| April 30, 2022 | 22.39% |
| Date | Value |
|---|---|
| March 31, 2022 | 20.16% |
| February 28, 2022 | 20.16% |
| January 31, 2022 | 20.16% |
| December 31, 2021 | 20.16% |
| November 30, 2021 | 20.16% |
| October 31, 2021 | 20.16% |
| September 30, 2021 | 20.16% |
| August 31, 2021 | 20.16% |
| July 31, 2021 | 20.16% |
| June 30, 2021 | 20.16% |
| May 31, 2021 | 20.16% |
| April 30, 2021 | 20.16% |
| March 31, 2021 | 20.16% |
| February 28, 2021 | 20.16% |
| January 31, 2021 | 20.16% |
| December 31, 2020 | 20.16% |
| November 30, 2020 | 20.16% |
| October 31, 2020 | 20.16% |
| September 30, 2020 | 20.16% |
| August 31, 2020 | 20.16% |
| July 31, 2020 | 20.16% |
| June 30, 2020 | 20.16% |
| May 31, 2020 | 20.16% |
| April 30, 2020 | 20.16% |
| March 31, 2020 | 20.16% |
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
19.75%
Minimum
May 2019
35.63%
Maximum
Sep 2022
25.76%
Average
20.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.122 |
| Beta (5Y) | 1.437 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.822 |
| Beta (vs YCharts Benchmark) (5Y) | 1.396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.56% |
| Historical Sharpe Ratio (5Y) | -0.3709 |
| Historical Sortino (5Y) | -0.5649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.07% |