iShares MBS ETF (MBB)
92.70
+0.31
(+0.34%)
USD |
NASDAQ |
Nov 14, 12:39
MBB Max Drawdown (5Y): 17.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 17.64% |
| September 30, 2024 | 17.64% |
| August 31, 2024 | 17.64% |
| July 31, 2024 | 17.64% |
| June 30, 2024 | 17.64% |
| May 31, 2024 | 17.64% |
| April 30, 2024 | 17.64% |
| March 31, 2024 | 17.64% |
| February 29, 2024 | 17.64% |
| January 31, 2024 | 17.64% |
| December 31, 2023 | 17.64% |
| November 30, 2023 | 17.64% |
| October 31, 2023 | 17.64% |
| September 30, 2023 | 17.64% |
| August 31, 2023 | 17.64% |
| July 31, 2023 | 17.64% |
| June 30, 2023 | 17.64% |
| May 31, 2023 | 17.64% |
| April 30, 2023 | 17.64% |
| March 31, 2023 | 17.64% |
| February 28, 2023 | 17.64% |
| January 31, 2023 | 17.64% |
| December 31, 2022 | 17.64% |
| November 30, 2022 | 17.64% |
| October 31, 2022 | 17.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 16.11% |
| August 31, 2022 | 12.97% |
| July 31, 2022 | 12.97% |
| June 30, 2022 | 12.97% |
| May 31, 2022 | 10.70% |
| April 30, 2022 | 10.22% |
| March 31, 2022 | 7.50% |
| February 28, 2022 | 5.05% |
| January 31, 2022 | 4.32% |
| December 31, 2021 | 4.32% |
| November 30, 2021 | 4.32% |
| October 31, 2021 | 4.32% |
| September 30, 2021 | 4.32% |
| August 31, 2021 | 4.32% |
| July 31, 2021 | 4.32% |
| June 30, 2021 | 4.32% |
| May 31, 2021 | 4.32% |
| April 30, 2021 | 4.32% |
| March 31, 2021 | 4.32% |
| February 28, 2021 | 4.32% |
| January 31, 2021 | 4.32% |
| December 31, 2020 | 4.32% |
| November 30, 2020 | 4.32% |
| October 31, 2020 | 4.32% |
| September 30, 2020 | 4.32% |
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
3.43%
Minimum
Nov 2019
17.64%
Maximum
Oct 2023
10.71%
Average
10.46%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4139 |
| Beta (5Y) | 1.001 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.4139 |
| Beta (vs YCharts Benchmark) (5Y) | 1.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.50% |
| Historical Sharpe Ratio (5Y) | -0.4636 |
| Historical Sortino (5Y) | -0.6434 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.39% |