BlackRock Ultra Short-Term Bond ETF (ICSH)
50.48
+0.02
(+0.04%)
USD |
BATS |
Apr 25, 16:00
50.48
0.00 (0.00%)
Pre-Market: 20:00
ICSH Max Drawdown (5Y): 3.94% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 3.94% |
February 29, 2024 | 3.94% |
January 31, 2024 | 3.94% |
December 31, 2023 | 3.94% |
November 30, 2023 | 3.94% |
October 31, 2023 | 3.94% |
September 30, 2023 | 3.94% |
August 31, 2023 | 3.94% |
July 31, 2023 | 3.94% |
June 30, 2023 | 3.94% |
May 31, 2023 | 3.94% |
April 30, 2023 | 3.94% |
March 31, 2023 | 3.94% |
February 28, 2023 | 3.94% |
January 31, 2023 | 3.94% |
December 31, 2022 | 3.94% |
November 30, 2022 | 3.94% |
October 31, 2022 | 3.94% |
September 30, 2022 | 3.94% |
August 31, 2022 | 3.94% |
July 31, 2022 | 3.94% |
June 30, 2022 | 3.94% |
May 31, 2022 | 3.94% |
April 30, 2022 | 3.94% |
March 31, 2022 | 3.94% |
Date | Value |
---|---|
February 28, 2022 | 3.94% |
January 31, 2022 | 3.94% |
December 31, 2021 | 3.94% |
November 30, 2021 | 3.94% |
October 31, 2021 | 3.94% |
September 30, 2021 | 3.94% |
August 31, 2021 | 3.94% |
July 31, 2021 | 3.94% |
June 30, 2021 | 3.94% |
May 31, 2021 | 3.94% |
April 30, 2021 | 3.94% |
March 31, 2021 | 3.94% |
February 28, 2021 | 3.94% |
January 31, 2021 | 3.94% |
December 31, 2020 | 3.94% |
November 30, 2020 | 3.94% |
October 31, 2020 | 3.94% |
September 30, 2020 | 3.94% |
August 31, 2020 | 3.94% |
July 31, 2020 | 3.94% |
June 30, 2020 | 3.94% |
May 31, 2020 | 3.94% |
April 30, 2020 | 3.94% |
March 31, 2020 | 3.94% |
February 29, 2020 | 0.53% |
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
0.53%
Minimum
Apr 2019
3.94%
Maximum
Mar 2020
3.31%
Average
3.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4685 |
Beta (5Y) | 0.0674 |
Alpha (vs YCharts Benchmark) (5Y) | 0.4685 |
Beta (vs YCharts Benchmark) (5Y) | 0.0674 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.27% |
Historical Sharpe Ratio (5Y) | 0.2828 |
Historical Sortino (5Y) | 0.2301 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.14% |