iShares Core 5-10 Year USD Bond ETF (IMTB)

42.29 -0.01 (-0.02%) USD  |  NYSEARCA  |  Dec 27, 16:00
42.29 0.00 (0.00%) After-Hours: 20:00
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IMTB Max Drawdown (5Y): 18.15% 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 Total Return Active ETF --
Monarch Ambassador Income Index ETF --
T Rowe Price Total Return ETF --
Vanguard Core-Plus Bond ETF --
Federated Hermes Total Return Bond ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.2835
Beta (5Y) 1.048
Alpha (vs YCharts Benchmark) (5Y) 0.2835
Beta (vs YCharts Benchmark) (5Y) 1.048
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.69%
Historical Sharpe Ratio (5Y) -0.3367
Historical Sortino (5Y) -0.5054
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.43%