iShares Interest Rate Hedged Corporate Bond ETF (LQDH)

92.74 -0.14 (-0.15%) USD  |  NYSEARCA  |  Dec 31, 16:00
92.74 0.00 (0.00%) After-Hours: 20:00
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LQDH Max Drawdown (5Y): 24.63% for Dec. 31, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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iShares Interest Rate Hedged Long-Term Corp Bd 33.67%
iShares Floating Rate Bond ETF 13.54%
SPDR Bloomberg Investment Grade Floating Rate ETF 14.64%
VanEck IG Floating Rate ETF 17.84%
FlexShares Credit-Scored US Corp Bond Index Fund 15.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.607
Beta (5Y) 0.4047
Alpha (vs YCharts Benchmark) (5Y) 2.592
Beta (vs YCharts Benchmark) (5Y) 0.5154
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.21%
Historical Sharpe Ratio (5Y) 0.1607
Historical Sortino (5Y) 0.1335
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.18%