PIMCO Strategic Income Fund, Inc. (RCS)
6.12
-0.01
(-0.20%)
USD |
NYSE |
Mar 18, 16:00
6.13
+0.01
(+0.16%)
Pre-Market: 20:00
RCS Max Drawdown (5Y): 46.65% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 46.65% |
January 31, 2024 | 46.65% |
December 31, 2023 | 46.65% |
November 30, 2023 | 46.65% |
October 31, 2023 | 46.65% |
September 30, 2023 | 46.65% |
August 31, 2023 | 46.65% |
July 31, 2023 | 46.65% |
June 30, 2023 | 46.65% |
May 31, 2023 | 46.65% |
April 30, 2023 | 46.65% |
March 31, 2023 | 46.65% |
February 28, 2023 | 46.65% |
January 31, 2023 | 46.65% |
December 31, 2022 | 46.65% |
November 30, 2022 | 46.65% |
October 31, 2022 | 46.65% |
September 30, 2022 | 46.65% |
August 31, 2022 | 46.65% |
July 31, 2022 | 46.65% |
June 30, 2022 | 46.65% |
May 31, 2022 | 46.65% |
April 30, 2022 | 46.65% |
March 31, 2022 | 46.65% |
February 28, 2022 | 46.65% |
Date | Value |
---|---|
January 31, 2022 | 46.65% |
December 31, 2021 | 46.65% |
November 30, 2021 | 46.65% |
October 31, 2021 | 46.65% |
September 30, 2021 | 46.65% |
August 31, 2021 | 46.65% |
July 31, 2021 | 46.65% |
June 30, 2021 | 46.65% |
May 31, 2021 | 46.65% |
April 30, 2021 | 46.65% |
March 31, 2021 | 46.65% |
February 28, 2021 | 46.65% |
January 31, 2021 | 46.65% |
December 31, 2020 | 46.65% |
November 30, 2020 | 46.65% |
October 31, 2020 | 46.65% |
September 30, 2020 | 46.65% |
August 31, 2020 | 46.65% |
July 31, 2020 | 46.65% |
June 30, 2020 | 46.65% |
May 31, 2020 | 46.65% |
April 30, 2020 | 46.65% |
March 31, 2020 | 46.65% |
February 29, 2020 | 20.44% |
January 31, 2020 | 20.44% |
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
20.44%
Minimum
Mar 2019
46.65%
Maximum
Mar 2020
41.41%
Average
46.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7085 |
Beta (5Y) | 1.649 |
Alpha (vs YCharts Benchmark) (5Y) | -0.7085 |
Beta (vs YCharts Benchmark) (5Y) | 1.649 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.77% |
Historical Sharpe Ratio (5Y) | -0.0074 |
Historical Sortino (5Y) | -0.0086 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.89% |