iShares Core 5-10 Year USD Bond ETF (IMTB)
41.68
+0.03
(+0.06%)
USD |
NYSEARCA |
Apr 22, 16:00
41.66
-0.02
(-0.04%)
After-Hours: 20:00
IMTB Max Drawdown (5Y): 18.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 18.15% |
| February 29, 2024 | 18.15% |
| January 31, 2024 | 18.15% |
| December 31, 2023 | 18.15% |
| November 30, 2023 | 18.15% |
| October 31, 2023 | 18.15% |
| September 30, 2023 | 18.15% |
| August 31, 2023 | 18.15% |
| July 31, 2023 | 18.15% |
| June 30, 2023 | 18.15% |
| May 31, 2023 | 18.15% |
| April 30, 2023 | 18.15% |
| March 31, 2023 | 18.15% |
| February 28, 2023 | 18.15% |
| January 31, 2023 | 18.15% |
| December 31, 2022 | 18.15% |
| November 30, 2022 | 18.15% |
| October 31, 2022 | 18.15% |
| September 30, 2022 | 16.70% |
| August 31, 2022 | 14.14% |
| July 31, 2022 | 14.14% |
| June 30, 2022 | 14.14% |
| May 31, 2022 | 11.58% |
| April 30, 2022 | 10.74% |
| March 31, 2022 | 7.93% |
| Date | Value |
|---|---|
| February 28, 2022 | 6.17% |
| January 31, 2022 | 6.17% |
| December 31, 2021 | 6.17% |
| November 30, 2021 | 6.17% |
| October 31, 2021 | 6.17% |
| September 30, 2021 | 6.17% |
| August 31, 2021 | 6.17% |
| July 31, 2021 | 6.17% |
| June 30, 2021 | 6.17% |
| May 31, 2021 | 6.17% |
| April 30, 2021 | 6.17% |
| March 31, 2021 | 6.17% |
| February 28, 2021 | 6.17% |
| January 31, 2021 | 6.17% |
| December 31, 2020 | 6.17% |
| November 30, 2020 | 6.17% |
| October 31, 2020 | 6.17% |
| September 30, 2020 | 6.17% |
| August 31, 2020 | 6.17% |
| July 31, 2020 | 6.17% |
| June 30, 2020 | 6.17% |
| May 31, 2020 | 6.17% |
| April 30, 2020 | 6.17% |
| March 31, 2020 | 6.17% |
| February 29, 2020 | 4.05% |
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
4.05%
Minimum
Apr 2019
18.15%
Maximum
Oct 2022
10.14%
Average
6.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1138 |
| Beta (5Y) | 1.019 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.1138 |
| Beta (vs YCharts Benchmark) (5Y) | 1.019 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.36% |
| Historical Sharpe Ratio (5Y) | -0.2796 |
| Historical Sortino (5Y) | -0.3866 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.43% |