iShares Core 1-5 Year USD Bond ETF (ISTB)
48.74
+0.08
(+0.17%)
USD |
NASDAQ |
Sep 27, 16:00
48.74
0.00 (0.00%)
After-Hours: 20:00
ISTB Max Drawdown (5Y): 9.34% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 9.34% |
| July 31, 2024 | 9.34% |
| June 30, 2024 | 9.34% |
| May 31, 2024 | 9.34% |
| April 30, 2024 | 9.34% |
| March 31, 2024 | 9.34% |
| February 29, 2024 | 9.34% |
| January 31, 2024 | 9.34% |
| December 31, 2023 | 9.34% |
| November 30, 2023 | 9.34% |
| October 31, 2023 | 9.34% |
| September 30, 2023 | 9.34% |
| August 31, 2023 | 9.34% |
| July 31, 2023 | 9.34% |
| June 30, 2023 | 9.34% |
| May 31, 2023 | 9.34% |
| April 30, 2023 | 9.34% |
| March 31, 2023 | 9.34% |
| February 28, 2023 | 9.34% |
| January 31, 2023 | 9.34% |
| December 31, 2022 | 9.34% |
| November 30, 2022 | 9.34% |
| October 31, 2022 | 9.34% |
| September 30, 2022 | 8.87% |
| August 31, 2022 | 7.64% |
| Date | Value |
|---|---|
| July 31, 2022 | 7.64% |
| June 30, 2022 | 7.64% |
| May 31, 2022 | 6.08% |
| April 30, 2022 | 6.06% |
| March 31, 2022 | 6.06% |
| February 28, 2022 | 6.06% |
| January 31, 2022 | 6.06% |
| December 31, 2021 | 6.06% |
| November 30, 2021 | 6.06% |
| October 31, 2021 | 6.06% |
| September 30, 2021 | 6.06% |
| August 31, 2021 | 6.06% |
| July 31, 2021 | 6.06% |
| June 30, 2021 | 6.06% |
| May 31, 2021 | 6.06% |
| April 30, 2021 | 6.06% |
| March 31, 2021 | 6.06% |
| February 28, 2021 | 6.06% |
| January 31, 2021 | 6.06% |
| December 31, 2020 | 6.06% |
| November 30, 2020 | 6.06% |
| October 31, 2020 | 6.06% |
| September 30, 2020 | 6.06% |
| August 31, 2020 | 6.06% |
| July 31, 2020 | 6.06% |
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
1.63%
Minimum
Sep 2019
9.34%
Maximum
Oct 2022
7.00%
Average
6.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2863 |
| Beta (5Y) | 0.4487 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2863 |
| Beta (vs YCharts Benchmark) (5Y) | 0.4487 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.25% |
| Historical Sharpe Ratio (5Y) | -0.2301 |
| Historical Sortino (5Y) | -0.3267 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.47% |