VanEck Intl Hi Yld Bd ETF (IHY)
20.81
-0.03
(-0.15%)
USD |
NYSEARCA |
Nov 14, 16:00
20.81
0.00 (0.00%)
After-Hours: 20:00
IHY Max Drawdown (5Y): 27.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 27.63% |
| September 30, 2024 | 27.63% |
| August 31, 2024 | 27.63% |
| July 31, 2024 | 27.63% |
| June 30, 2024 | 27.63% |
| May 31, 2024 | 27.63% |
| April 30, 2024 | 27.63% |
| March 31, 2024 | 27.63% |
| February 29, 2024 | 27.63% |
| January 31, 2024 | 27.63% |
| December 31, 2023 | 27.63% |
| November 30, 2023 | 27.63% |
| October 31, 2023 | 27.63% |
| September 30, 2023 | 27.63% |
| August 31, 2023 | 27.63% |
| July 31, 2023 | 27.63% |
| June 30, 2023 | 27.63% |
| May 31, 2023 | 27.63% |
| April 30, 2023 | 27.63% |
| March 31, 2023 | 27.63% |
| February 28, 2023 | 27.63% |
| January 31, 2023 | 27.63% |
| December 31, 2022 | 27.63% |
| November 30, 2022 | 27.63% |
| October 31, 2022 | 27.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 27.40% |
| August 31, 2022 | 25.05% |
| July 31, 2022 | 25.05% |
| June 30, 2022 | 23.89% |
| May 31, 2022 | 23.89% |
| April 30, 2022 | 23.89% |
| March 31, 2022 | 23.89% |
| February 28, 2022 | 23.89% |
| January 31, 2022 | 23.89% |
| December 31, 2021 | 23.89% |
| November 30, 2021 | 23.89% |
| October 31, 2021 | 23.89% |
| September 30, 2021 | 23.89% |
| August 31, 2021 | 23.89% |
| July 31, 2021 | 23.89% |
| June 30, 2021 | 23.89% |
| May 31, 2021 | 23.89% |
| April 30, 2021 | 23.89% |
| March 31, 2021 | 23.89% |
| February 28, 2021 | 23.89% |
| January 31, 2021 | 23.89% |
| December 31, 2020 | 23.89% |
| November 30, 2020 | 23.89% |
| October 31, 2020 | 23.89% |
| September 30, 2020 | 23.89% |
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
15.26%
Minimum
Nov 2019
27.63%
Maximum
Oct 2022
24.97%
Average
23.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.507 |
| Beta (5Y) | 1.158 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.992 |
| Beta (vs YCharts Benchmark) (5Y) | 1.144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.64% |
| Historical Sharpe Ratio (5Y) | -0.0392 |
| Historical Sortino (5Y) | -0.0433 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.32% |