High Income Securities Fund (PCF)

6.46 -0.06 (-0.92%) USD  |  NYSE  |  Dec 27, 16:00
6.49 +0.03 (+0.46%) After-Hours: 20:00
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PCF Max Drawdown (5Y): 45.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Median

Max Drawdown (5Y) Benchmarks

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Virtus AllianzGI Diversified Income & Convertible Fund 53.61%
Franklin Income Focus ETF --
Trajan Wealth Income Opportunities ETF --
TrueShares Active Yield ETF --
First Trust Multi-Asset Diversified Income Idx Fd 48.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.894
Beta (5Y) 0.9446
Alpha (vs YCharts Benchmark) (5Y) 10.27
Beta (vs YCharts Benchmark) (5Y) 1.450
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.78%
Historical Sharpe Ratio (5Y) 0.1985
Historical Sortino (5Y) 0.2241
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.54%