Virtus Convertible & Income 2024 Target Term Fund (CBH)
8.93
+0.02
(+0.17%)
USD |
NYSE |
May 16, 16:00
8.93
0.00 (0.00%)
Pre-Market: 20:00
CBH Max Drawdown (5Y): 42.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.46% |
March 31, 2024 | 42.46% |
February 29, 2024 | 42.46% |
January 31, 2024 | 42.46% |
December 31, 2023 | 42.46% |
November 30, 2023 | 42.46% |
October 31, 2023 | 42.46% |
September 30, 2023 | 42.46% |
August 31, 2023 | 42.46% |
July 31, 2023 | 42.46% |
June 30, 2023 | 42.46% |
May 31, 2023 | 42.46% |
April 30, 2023 | 42.46% |
March 31, 2023 | 42.46% |
February 28, 2023 | 42.46% |
January 31, 2023 | 42.46% |
December 31, 2022 | 42.46% |
November 30, 2022 | 42.46% |
October 31, 2022 | 42.46% |
September 30, 2022 | 42.46% |
August 31, 2022 | 42.46% |
July 31, 2022 | 42.46% |
June 30, 2022 | 42.46% |
May 31, 2022 | 42.46% |
April 30, 2022 | 42.46% |
Date | Value |
---|---|
March 31, 2022 | 42.46% |
February 28, 2022 | 42.46% |
January 31, 2022 | 42.46% |
December 31, 2021 | 42.46% |
November 30, 2021 | 42.46% |
October 31, 2021 | 42.46% |
September 30, 2021 | 42.46% |
August 31, 2021 | 42.46% |
July 31, 2021 | 42.46% |
June 30, 2021 | 42.46% |
May 31, 2021 | 42.46% |
April 30, 2021 | 42.46% |
March 31, 2021 | 42.46% |
February 28, 2021 | 42.46% |
January 31, 2021 | 42.46% |
December 31, 2020 | 42.46% |
November 30, 2020 | 42.46% |
October 31, 2020 | 42.46% |
September 30, 2020 | 42.46% |
August 31, 2020 | 42.46% |
July 31, 2020 | 42.46% |
June 30, 2020 | 42.46% |
May 31, 2020 | 42.46% |
April 30, 2020 | 42.46% |
March 31, 2020 | 42.46% |
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
18.30%
Minimum
May 2019
42.46%
Maximum
Mar 2020
38.43%
Average
42.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Virtus Convertible & Income Fund | 56.13% |
Virtus Convertible & Income Fund II | 56.04% |
Bancroft Fund Ltd | 48.78% |
Ellsworth Growth and Income Fund Ltd | 47.25% |
Advent Convertible & Income Fund | 49.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.134 |
Beta (5Y) | 0.4825 |
Alpha (vs YCharts Benchmark) (5Y) | -1.134 |
Beta (vs YCharts Benchmark) (5Y) | 0.4825 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.44% |
Historical Sharpe Ratio (5Y) | 0.2748 |
Historical Sortino (5Y) | 0.2511 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.86% |