iShares 20+ Year Treasury Bond ETF (TLT)
93.02
+0.75
(+0.81%)
USD |
NASDAQ |
Jul 26, 16:00
92.88
-0.14
(-0.15%)
After-Hours: 20:00
TLT Max Drawdown (5Y): 48.35% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 48.35% |
May 31, 2024 | 48.35% |
April 30, 2024 | 48.35% |
March 31, 2024 | 48.35% |
February 29, 2024 | 48.35% |
January 31, 2024 | 48.35% |
December 31, 2023 | 48.35% |
November 30, 2023 | 48.35% |
October 31, 2023 | 48.35% |
September 30, 2023 | 45.01% |
August 31, 2023 | 44.14% |
July 31, 2023 | 44.14% |
June 30, 2023 | 44.14% |
May 31, 2023 | 44.14% |
April 30, 2023 | 44.14% |
March 31, 2023 | 44.14% |
February 28, 2023 | 44.14% |
January 31, 2023 | 44.14% |
December 31, 2022 | 44.14% |
November 30, 2022 | 44.14% |
October 31, 2022 | 44.14% |
September 30, 2022 | 39.11% |
August 31, 2022 | 34.76% |
July 31, 2022 | 34.76% |
June 30, 2022 | 34.76% |
Date | Value |
---|---|
May 31, 2022 | 31.97% |
April 30, 2022 | 28.75% |
March 31, 2022 | 23.24% |
February 28, 2022 | 21.34% |
January 31, 2022 | 21.34% |
December 31, 2021 | 21.34% |
November 30, 2021 | 21.34% |
October 31, 2021 | 21.34% |
September 30, 2021 | 21.34% |
August 31, 2021 | 21.34% |
July 31, 2021 | 21.34% |
June 30, 2021 | 21.34% |
May 31, 2021 | 21.34% |
April 30, 2021 | 21.34% |
March 31, 2021 | 21.34% |
February 28, 2021 | 18.73% |
January 31, 2021 | 17.88% |
December 31, 2020 | 17.88% |
November 30, 2020 | 17.88% |
October 31, 2020 | 17.88% |
September 30, 2020 | 17.88% |
August 31, 2020 | 17.88% |
July 31, 2020 | 17.88% |
June 30, 2020 | 17.88% |
May 31, 2020 | 17.88% |
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
17.88%
Minimum
Jul 2019
48.35%
Maximum
Oct 2023
30.13%
Average
21.34%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.617 |
Beta (5Y) | 2.298 |
Alpha (vs YCharts Benchmark) (5Y) | -1.617 |
Beta (vs YCharts Benchmark) (5Y) | 2.298 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.80% |
Historical Sharpe Ratio (5Y) | -0.4486 |
Historical Sortino (5Y) | -0.8182 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.44% |