PIMCO Income Strategy Fund (PFL)
11.65
+0.04 (+0.34%)
USD |
Feb 26, 20:00
PFL Max Drawdown (5Y): 48.39% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2021 | 48.39% |
| December 31, 2020 | 48.39% |
| November 30, 2020 | 48.39% |
| October 31, 2020 | 48.39% |
| September 30, 2020 | 48.39% |
| August 31, 2020 | 48.39% |
| July 31, 2020 | 48.39% |
| June 30, 2020 | 48.39% |
| May 31, 2020 | 48.39% |
| April 30, 2020 | 48.39% |
| March 31, 2020 | 48.39% |
| February 29, 2020 | 18.95% |
| January 31, 2020 | 18.95% |
| December 31, 2019 | 18.95% |
| November 30, 2019 | 18.95% |
| October 31, 2019 | 18.95% |
| September 30, 2019 | 18.95% |
| August 31, 2019 | 18.95% |
| July 31, 2019 | 18.95% |
| June 30, 2019 | 18.95% |
| May 31, 2019 | 18.95% |
| April 30, 2019 | 18.95% |
| March 31, 2019 | 18.95% |
| February 28, 2019 | 18.95% |
| January 31, 2019 | 18.95% |
| Date | Value |
|---|---|
| December 31, 2018 | 18.95% |
| November 30, 2018 | 18.95% |
| October 31, 2018 | 18.95% |
| September 30, 2018 | 18.95% |
| August 31, 2018 | 18.95% |
| July 31, 2018 | 18.95% |
| June 30, 2018 | 18.95% |
| May 31, 2018 | 18.95% |
| April 30, 2018 | 18.95% |
| March 31, 2018 | 18.95% |
| February 28, 2018 | 18.95% |
| January 31, 2018 | 18.95% |
| December 31, 2017 | 18.95% |
| November 30, 2017 | 18.95% |
| October 31, 2017 | 18.95% |
| September 30, 2017 | 18.95% |
| August 31, 2017 | 18.95% |
| July 31, 2017 | 18.95% |
| June 30, 2017 | 18.95% |
| May 31, 2017 | 18.95% |
| April 30, 2017 | 18.95% |
| March 31, 2017 | 18.95% |
| February 28, 2017 | 18.95% |
| January 31, 2017 | 18.95% |
| December 31, 2016 | 18.95% |
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
18.95%
Minimum
Oct 2016
48.39%
Maximum
Mar 2020
25.18%
Average
18.95%
Median
Oct 2016
Max Drawdown (5Y) Benchmarks
| PIMCO Corporate & Income Strategy | 50.25% |
| PIMCO Income Strategy Fund II | 45.67% |
| PIMCO Corporate & Income Opps | 46.52% |
| PCM Fund | 47.65% |
| PIMCO Income Opportunity | 48.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.28 |
| Beta (5Y) | 0.9791 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.32% |
| Historical Sharpe Ratio (5Y) | 0.8479 |
| Historical Sortino (5Y) | 0.5915 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.13% |