iShares 1-5 Year invmt Grd Corp Bd ETF (IGSB)

51.43 +0.08 (+0.16%) USD  |  NASDAQ  |  May 27, 16:00
51.42 0.00 (0.00%) After-Hours: 20:00

IGSB Max Drawdown (5Y): 13.38% for April 30, 2022

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 13.38%
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%
Date Value
March 31, 2020 13.38%
February 29, 2020 0.98%
January 31, 2020 0.98%
December 31, 2019 0.98%
November 30, 2019 0.98%
October 31, 2019 0.98%
September 30, 2019 0.98%
August 31, 2019 0.98%
July 31, 2019 0.98%
June 30, 2019 0.98%
May 31, 2019 0.98%
April 30, 2019 0.98%
March 31, 2019 0.98%
February 28, 2019 0.98%
January 31, 2019 0.98%
December 31, 2018 0.98%
November 30, 2018 0.98%
October 31, 2018 0.98%
September 30, 2018 0.98%
August 31, 2018 0.98%
July 31, 2018 0.98%
June 30, 2018 0.98%
May 31, 2018 0.98%
April 30, 2018 0.98%
March 31, 2018 0.98%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

0.94%
Minimum
May 2017
13.38%
Maximum
Mar 2020
6.35%
Average
0.98%
Median
Mar 2018

Max Drawdown (5Y) Benchmarks

SPDR® Portfolio Short Term Corp Bd ETF 11.75%
Vanguard Short-Term Corporate Bond ETF 12.86%
iShares Core 1-5 Year USD Bond ETF 6.06%
iShares 0-5 Year Invmt Grade Corp Bd ETF 12.69%
PIMCO Enhanced Low Duration Active ETF 8.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.5007
Beta (5Y) 0.5109
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 4.16%
Historical Sharpe Ratio (5Y) 0.1526
Historical Sortino (5Y) 0.1435
Monthly Value at Risk (VaR) 5% (5Y Lookback) 1.25%