PIMCO Dynamic Income (PDI)
27.45
-0.05 (-0.18%)
USD |
Feb 26, 20:00
PDI Max Drawdown (5Y): 46.44% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2021 | 46.44% |
| December 31, 2020 | 46.44% |
| November 30, 2020 | 46.44% |
| October 31, 2020 | 46.44% |
| September 30, 2020 | 46.44% |
| August 31, 2020 | 46.44% |
| July 31, 2020 | 46.44% |
| June 30, 2020 | 46.44% |
| May 31, 2020 | 46.44% |
| April 30, 2020 | 46.44% |
| March 31, 2020 | 46.44% |
| February 29, 2020 | 17.80% |
| January 31, 2020 | 17.80% |
| December 31, 2019 | 17.80% |
| November 30, 2019 | 17.80% |
| October 31, 2019 | 17.80% |
| September 30, 2019 | 17.80% |
| August 31, 2019 | 17.80% |
| July 31, 2019 | 17.80% |
| June 30, 2019 | 17.80% |
| May 31, 2019 | 17.80% |
| April 30, 2019 | 17.80% |
| March 31, 2019 | 17.80% |
| February 28, 2019 | 17.80% |
| January 31, 2019 | 17.80% |
| Date | Value |
|---|---|
| December 31, 2018 | 17.80% |
| November 30, 2018 | 10.93% |
| October 31, 2018 | 9.75% |
| September 30, 2018 | 8.77% |
| August 31, 2018 | 8.77% |
| July 31, 2018 | 10.89% |
| June 30, 2018 | 13.91% |
| May 31, 2018 | 14.79% |
| April 30, 2018 | 15.70% |
| March 31, 2018 | 15.70% |
| February 28, 2018 | 15.70% |
| January 31, 2018 | 15.70% |
| December 31, 2017 | 15.70% |
| November 30, 2017 | 15.70% |
| October 31, 2017 | 15.70% |
| September 30, 2017 | 15.70% |
| August 31, 2017 | 15.70% |
| July 31, 2017 | 15.70% |
| June 30, 2017 | 15.70% |
| May 31, 2017 | 15.70% |
| April 30, 2017 | 15.70% |
| March 31, 2017 | 15.70% |
| February 28, 2017 | 15.70% |
| January 31, 2017 | 15.70% |
| December 31, 2016 | 15.70% |
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
8.77%
Minimum
Aug 2018
46.44%
Maximum
Mar 2020
21.42%
Average
15.70%
Median
Mar 2016
Max Drawdown (5Y) Benchmarks
| PIMCO Dynamic Credit and Mortgage Inc | 43.54% |
| PIMCO Income Opportunity | 48.52% |
| EV Limited Duration Income | 40.40% |
| PIMCO Corporate & Income Opps | 46.52% |
| Franklin Limited Duration Income Trust | 36.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.226 |
| Beta (5Y) | 0.8916 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.47% |
| Historical Sharpe Ratio (5Y) | 0.5863 |
| Historical Sortino (5Y) | 0.455 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.17% |