PIMCO 15+ Year US TIPS ETF (LTPZ)
68.12
-0.30 (-0.44%)
USD |
NYSEARCA |
Aug 19, 16:00
68.12
0.00 (0.00%)
After-Hours: 18:57
LTPZ Max Drawdown (5Y): 27.61% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 27.61% |
| June 30, 2022 | 27.61% |
| May 31, 2022 | 22.65% |
| April 30, 2022 | 22.60% |
| March 31, 2022 | 22.60% |
| February 28, 2022 | 22.60% |
| January 31, 2022 | 22.60% |
| December 31, 2021 | 22.60% |
| November 30, 2021 | 22.60% |
| October 31, 2021 | 22.60% |
| September 30, 2021 | 22.60% |
| August 31, 2021 | 22.60% |
| July 31, 2021 | 22.60% |
| June 30, 2021 | 22.60% |
| May 31, 2021 | 22.60% |
| April 30, 2021 | 22.60% |
| March 31, 2021 | 22.60% |
| February 28, 2021 | 22.60% |
| January 31, 2021 | 22.60% |
| December 31, 2020 | 22.60% |
| November 30, 2020 | 22.60% |
| October 31, 2020 | 22.60% |
| September 30, 2020 | 22.60% |
| August 31, 2020 | 22.60% |
| July 31, 2020 | 22.60% |
| Date | Value |
|---|---|
| June 30, 2020 | 22.60% |
| May 31, 2020 | 22.60% |
| April 30, 2020 | 22.60% |
| March 31, 2020 | 22.60% |
| February 29, 2020 | 15.97% |
| January 31, 2020 | 15.97% |
| December 31, 2019 | 15.97% |
| November 30, 2019 | 15.97% |
| October 31, 2019 | 15.97% |
| September 30, 2019 | 15.97% |
| August 31, 2019 | 15.97% |
| July 31, 2019 | 15.97% |
| June 30, 2019 | 15.97% |
| May 31, 2019 | 15.97% |
| April 30, 2019 | 15.97% |
| March 31, 2019 | 15.97% |
| February 28, 2019 | 15.97% |
| January 31, 2019 | 17.32% |
| December 31, 2018 | 18.80% |
| November 30, 2018 | 19.96% |
| October 31, 2018 | 21.45% |
| September 30, 2018 | 22.29% |
| August 31, 2018 | 22.29% |
| July 31, 2018 | 22.29% |
| June 30, 2018 | 22.67% |
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
15.97%
Minimum
Feb 2019
27.61%
Maximum
Jun 2022
21.11%
Average
22.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| PIMCO Broad US TIPS ETF | 10.85% |
| FlexShares iBoxx 5Yr Target Dur TIPS ETF | 9.61% |
| Invesco 1-30 Laddered Treasury ETF | 24.07% |
| IQ Real Return ETF | 8.84% |
| SPDR® Portfolio TIPS ETF | 10.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.949 |
| Beta (5Y) | 2.506 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.73% |
| Historical Sharpe Ratio (5Y) | 0.3446 |
| Historical Sortino (5Y) | 0.4979 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.11% |