iShares 3-7 Year Treasury Bond ETF (IEI)
113.46
-0.26
(-0.23%)
USD |
NASDAQ |
Apr 25, 16:00
113.44
-0.02
(-0.01%)
After-Hours: 20:00
IEI Max Drawdown (5Y): 14.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 14.60% |
| February 29, 2024 | 14.60% |
| January 31, 2024 | 14.60% |
| December 31, 2023 | 14.60% |
| November 30, 2023 | 14.60% |
| October 31, 2023 | 14.60% |
| September 30, 2023 | 14.60% |
| August 31, 2023 | 14.60% |
| July 31, 2023 | 14.60% |
| June 30, 2023 | 14.60% |
| May 31, 2023 | 14.60% |
| April 30, 2023 | 14.60% |
| March 31, 2023 | 14.60% |
| February 28, 2023 | 14.60% |
| January 31, 2023 | 14.60% |
| December 31, 2022 | 14.60% |
| November 30, 2022 | 14.60% |
| October 31, 2022 | 14.60% |
| September 30, 2022 | 13.95% |
| August 31, 2022 | 12.07% |
| July 31, 2022 | 12.07% |
| June 30, 2022 | 12.07% |
| May 31, 2022 | 10.18% |
| April 30, 2022 | 9.81% |
| March 31, 2022 | 8.36% |
| Date | Value |
|---|---|
| February 28, 2022 | 6.00% |
| January 31, 2022 | 4.66% |
| December 31, 2021 | 4.49% |
| November 30, 2021 | 4.49% |
| October 31, 2021 | 4.49% |
| September 30, 2021 | 4.49% |
| August 31, 2021 | 4.49% |
| July 31, 2021 | 4.49% |
| June 30, 2021 | 4.49% |
| May 31, 2021 | 4.49% |
| April 30, 2021 | 4.49% |
| March 31, 2021 | 4.49% |
| February 28, 2021 | 4.49% |
| January 31, 2021 | 4.49% |
| December 31, 2020 | 4.49% |
| November 30, 2020 | 4.49% |
| October 31, 2020 | 4.49% |
| September 30, 2020 | 4.49% |
| August 31, 2020 | 4.49% |
| July 31, 2020 | 4.49% |
| June 30, 2020 | 4.49% |
| May 31, 2020 | 4.49% |
| April 30, 2020 | 4.49% |
| March 31, 2020 | 4.49% |
| February 29, 2020 | 4.49% |
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
4.49%
Minimum
Apr 2019
14.60%
Maximum
Oct 2022
8.33%
Average
4.49%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| SPDR® Portfolio Intmdt Term Trs ETF | 16.12% |
| Schwab Intermediate-Term US Trs ETF™ | 16.11% |
| iShares US Treasury Bond ETF | 19.07% |
| Vanguard Mortgage-Backed Secs ETF | 17.47% |
| iShares MBS ETF | 17.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5736 |
| Beta (5Y) | 0.6832 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5736 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6832 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.64% |
| Historical Sharpe Ratio (5Y) | -0.3643 |
| Historical Sortino (5Y) | -0.5399 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.28% |