iShares Core Total USD Bond Market ETF (IUSB)
45.15
-0.06
(-0.13%)
USD |
NASDAQ |
Mar 18, 16:00
45.16
0.00 (0.00%)
After-Hours: 20:00
IUSB Max Drawdown (5Y): 17.90% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 17.90% |
January 31, 2024 | 17.90% |
December 31, 2023 | 17.90% |
November 30, 2023 | 17.90% |
October 31, 2023 | 17.90% |
September 30, 2023 | 17.90% |
August 31, 2023 | 17.90% |
July 31, 2023 | 17.90% |
June 30, 2023 | 17.90% |
May 31, 2023 | 17.90% |
April 30, 2023 | 17.90% |
March 31, 2023 | 17.90% |
February 28, 2023 | 17.90% |
January 31, 2023 | 17.90% |
December 31, 2022 | 17.90% |
November 30, 2022 | 17.90% |
October 31, 2022 | 17.90% |
September 30, 2022 | 16.59% |
August 31, 2022 | 14.03% |
July 31, 2022 | 14.03% |
June 30, 2022 | 14.03% |
May 31, 2022 | 11.75% |
April 30, 2022 | 10.80% |
March 31, 2022 | 9.90% |
February 28, 2022 | 9.90% |
Date | Value |
---|---|
January 31, 2022 | 9.90% |
December 31, 2021 | 9.90% |
November 30, 2021 | 9.90% |
October 31, 2021 | 9.90% |
September 30, 2021 | 9.90% |
August 31, 2021 | 9.90% |
July 31, 2021 | 9.90% |
June 30, 2021 | 9.90% |
May 31, 2021 | 9.90% |
April 30, 2021 | 9.90% |
March 31, 2021 | 9.90% |
February 28, 2021 | 9.90% |
January 31, 2021 | 9.90% |
December 31, 2020 | 9.90% |
November 30, 2020 | 9.90% |
October 31, 2020 | 9.90% |
September 30, 2020 | 9.90% |
August 31, 2020 | 9.90% |
July 31, 2020 | 9.90% |
June 30, 2020 | 9.90% |
May 31, 2020 | 9.90% |
April 30, 2020 | 9.90% |
March 31, 2020 | 9.90% |
February 29, 2020 | 4.01% |
January 31, 2020 | 4.01% |
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
4.01%
Minimum
Mar 2019
17.90%
Maximum
Oct 2022
11.35%
Average
9.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2635 |
Beta (5Y) | 1.009 |
Alpha (vs YCharts Benchmark) (5Y) | 0.2635 |
Beta (vs YCharts Benchmark) (5Y) | 1.009 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.44% |
Historical Sharpe Ratio (5Y) | -0.1461 |
Historical Sortino (5Y) | -0.2173 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.12% |