iShares Short-Term National Muni Bd ETF (SUB)
104.48
+0.03
(+0.03%)
USD |
NYSEARCA |
May 02, 16:00
104.48
0.00 (0.00%)
After-Hours: 20:00
SUB Max Drawdown (5Y): 9.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 9.46% |
March 31, 2024 | 9.46% |
February 29, 2024 | 9.46% |
January 31, 2024 | 9.46% |
December 31, 2023 | 9.46% |
November 30, 2023 | 9.46% |
October 31, 2023 | 9.46% |
September 30, 2023 | 9.46% |
August 31, 2023 | 9.46% |
July 31, 2023 | 9.46% |
June 30, 2023 | 9.46% |
May 31, 2023 | 9.46% |
April 30, 2023 | 9.46% |
March 31, 2023 | 9.46% |
February 28, 2023 | 9.46% |
January 31, 2023 | 9.46% |
December 31, 2022 | 9.46% |
November 30, 2022 | 9.46% |
October 31, 2022 | 9.46% |
September 30, 2022 | 9.46% |
August 31, 2022 | 9.46% |
July 31, 2022 | 9.46% |
June 30, 2022 | 9.46% |
May 31, 2022 | 9.46% |
April 30, 2022 | 9.46% |
Date | Value |
---|---|
March 31, 2022 | 9.46% |
February 28, 2022 | 9.46% |
January 31, 2022 | 9.46% |
December 31, 2021 | 9.46% |
November 30, 2021 | 9.46% |
October 31, 2021 | 9.46% |
September 30, 2021 | 9.46% |
August 31, 2021 | 9.46% |
July 31, 2021 | 9.46% |
June 30, 2021 | 9.46% |
May 31, 2021 | 9.46% |
April 30, 2021 | 9.46% |
March 31, 2021 | 9.46% |
February 28, 2021 | 9.46% |
January 31, 2021 | 9.46% |
December 31, 2020 | 9.46% |
November 30, 2020 | 9.46% |
October 31, 2020 | 9.46% |
September 30, 2020 | 9.46% |
August 31, 2020 | 9.46% |
July 31, 2020 | 9.46% |
June 30, 2020 | 9.46% |
May 31, 2020 | 9.46% |
April 30, 2020 | 9.46% |
March 31, 2020 | 9.46% |
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
1.71%
Minimum
May 2019
9.46%
Maximum
Mar 2020
8.17%
Average
9.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7949 |
Beta (5Y) | 0.3324 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7949 |
Beta (vs YCharts Benchmark) (5Y) | 0.3324 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.04% |
Historical Sharpe Ratio (5Y) | -0.3473 |
Historical Sortino (5Y) | -0.3985 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.11% |