iShares Morningstar Multi-Asset Inc ETF (IYLD)
19.60
-0.02
(-0.12%)
USD |
BATS |
Apr 25, 16:00
IYLD Max Drawdown (5Y): 30.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 30.23% |
February 29, 2024 | 30.23% |
January 31, 2024 | 30.23% |
December 31, 2023 | 30.23% |
November 30, 2023 | 30.23% |
October 31, 2023 | 30.23% |
September 30, 2023 | 30.23% |
August 31, 2023 | 30.23% |
July 31, 2023 | 30.23% |
June 30, 2023 | 30.23% |
May 31, 2023 | 30.23% |
April 30, 2023 | 30.23% |
March 31, 2023 | 30.23% |
February 28, 2023 | 30.23% |
January 31, 2023 | 30.23% |
December 31, 2022 | 30.23% |
November 30, 2022 | 30.23% |
October 31, 2022 | 30.23% |
September 30, 2022 | 30.23% |
August 31, 2022 | 30.23% |
July 31, 2022 | 30.23% |
June 30, 2022 | 30.23% |
May 31, 2022 | 30.23% |
April 30, 2022 | 30.23% |
March 31, 2022 | 30.23% |
Date | Value |
---|---|
February 28, 2022 | 30.23% |
January 31, 2022 | 30.23% |
December 31, 2021 | 30.23% |
November 30, 2021 | 30.23% |
October 31, 2021 | 30.23% |
September 30, 2021 | 30.23% |
August 31, 2021 | 30.23% |
July 31, 2021 | 30.23% |
June 30, 2021 | 30.23% |
May 31, 2021 | 30.23% |
April 30, 2021 | 30.23% |
March 31, 2021 | 30.23% |
February 28, 2021 | 30.23% |
January 31, 2021 | 30.23% |
December 31, 2020 | 30.23% |
November 30, 2020 | 30.23% |
October 31, 2020 | 30.23% |
September 30, 2020 | 30.23% |
August 31, 2020 | 30.23% |
July 31, 2020 | 30.23% |
June 30, 2020 | 30.23% |
May 31, 2020 | 30.23% |
April 30, 2020 | 30.23% |
March 31, 2020 | 30.23% |
February 29, 2020 | 11.74% |
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
11.74%
Minimum
Apr 2019
30.23%
Maximum
Mar 2020
26.84%
Average
30.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.497 |
Beta (5Y) | 0.6234 |
Alpha (vs YCharts Benchmark) (5Y) | -9.497 |
Beta (vs YCharts Benchmark) (5Y) | 0.6234 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.32% |
Historical Sharpe Ratio (5Y) | -0.0949 |
Historical Sortino (5Y) | -0.0887 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.05% |