iShares National Muni Bond ETF (MUB)
107.22
-0.09 (-0.08%)
USD |
NYSEARCA |
Aug 18, 15:08
MUB Max Drawdown (5Y): 13.68% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 13.68% |
| June 30, 2022 | 13.68% |
| May 31, 2022 | 13.68% |
| April 30, 2022 | 13.68% |
| March 31, 2022 | 13.68% |
| February 28, 2022 | 13.68% |
| January 31, 2022 | 13.68% |
| December 31, 2021 | 13.68% |
| November 30, 2021 | 13.68% |
| October 31, 2021 | 13.68% |
| September 30, 2021 | 13.68% |
| August 31, 2021 | 13.68% |
| July 31, 2021 | 13.68% |
| June 30, 2021 | 13.68% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
10.62%
Average
9.74%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0358 |
| Beta (5Y) | 0.9234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.01% |
| Historical Sharpe Ratio (5Y) | 0.1677 |
| Historical Sortino (5Y) | 0.173 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.25% |