iShares International Treasury Bond ETF (IGOV)
38.30
-0.10
(-0.26%)
USD |
NASDAQ |
Apr 26, 16:00
38.30
0.00 (0.00%)
After-Hours: 20:00
IGOV Max Drawdown (5Y): 35.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 35.88% |
| February 29, 2024 | 35.88% |
| January 31, 2024 | 35.88% |
| December 31, 2023 | 35.88% |
| November 30, 2023 | 35.88% |
| October 31, 2023 | 35.88% |
| September 30, 2023 | 35.88% |
| August 31, 2023 | 35.88% |
| July 31, 2023 | 35.88% |
| June 30, 2023 | 35.88% |
| May 31, 2023 | 35.88% |
| April 30, 2023 | 35.88% |
| March 31, 2023 | 35.88% |
| February 28, 2023 | 35.88% |
| January 31, 2023 | 35.88% |
| December 31, 2022 | 35.88% |
| November 30, 2022 | 35.88% |
| October 31, 2022 | 35.88% |
| September 30, 2022 | 35.52% |
| August 31, 2022 | 29.65% |
| July 31, 2022 | 29.08% |
| June 30, 2022 | 29.08% |
| May 31, 2022 | 24.30% |
| April 30, 2022 | 22.94% |
| March 31, 2022 | 17.48% |
| Date | Value |
|---|---|
| February 28, 2022 | 13.89% |
| January 31, 2022 | 12.41% |
| December 31, 2021 | 14.01% |
| November 30, 2021 | 14.01% |
| October 31, 2021 | 14.71% |
| September 30, 2021 | 15.01% |
| August 31, 2021 | 15.01% |
| July 31, 2021 | 15.01% |
| June 30, 2021 | 15.01% |
| May 31, 2021 | 15.01% |
| April 30, 2021 | 15.01% |
| March 31, 2021 | 15.01% |
| February 28, 2021 | 15.01% |
| January 31, 2021 | 15.01% |
| December 31, 2020 | 15.01% |
| November 30, 2020 | 15.01% |
| October 31, 2020 | 15.01% |
| September 30, 2020 | 15.01% |
| August 31, 2020 | 15.77% |
| July 31, 2020 | 15.77% |
| June 30, 2020 | 15.77% |
| May 31, 2020 | 15.77% |
| April 30, 2020 | 15.77% |
| March 31, 2020 | 15.77% |
| February 29, 2020 | 15.77% |
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
12.41%
Minimum
Jan 2022
35.88%
Maximum
Oct 2022
22.77%
Average
15.77%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.497 |
| Beta (5Y) | 1.548 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.670 |
| Beta (vs YCharts Benchmark) (5Y) | 1.378 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.42% |
| Historical Sharpe Ratio (5Y) | -0.5783 |
| Historical Sortino (5Y) | -0.8882 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.51% |