iShares 1-5 Year invmt Grd Corp Bd ETF (IGSB)
51.01
+0.02
(+0.04%)
USD |
NASDAQ |
May 09, 16:00
50.13
-0.88
(-1.73%)
Pre-Market: 08:46
IGSB Max Drawdown (5Y): 13.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 13.38% |
March 31, 2024 | 13.38% |
February 29, 2024 | 13.38% |
January 31, 2024 | 13.38% |
December 31, 2023 | 13.38% |
November 30, 2023 | 13.38% |
October 31, 2023 | 13.38% |
September 30, 2023 | 13.38% |
August 31, 2023 | 13.38% |
July 31, 2023 | 13.38% |
June 30, 2023 | 13.38% |
May 31, 2023 | 13.38% |
April 30, 2023 | 13.38% |
March 31, 2023 | 13.38% |
February 28, 2023 | 13.38% |
January 31, 2023 | 13.38% |
December 31, 2022 | 13.38% |
November 30, 2022 | 13.38% |
October 31, 2022 | 13.38% |
September 30, 2022 | 13.38% |
August 31, 2022 | 13.38% |
July 31, 2022 | 13.38% |
June 30, 2022 | 13.38% |
May 31, 2022 | 13.38% |
April 30, 2022 | 13.38% |
Date | Value |
---|---|
March 31, 2022 | 13.38% |
February 28, 2022 | 13.38% |
January 31, 2022 | 13.38% |
December 31, 2021 | 13.38% |
November 30, 2021 | 13.38% |
October 31, 2021 | 13.38% |
September 30, 2021 | 13.38% |
August 31, 2021 | 13.38% |
July 31, 2021 | 13.38% |
June 30, 2021 | 13.38% |
May 31, 2021 | 13.38% |
April 30, 2021 | 13.38% |
March 31, 2021 | 13.38% |
February 28, 2021 | 13.38% |
January 31, 2021 | 13.38% |
December 31, 2020 | 13.38% |
November 30, 2020 | 13.38% |
October 31, 2020 | 13.38% |
September 30, 2020 | 13.38% |
August 31, 2020 | 13.38% |
July 31, 2020 | 13.38% |
June 30, 2020 | 13.38% |
May 31, 2020 | 13.38% |
April 30, 2020 | 13.38% |
March 31, 2020 | 13.38% |
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
0.98%
Minimum
May 2019
13.38%
Maximum
Mar 2020
11.31%
Average
13.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8508 |
Beta (5Y) | 0.5026 |
Alpha (vs YCharts Benchmark) (5Y) | 0.8508 |
Beta (vs YCharts Benchmark) (5Y) | 0.5026 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.71% |
Historical Sharpe Ratio (5Y) | -0.0545 |
Historical Sortino (5Y) | -0.0601 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.61% |