iShares 7-10 Year Treasury Bond ETF (IEF)
93.27
-0.08
(-0.09%)
USD |
NASDAQ |
Nov 13, 16:00
93.24
-0.03
(-0.03%)
After-Hours: 20:00
IEF Max Drawdown (5Y): 23.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 23.92% |
| September 30, 2024 | 23.92% |
| August 31, 2024 | 23.92% |
| July 31, 2024 | 23.92% |
| June 30, 2024 | 23.92% |
| May 31, 2024 | 23.92% |
| April 30, 2024 | 23.92% |
| March 31, 2024 | 23.92% |
| February 29, 2024 | 23.92% |
| January 31, 2024 | 23.92% |
| December 31, 2023 | 23.92% |
| November 30, 2023 | 23.92% |
| October 31, 2023 | 23.92% |
| September 30, 2023 | 22.65% |
| August 31, 2023 | 22.65% |
| July 31, 2023 | 22.65% |
| June 30, 2023 | 22.65% |
| May 31, 2023 | 22.65% |
| April 30, 2023 | 22.65% |
| March 31, 2023 | 22.65% |
| February 28, 2023 | 22.65% |
| January 31, 2023 | 22.65% |
| December 31, 2022 | 22.65% |
| November 30, 2022 | 22.65% |
| October 31, 2022 | 22.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 21.44% |
| August 31, 2022 | 18.87% |
| July 31, 2022 | 18.87% |
| June 30, 2022 | 18.87% |
| May 31, 2022 | 16.55% |
| April 30, 2022 | 15.52% |
| March 31, 2022 | 12.63% |
| February 28, 2022 | 9.49% |
| January 31, 2022 | 8.81% |
| December 31, 2021 | 8.81% |
| November 30, 2021 | 8.81% |
| October 31, 2021 | 8.81% |
| September 30, 2021 | 8.81% |
| August 31, 2021 | 8.81% |
| July 31, 2021 | 8.81% |
| June 30, 2021 | 8.81% |
| May 31, 2021 | 8.81% |
| April 30, 2021 | 8.81% |
| March 31, 2021 | 8.81% |
| February 28, 2021 | 8.81% |
| January 31, 2021 | 8.81% |
| December 31, 2020 | 8.81% |
| November 30, 2020 | 8.81% |
| October 31, 2020 | 8.81% |
| September 30, 2020 | 8.81% |
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
8.81%
Minimum
Nov 2019
23.92%
Maximum
Oct 2023
15.88%
Average
16.03%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9263 |
| Beta (5Y) | 1.144 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.9263 |
| Beta (vs YCharts Benchmark) (5Y) | 1.144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.76% |
| Historical Sharpe Ratio (5Y) | -0.5019 |
| Historical Sortino (5Y) | -0.7877 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.81% |