iShares Broad USD High Yield Corporate Bond ETF (USHY)

36.74 -0.10 (-0.26%) USD  |  BATS  |  Dec 27, 16:00
36.74 0.00 (0.00%) After-Hours: 20:00
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USHY Max Drawdown (5Y): 22.44% 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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iShares 0-5 Year High Yield Corporate Bond ETF 19.27%
iShares iBoxx $ High Yield Corporate Bond ETF 22.03%
SPDR Bloomberg High Yield Bond ETF 22.90%
iShares iBonds 2026 Term High Yield and Income ETF --
iShares iBonds 2029 Term High Yield and Income ETF --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.536
Beta (5Y) 0.9959
Alpha (vs YCharts Benchmark) (5Y) -0.306
Beta (vs YCharts Benchmark) (5Y) 1.054
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.47%
Historical Sharpe Ratio (5Y) 0.203
Historical Sortino (5Y) 0.1946
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.84%