iShares 1-3 Year International TrsBd ETF (ISHG)
69.72
+0.44
(+0.64%)
USD |
NASDAQ |
May 03, 16:00
ISHG Max Drawdown (5Y): 25.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 25.56% |
| March 31, 2024 | 25.56% |
| February 29, 2024 | 25.56% |
| January 31, 2024 | 25.56% |
| December 31, 2023 | 25.56% |
| November 30, 2023 | 25.56% |
| October 31, 2023 | 25.56% |
| September 30, 2023 | 25.56% |
| August 31, 2023 | 25.56% |
| July 31, 2023 | 25.56% |
| June 30, 2023 | 25.56% |
| May 31, 2023 | 25.56% |
| April 30, 2023 | 25.56% |
| March 31, 2023 | 25.56% |
| February 28, 2023 | 25.56% |
| January 31, 2023 | 25.56% |
| December 31, 2022 | 25.56% |
| November 30, 2022 | 25.56% |
| October 31, 2022 | 25.56% |
| September 30, 2022 | 25.56% |
| August 31, 2022 | 21.00% |
| July 31, 2022 | 20.67% |
| June 30, 2022 | 19.16% |
| May 31, 2022 | 17.32% |
| April 30, 2022 | 17.01% |
| Date | Value |
|---|---|
| March 31, 2022 | 17.73% |
| February 28, 2022 | 19.64% |
| January 31, 2022 | 20.16% |
| December 31, 2021 | 21.24% |
| November 30, 2021 | 21.24% |
| October 31, 2021 | 22.18% |
| September 30, 2021 | 23.30% |
| August 31, 2021 | 23.30% |
| July 31, 2021 | 23.30% |
| June 30, 2021 | 23.30% |
| May 31, 2021 | 23.30% |
| April 30, 2021 | 23.30% |
| March 31, 2021 | 23.30% |
| February 28, 2021 | 23.30% |
| January 31, 2021 | 23.30% |
| December 31, 2020 | 23.71% |
| November 30, 2020 | 25.36% |
| October 31, 2020 | 25.95% |
| September 30, 2020 | 26.13% |
| August 31, 2020 | 26.90% |
| July 31, 2020 | 26.90% |
| June 30, 2020 | 26.90% |
| May 31, 2020 | 26.90% |
| April 30, 2020 | 26.90% |
| March 31, 2020 | 26.90% |
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
17.01%
Minimum
Apr 2022
26.90%
Maximum
May 2019
24.50%
Average
25.56%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.519 |
| Beta (5Y) | 0.8724 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.275 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8652 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.07% |
| Historical Sharpe Ratio (5Y) | -0.6283 |
| Historical Sortino (5Y) | -1.040 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.44% |