FlexShares Disciplined Duration MBS ETF (MBSD)
20.45
+0.03
(+0.15%)
USD |
NYSEARCA |
Nov 14, 16:00
20.45
0.00 (0.00%)
After-Hours: 20:00
MBSD Max Drawdown (5Y): 14.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 14.36% |
| September 30, 2024 | 14.36% |
| August 31, 2024 | 14.36% |
| July 31, 2024 | 14.36% |
| June 30, 2024 | 14.36% |
| May 31, 2024 | 14.36% |
| April 30, 2024 | 14.36% |
| March 31, 2024 | 14.36% |
| February 29, 2024 | 14.36% |
| January 31, 2024 | 14.36% |
| December 31, 2023 | 14.36% |
| November 30, 2023 | 14.36% |
| October 31, 2023 | 14.36% |
| September 30, 2023 | 14.36% |
| August 31, 2023 | 14.36% |
| July 31, 2023 | 14.36% |
| June 30, 2023 | 14.36% |
| May 31, 2023 | 14.36% |
| April 30, 2023 | 14.36% |
| March 31, 2023 | 14.36% |
| February 28, 2023 | 14.36% |
| January 31, 2023 | 14.36% |
| December 31, 2022 | 14.36% |
| November 30, 2022 | 14.36% |
| October 31, 2022 | 14.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 13.55% |
| August 31, 2022 | 10.80% |
| July 31, 2022 | 10.80% |
| June 30, 2022 | 10.80% |
| May 31, 2022 | 9.23% |
| April 30, 2022 | 9.23% |
| March 31, 2022 | 6.80% |
| February 28, 2022 | 4.36% |
| January 31, 2022 | 3.44% |
| December 31, 2021 | 3.44% |
| November 30, 2021 | 3.44% |
| October 31, 2021 | 3.44% |
| September 30, 2021 | 3.44% |
| August 31, 2021 | 3.44% |
| July 31, 2021 | 3.44% |
| June 30, 2021 | 3.44% |
| May 31, 2021 | 3.44% |
| April 30, 2021 | 3.44% |
| March 31, 2021 | 3.44% |
| February 28, 2021 | 3.44% |
| January 31, 2021 | 3.44% |
| December 31, 2020 | 3.44% |
| November 30, 2020 | 3.44% |
| October 31, 2020 | 3.44% |
| September 30, 2020 | 3.44% |
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
3.44%
Minimum
Nov 2019
14.36%
Maximum
Oct 2022
8.79%
Average
9.23%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Vanguard Mortgage-Backed Secs ETF | 17.47% |
| Blackrock Enhanced Government Fund Inc | 25.85% |
| iShares 3-7 Year Treasury Bond ETF | 14.60% |
| iShares MBS ETF | 17.64% |
| Simplify MBS ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.353 |
| Beta (5Y) | 0.7097 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.353 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.70% |
| Historical Sharpe Ratio (5Y) | -0.4667 |
| Historical Sortino (5Y) | -0.6414 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.37% |