FlexShares Disciplined Duration MBS ETF (MBSD)
20.14
-0.05
(-0.25%)
USD |
NASDAQ |
May 10, 16:00
20.14
0.00 (0.00%)
After-Hours: 19:27
MBSD Max Drawdown (5Y): 14.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 3.44% |
July 31, 2020 | 3.44% |
June 30, 2020 | 3.44% |
May 31, 2020 | 3.44% |
April 30, 2020 | 3.44% |
March 31, 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
May 2019
14.36%
Maximum
Oct 2022
7.70%
Average
3.44%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5961 |
Beta (5Y) | 0.6789 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5961 |
Beta (vs YCharts Benchmark) (5Y) | 0.6789 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.43% |
Historical Sharpe Ratio (5Y) | -0.4726 |
Historical Sortino (5Y) | -0.6084 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.37% |