iShares 10-20 Year Treasury Bond ETF (TLH)
102.26
+0.73
(+0.72%)
USD |
NYSEARCA |
Nov 14, 11:29
TLH Max Drawdown (5Y): 41.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.13% |
| September 30, 2024 | 41.13% |
| August 31, 2024 | 41.13% |
| July 31, 2024 | 41.13% |
| June 30, 2024 | 41.13% |
| May 31, 2024 | 41.13% |
| April 30, 2024 | 41.13% |
| March 31, 2024 | 41.13% |
| February 29, 2024 | 41.13% |
| January 31, 2024 | 41.13% |
| December 31, 2023 | 41.13% |
| November 30, 2023 | 41.13% |
| October 31, 2023 | 41.13% |
| September 30, 2023 | 38.23% |
| August 31, 2023 | 38.23% |
| July 31, 2023 | 38.23% |
| June 30, 2023 | 38.23% |
| May 31, 2023 | 38.23% |
| April 30, 2023 | 38.23% |
| March 31, 2023 | 38.23% |
| February 28, 2023 | 38.23% |
| January 31, 2023 | 38.23% |
| December 31, 2022 | 38.23% |
| November 30, 2022 | 38.23% |
| October 31, 2022 | 38.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.87% |
| August 31, 2022 | 30.75% |
| July 31, 2022 | 30.75% |
| June 30, 2022 | 30.75% |
| May 31, 2022 | 28.03% |
| April 30, 2022 | 25.66% |
| March 31, 2022 | 20.74% |
| February 28, 2022 | 17.83% |
| January 31, 2022 | 17.83% |
| December 31, 2021 | 17.83% |
| November 30, 2021 | 17.83% |
| October 31, 2021 | 17.83% |
| September 30, 2021 | 17.83% |
| August 31, 2021 | 17.83% |
| July 31, 2021 | 17.83% |
| June 30, 2021 | 17.83% |
| May 31, 2021 | 17.83% |
| April 30, 2021 | 17.83% |
| March 31, 2021 | 17.83% |
| February 28, 2021 | 15.85% |
| January 31, 2021 | 11.83% |
| December 31, 2020 | 11.83% |
| November 30, 2020 | 11.83% |
| October 31, 2020 | 11.83% |
| September 30, 2020 | 11.83% |
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
11.56%
Minimum
Nov 2019
41.13%
Maximum
Oct 2023
26.68%
Average
26.84%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.785 |
| Beta (5Y) | 1.875 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.785 |
| Beta (vs YCharts Benchmark) (5Y) | 1.875 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.04% |
| Historical Sharpe Ratio (5Y) | -0.5099 |
| Historical Sortino (5Y) | -0.8822 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.26% |