PIMCO 25+ Year Zero Coupon US Trs ETF (ZROZ)
71.25
-0.52
(-0.72%)
USD |
NYSEARCA |
Apr 18, 15:52
ZROZ Max Drawdown (5Y): 62.94% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 62.94% |
| February 29, 2024 | 62.94% |
| January 31, 2024 | 62.94% |
| December 31, 2023 | 62.94% |
| November 30, 2023 | 62.94% |
| October 31, 2023 | 62.94% |
| September 30, 2023 | 59.01% |
| August 31, 2023 | 56.78% |
| July 31, 2023 | 56.78% |
| June 30, 2023 | 56.78% |
| May 31, 2023 | 56.78% |
| April 30, 2023 | 56.78% |
| March 31, 2023 | 56.78% |
| February 28, 2023 | 56.78% |
| January 31, 2023 | 56.78% |
| December 31, 2022 | 56.78% |
| November 30, 2022 | 56.78% |
| October 31, 2022 | 56.78% |
| September 30, 2022 | 49.96% |
| August 31, 2022 | 44.71% |
| July 31, 2022 | 44.71% |
| June 30, 2022 | 44.71% |
| May 31, 2022 | 41.78% |
| April 30, 2022 | 37.56% |
| March 31, 2022 | 31.01% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.61% |
| January 31, 2022 | 30.61% |
| December 31, 2021 | 30.61% |
| November 30, 2021 | 30.61% |
| October 31, 2021 | 30.61% |
| September 30, 2021 | 30.61% |
| August 31, 2021 | 30.61% |
| July 31, 2021 | 30.61% |
| June 30, 2021 | 30.61% |
| May 31, 2021 | 30.61% |
| April 30, 2021 | 30.61% |
| March 31, 2021 | 30.61% |
| February 28, 2021 | 27.59% |
| January 31, 2021 | 25.21% |
| December 31, 2020 | 25.21% |
| November 30, 2020 | 25.21% |
| October 31, 2020 | 25.21% |
| September 30, 2020 | 25.21% |
| August 31, 2020 | 25.21% |
| July 31, 2020 | 25.21% |
| June 30, 2020 | 25.21% |
| May 31, 2020 | 25.21% |
| April 30, 2020 | 25.21% |
| March 31, 2020 | 25.82% |
| February 29, 2020 | 25.82% |
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
25.21%
Minimum
Apr 2020
62.94%
Maximum
Oct 2023
38.54%
Average
30.61%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.330 |
| Beta (5Y) | 3.331 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.330 |
| Beta (vs YCharts Benchmark) (5Y) | 3.331 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.26% |
| Historical Sharpe Ratio (5Y) | -0.3205 |
| Historical Sortino (5Y) | -0.62 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |