iShares Short Treasury Bond ETF (SHV)
110.28
0.00 (0.00%)
USD |
NASDAQ |
Nov 14, 16:00
110.28
0.00 (0.00%)
After-Hours: 18:07
SHV Max Drawdown (5Y): 0.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 0.45% |
| September 30, 2024 | 0.45% |
| August 31, 2024 | 0.45% |
| July 31, 2024 | 0.45% |
| June 30, 2024 | 0.45% |
| May 31, 2024 | 0.45% |
| April 30, 2024 | 0.45% |
| March 31, 2024 | 0.45% |
| February 29, 2024 | 0.45% |
| January 31, 2024 | 0.45% |
| December 31, 2023 | 0.45% |
| November 30, 2023 | 0.45% |
| October 31, 2023 | 0.45% |
| September 30, 2023 | 0.45% |
| August 31, 2023 | 0.45% |
| July 31, 2023 | 0.45% |
| June 30, 2023 | 0.45% |
| May 31, 2023 | 0.45% |
| April 30, 2023 | 0.45% |
| March 31, 2023 | 0.45% |
| February 28, 2023 | 0.45% |
| January 31, 2023 | 0.45% |
| December 31, 2022 | 0.45% |
| November 30, 2022 | 0.45% |
| October 31, 2022 | 0.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 0.45% |
| August 31, 2022 | 0.45% |
| July 31, 2022 | 0.45% |
| June 30, 2022 | 0.45% |
| May 31, 2022 | 0.35% |
| April 30, 2022 | 0.34% |
| March 31, 2022 | 0.31% |
| February 28, 2022 | 0.29% |
| January 31, 2022 | 0.22% |
| December 31, 2021 | 0.16% |
| November 30, 2021 | 0.16% |
| October 31, 2021 | 0.11% |
| September 30, 2021 | 0.11% |
| August 31, 2021 | 0.11% |
| July 31, 2021 | 0.11% |
| June 30, 2021 | 0.11% |
| May 31, 2021 | 0.11% |
| April 30, 2021 | 0.11% |
| March 31, 2021 | 0.11% |
| February 28, 2021 | 0.11% |
| January 31, 2021 | 0.11% |
| December 31, 2020 | 0.11% |
| November 30, 2020 | 0.11% |
| October 31, 2020 | 0.11% |
| September 30, 2020 | 0.12% |
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
0.11%
Minimum
Oct 2020
0.45%
Maximum
Jun 2022
0.29%
Average
0.34%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0518 |
| Beta (5Y) | 0.0324 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0518 |
| Beta (vs YCharts Benchmark) (5Y) | 0.0324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 0.73% |
| Historical Sharpe Ratio (5Y) | -0.1871 |
| Historical Sortino (5Y) | -1.258 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 0.05% |