Templeton Global Income Fund (SABA)
3.89
0.00 (0.00%)
USD |
NYSE |
May 17, 16:00
3.90
+0.01
(+0.26%)
Pre-Market: 20:00
SABA Max Drawdown (5Y): 31.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 31.40% |
March 31, 2024 | 31.40% |
February 29, 2024 | 31.40% |
January 31, 2024 | 31.40% |
December 31, 2023 | 31.40% |
November 30, 2023 | 31.40% |
October 31, 2023 | 31.40% |
September 30, 2023 | 31.40% |
August 31, 2023 | 31.40% |
July 31, 2023 | 31.40% |
June 30, 2023 | 31.40% |
May 31, 2023 | 31.40% |
April 30, 2023 | 31.40% |
March 31, 2023 | 31.40% |
February 28, 2023 | 31.40% |
January 31, 2023 | 31.40% |
December 31, 2022 | 31.40% |
November 30, 2022 | 31.40% |
October 31, 2022 | 31.40% |
September 30, 2022 | 31.40% |
August 31, 2022 | 31.40% |
July 31, 2022 | 31.40% |
June 30, 2022 | 31.40% |
May 31, 2022 | 31.40% |
April 30, 2022 | 31.40% |
Date | Value |
---|---|
March 31, 2022 | 31.40% |
February 28, 2022 | 31.40% |
January 31, 2022 | 31.40% |
December 31, 2021 | 31.40% |
November 30, 2021 | 31.40% |
October 31, 2021 | 31.40% |
September 30, 2021 | 31.40% |
August 31, 2021 | 31.40% |
July 31, 2021 | 31.40% |
June 30, 2021 | 31.40% |
May 31, 2021 | 31.40% |
April 30, 2021 | 31.40% |
March 31, 2021 | 31.40% |
February 28, 2021 | 31.40% |
January 31, 2021 | 31.40% |
December 31, 2020 | 31.40% |
November 30, 2020 | 31.40% |
October 31, 2020 | 31.40% |
September 30, 2020 | 31.40% |
August 31, 2020 | 31.40% |
July 31, 2020 | 31.40% |
June 30, 2020 | 31.40% |
May 31, 2020 | 31.40% |
April 30, 2020 | 31.40% |
March 31, 2020 | 31.40% |
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
26.41%
Minimum
May 2019
31.40%
Maximum
Mar 2020
30.57%
Average
31.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.606 |
Beta (5Y) | 0.6085 |
Alpha (vs YCharts Benchmark) (5Y) | -2.357 |
Beta (vs YCharts Benchmark) (5Y) | 0.7076 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.38% |
Historical Sharpe Ratio (5Y) | -0.3997 |
Historical Sortino (5Y) | -0.5157 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.18% |