iShares JP Morgan EM Local Ccy Bd ETF (LEMB)
36.06
+0.04
(+0.11%)
USD |
NYSEARCA |
May 08, 13:07
LEMB Max Drawdown (5Y): 29.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 29.09% |
| March 31, 2024 | 29.09% |
| February 29, 2024 | 29.09% |
| January 31, 2024 | 29.09% |
| December 31, 2023 | 29.09% |
| November 30, 2023 | 29.09% |
| October 31, 2023 | 29.09% |
| September 30, 2023 | 29.09% |
| August 31, 2023 | 29.09% |
| July 31, 2023 | 29.09% |
| June 30, 2023 | 29.09% |
| May 31, 2023 | 29.09% |
| April 30, 2023 | 29.09% |
| March 31, 2023 | 29.09% |
| February 28, 2023 | 29.09% |
| January 31, 2023 | 29.09% |
| December 31, 2022 | 29.09% |
| November 30, 2022 | 29.09% |
| October 31, 2022 | 29.09% |
| September 30, 2022 | 28.61% |
| August 31, 2022 | 27.67% |
| July 31, 2022 | 27.67% |
| June 30, 2022 | 25.22% |
| May 31, 2022 | 24.94% |
| April 30, 2022 | 24.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 24.94% |
| February 28, 2022 | 24.94% |
| January 31, 2022 | 24.94% |
| December 31, 2021 | 24.94% |
| November 30, 2021 | 24.94% |
| October 31, 2021 | 24.94% |
| September 30, 2021 | 24.94% |
| August 31, 2021 | 24.94% |
| July 31, 2021 | 24.94% |
| June 30, 2021 | 24.94% |
| May 31, 2021 | 24.94% |
| April 30, 2021 | 24.94% |
| March 31, 2021 | 24.94% |
| February 28, 2021 | 24.94% |
| January 31, 2021 | 24.94% |
| December 31, 2020 | 24.94% |
| November 30, 2020 | 24.94% |
| October 31, 2020 | 25.77% |
| September 30, 2020 | 25.77% |
| August 31, 2020 | 25.77% |
| July 31, 2020 | 25.77% |
| June 30, 2020 | 25.77% |
| May 31, 2020 | 25.77% |
| April 30, 2020 | 25.77% |
| March 31, 2020 | 25.77% |
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
24.94%
Minimum
Nov 2020
29.09%
Maximum
Oct 2022
26.66%
Average
25.77%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.271 |
| Beta (5Y) | 0.956 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.917 |
| Beta (vs YCharts Benchmark) (5Y) | 1.051 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.92% |
| Historical Sharpe Ratio (5Y) | -0.3673 |
| Historical Sortino (5Y) | -0.4471 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.24% |