VanEck International High Yield Bond ETF (IHY)

20.66 0.00 (0.00%) USD  |  NYSEARCA  |  Dec 26, 16:00
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IHY Max Drawdown (5Y): 27.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares International High Yield Bond ETF 32.46%
BondBloxx USD HY Bond Financial & REIT Sctr ETF --
BondBloxx BB Rated USD High Yield Corp Bd ETF --
SPDR Portfolio High Yield Bond ETF 21.97%
JPMorgan BetaBuilders USD High Yield Corp Bd ETF 24.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.006
Beta (5Y) 1.148
Alpha (vs YCharts Benchmark) (5Y) -3.406
Beta (vs YCharts Benchmark) (5Y) 1.142
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.65%
Historical Sharpe Ratio (5Y) -0.0609
Historical Sortino (5Y) -0.0685
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.32%