iShares Aaa - A Rated Corporate Bond ETF (QLTA)
46.05
-0.42
(-0.90%)
USD |
NYSEARCA |
Apr 15, 16:00
46.06
0.00 (0.00%)
After-Hours: 20:00
QLTA Max Drawdown (5Y): 22.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 22.28% |
| February 29, 2024 | 22.28% |
| January 31, 2024 | 22.28% |
| December 31, 2023 | 22.28% |
| November 30, 2023 | 22.28% |
| October 31, 2023 | 22.28% |
| September 30, 2023 | 22.28% |
| August 31, 2023 | 22.28% |
| July 31, 2023 | 22.28% |
| June 30, 2023 | 22.28% |
| May 31, 2023 | 22.28% |
| April 30, 2023 | 22.28% |
| March 31, 2023 | 22.28% |
| February 28, 2023 | 22.28% |
| January 31, 2023 | 22.28% |
| December 31, 2022 | 22.28% |
| November 30, 2022 | 22.28% |
| October 31, 2022 | 22.28% |
| September 30, 2022 | 20.87% |
| August 31, 2022 | 17.71% |
| July 31, 2022 | 17.71% |
| June 30, 2022 | 17.71% |
| May 31, 2022 | 15.67% |
| April 30, 2022 | 15.24% |
| March 31, 2022 | 15.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 15.24% |
| January 31, 2022 | 15.24% |
| December 31, 2021 | 15.24% |
| November 30, 2021 | 15.24% |
| October 31, 2021 | 15.24% |
| September 30, 2021 | 15.24% |
| August 31, 2021 | 15.24% |
| July 31, 2021 | 15.24% |
| June 30, 2021 | 15.24% |
| May 31, 2021 | 15.24% |
| April 30, 2021 | 15.24% |
| March 31, 2021 | 15.24% |
| February 28, 2021 | 15.24% |
| January 31, 2021 | 15.24% |
| December 31, 2020 | 15.24% |
| November 30, 2020 | 15.24% |
| October 31, 2020 | 15.24% |
| September 30, 2020 | 15.24% |
| August 31, 2020 | 15.24% |
| July 31, 2020 | 15.24% |
| June 30, 2020 | 15.24% |
| May 31, 2020 | 15.24% |
| April 30, 2020 | 15.24% |
| March 31, 2020 | 15.24% |
| February 29, 2020 | 5.63% |
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
5.63%
Minimum
Apr 2019
22.28%
Maximum
Oct 2022
15.81%
Average
15.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9743 |
| Beta (5Y) | 1.301 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.9743 |
| Beta (vs YCharts Benchmark) (5Y) | 1.301 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 8.81% |
| Historical Sharpe Ratio (5Y) | -0.1308 |
| Historical Sortino (5Y) | -0.2054 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.76% |