PIMCO RAFI Dyn Multi-Factor US Eq ETF (MFUS)
52.28
+0.39
(+0.75%)
USD |
NYSEARCA |
Nov 25, 16:00
MFUS Max Drawdown (5Y): 35.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.21% |
| September 30, 2024 | 35.21% |
| August 31, 2024 | 35.21% |
| July 31, 2024 | 35.21% |
| June 30, 2024 | 35.21% |
| May 31, 2024 | 35.21% |
| April 30, 2024 | 35.21% |
| March 31, 2024 | 35.21% |
| February 29, 2024 | 35.21% |
| January 31, 2024 | 35.21% |
| December 31, 2023 | 35.21% |
| November 30, 2023 | 35.21% |
| October 31, 2023 | 35.21% |
| September 30, 2023 | 35.21% |
| August 31, 2023 | 35.21% |
| July 31, 2023 | 35.21% |
| June 30, 2023 | 35.21% |
| May 31, 2023 | 35.21% |
| April 30, 2023 | 35.21% |
| March 31, 2023 | 35.21% |
| February 28, 2023 | 35.21% |
| January 31, 2023 | 35.21% |
| December 31, 2022 | 35.21% |
| November 30, 2022 | 35.21% |
| October 31, 2022 | 35.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.21% |
| August 31, 2022 | 35.21% |
| July 31, 2022 | 35.21% |
| June 30, 2022 | 35.21% |
| May 31, 2022 | 35.21% |
| April 30, 2022 | 35.21% |
| March 31, 2022 | 35.21% |
| February 28, 2022 | 35.21% |
| January 31, 2022 | 35.21% |
| December 31, 2021 | 35.21% |
| November 30, 2021 | 35.21% |
| October 31, 2021 | 35.21% |
| September 30, 2021 | 35.21% |
| August 31, 2021 | 35.21% |
| July 31, 2021 | 35.21% |
| June 30, 2021 | 35.21% |
| May 31, 2021 | 35.21% |
| April 30, 2021 | 35.21% |
| March 31, 2021 | 35.21% |
| February 28, 2021 | 35.21% |
| January 31, 2021 | 35.21% |
| December 31, 2020 | 35.21% |
| November 30, 2020 | 35.21% |
| October 31, 2020 | 35.21% |
| September 30, 2020 | 35.21% |
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
19.63%
Minimum
Nov 2019
35.21%
Maximum
Mar 2020
34.17%
Average
35.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.757 |
| Beta (5Y) | 0.9378 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.757 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9378 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.41% |
| Historical Sharpe Ratio (5Y) | 0.562 |
| Historical Sortino (5Y) | 0.5886 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.10% |