iShares 20+ Year Treasury Bond ETF (TLT)
90.74
+0.94
(+1.05%)
USD |
NASDAQ |
Nov 14, 11:35
TLT Max Drawdown (5Y): 48.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.35% |
| September 30, 2024 | 48.35% |
| August 31, 2024 | 48.35% |
| July 31, 2024 | 48.35% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.11% |
| August 31, 2022 | 34.76% |
| July 31, 2022 | 34.76% |
| June 30, 2022 | 34.76% |
| 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% |
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
Nov 2019
48.35%
Maximum
Oct 2023
32.16%
Average
30.36%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.540 |
| Beta (5Y) | 2.192 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.540 |
| Beta (vs YCharts Benchmark) (5Y) | 2.192 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.05% |
| Historical Sharpe Ratio (5Y) | -0.5126 |
| Historical Sortino (5Y) | -0.9342 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.44% |