iShares TIPS Bond ETF (TIP)
105.94
+0.10
(+0.10%)
USD |
NYSEARCA |
May 09, 10:20
TIP Max Drawdown (5Y): 14.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 14.48% |
| March 31, 2024 | 14.48% |
| February 29, 2024 | 14.48% |
| January 31, 2024 | 14.48% |
| December 31, 2023 | 14.48% |
| November 30, 2023 | 14.48% |
| October 31, 2023 | 14.48% |
| September 30, 2023 | 14.34% |
| August 31, 2023 | 14.34% |
| July 31, 2023 | 14.34% |
| June 30, 2023 | 14.34% |
| May 31, 2023 | 14.34% |
| April 30, 2023 | 14.34% |
| March 31, 2023 | 14.34% |
| February 28, 2023 | 14.34% |
| January 31, 2023 | 14.34% |
| December 31, 2022 | 14.34% |
| November 30, 2022 | 14.34% |
| October 31, 2022 | 14.34% |
| September 30, 2022 | 14.34% |
| August 31, 2022 | 11.20% |
| July 31, 2022 | 11.20% |
| June 30, 2022 | 11.20% |
| May 31, 2022 | 11.20% |
| April 30, 2022 | 11.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 11.20% |
| February 28, 2022 | 11.20% |
| January 31, 2022 | 11.20% |
| December 31, 2021 | 11.20% |
| November 30, 2021 | 11.20% |
| October 31, 2021 | 11.20% |
| September 30, 2021 | 11.20% |
| August 31, 2021 | 11.20% |
| July 31, 2021 | 11.20% |
| June 30, 2021 | 11.20% |
| May 31, 2021 | 11.20% |
| April 30, 2021 | 11.20% |
| March 31, 2021 | 11.20% |
| February 28, 2021 | 11.20% |
| January 31, 2021 | 11.20% |
| December 31, 2020 | 11.20% |
| November 30, 2020 | 11.20% |
| October 31, 2020 | 11.20% |
| September 30, 2020 | 11.20% |
| August 31, 2020 | 11.20% |
| July 31, 2020 | 11.20% |
| June 30, 2020 | 11.20% |
| May 31, 2020 | 11.20% |
| April 30, 2020 | 11.20% |
| March 31, 2020 | 11.20% |
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
8.73%
Minimum
May 2019
14.48%
Maximum
Oct 2023
11.85%
Average
11.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SPDR® Portfolio TIPS ETF | 15.36% |
| Schwab US TIPS ETF™ | 14.25% |
| PIMCO 15+ Year US TIPS ETF | 40.96% |
| PIMCO Broad US TIPS ETF | 15.39% |
| FlexShares iBoxx 5Yr Target Dur TIPS ETF | 12.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.712 |
| Beta (5Y) | 0.8546 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.712 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8546 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.23% |
| Historical Sharpe Ratio (5Y) | -0.0275 |
| Historical Sortino (5Y) | -0.0355 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.89% |