iShares 3-7 Year Treasury Bond ETF (IEI)
115.74
-0.14
(-0.12%)
USD |
NASDAQ |
Nov 14, 16:00
115.73
-0.01
(-0.01%)
After-Hours: 20:00
IEI Max Drawdown (5Y): 14.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 14.60% |
| September 30, 2024 | 14.60% |
| August 31, 2024 | 14.60% |
| July 31, 2024 | 14.60% |
| June 30, 2024 | 14.60% |
| May 31, 2024 | 14.60% |
| April 30, 2024 | 14.60% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
14.60%
Maximum
Oct 2022
9.51%
Average
9.99%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5822 |
| Beta (5Y) | 0.6902 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.5822 |
| Beta (vs YCharts Benchmark) (5Y) | 0.6902 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.78% |
| Historical Sharpe Ratio (5Y) | -0.4959 |
| Historical Sortino (5Y) | -0.7552 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.28% |