VictoryShares Core Intermediate Bond ETF (UITB)

45.88 -0.10 (-0.22%) USD  |  NASDAQ  |  Dec 24, 16:00
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UITB Max Drawdown (5Y): 17.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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JPMorgan Active Bond ETF --
iShares Core US Aggregate Bond ETF 18.44%
SPDR Portfolio Aggregate Bond ETF 18.56%
Schwab US Aggregate Bond ETF 18.75%
Fidelity Investment Grade Bond ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.6898
Beta (5Y) 0.9840
Alpha (vs YCharts Benchmark) (5Y) 0.6898
Beta (vs YCharts Benchmark) (5Y) 0.984
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.48%
Historical Sharpe Ratio (5Y) -0.2611
Historical Sortino (5Y) -0.3881
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.16%