iShares National Muni Bond ETF (MUB)
117.57
+0.04 (+0.03%)
USD |
Jun 14, 16:59
MUB Max Drawdown (5Y): 13.68% for May 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2021 | 13.68% |
| April 30, 2021 | 13.68% |
| March 31, 2021 | 13.68% |
| February 28, 2021 | 13.68% |
| January 31, 2021 | 13.68% |
| December 31, 2020 | 13.68% |
| November 30, 2020 | 13.68% |
| October 31, 2020 | 13.68% |
| September 30, 2020 | 13.68% |
| August 31, 2020 | 13.68% |
| July 31, 2020 | 13.68% |
| June 30, 2020 | 13.68% |
| May 31, 2020 | 13.68% |
| April 30, 2020 | 13.68% |
| March 31, 2020 | 13.68% |
| February 29, 2020 | 6.70% |
| January 31, 2020 | 6.70% |
| December 31, 2019 | 6.70% |
| November 30, 2019 | 6.70% |
| October 31, 2019 | 6.70% |
| September 30, 2019 | 6.70% |
| August 31, 2019 | 6.70% |
| July 31, 2019 | 6.70% |
| June 30, 2019 | 6.70% |
| May 31, 2019 | 6.70% |
| Date | Value |
|---|---|
| April 30, 2019 | 6.70% |
| March 31, 2019 | 6.70% |
| February 28, 2019 | 6.70% |
| January 31, 2019 | 6.70% |
| December 31, 2018 | 6.70% |
| November 30, 2018 | 6.70% |
| October 31, 2018 | 6.70% |
| September 30, 2018 | 6.70% |
| August 31, 2018 | 6.70% |
| July 31, 2018 | 7.45% |
| June 30, 2018 | 9.34% |
| May 31, 2018 | 9.34% |
| April 30, 2018 | 9.34% |
| March 31, 2018 | 9.74% |
| February 28, 2018 | 9.74% |
| January 31, 2018 | 9.74% |
| December 31, 2017 | 9.74% |
| November 30, 2017 | 9.74% |
| October 31, 2017 | 9.74% |
| September 30, 2017 | 9.74% |
| August 31, 2017 | 9.74% |
| July 31, 2017 | 9.74% |
| June 30, 2017 | 9.74% |
| May 31, 2017 | 9.74% |
| April 30, 2017 | 9.74% |
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
6.70%
Minimum
Aug 2018
13.68%
Maximum
Mar 2020
9.70%
Average
9.74%
Median
Jun 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.381 |
| Beta (5Y) | 1.001 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.75% |
| Historical Sharpe Ratio (5Y) | 0.4479 |
| Historical Sortino (5Y) | 0.4224 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.47% |