American Century Diversified Bond R (ADVRX)
9.83
+0.04 (+0.41%)
USD |
May 18 2022
ADVRX Max Drawdown (5Y): 10.59% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 10.59% |
March 31, 2022 | 8.10% |
February 28, 2022 | 7.60% |
January 31, 2022 | 7.60% |
December 31, 2021 | 7.60% |
November 30, 2021 | 7.60% |
October 31, 2021 | 7.60% |
September 30, 2021 | 7.60% |
August 31, 2021 | 7.60% |
July 31, 2021 | 7.60% |
June 30, 2021 | 7.60% |
May 31, 2021 | 7.60% |
April 30, 2021 | 7.60% |
March 31, 2021 | 7.60% |
February 28, 2021 | 7.60% |
January 31, 2021 | 7.60% |
December 31, 2020 | 7.60% |
November 30, 2020 | 7.60% |
October 31, 2020 | 7.60% |
September 30, 2020 | 7.60% |
August 31, 2020 | 7.60% |
July 31, 2020 | 7.60% |
June 30, 2020 | 7.60% |
May 31, 2020 | 7.60% |
April 30, 2020 | 7.60% |
Date | Value |
---|---|
March 31, 2020 | 7.60% |
February 29, 2020 | 4.70% |
January 31, 2020 | 4.70% |
December 31, 2019 | 4.70% |
November 30, 2019 | 4.70% |
October 31, 2019 | 4.70% |
September 30, 2019 | 4.70% |
August 31, 2019 | 4.70% |
July 31, 2019 | 4.70% |
June 30, 2019 | 4.70% |
May 31, 2019 | 4.70% |
April 30, 2019 | 4.70% |
March 31, 2019 | 4.70% |
February 28, 2019 | 4.70% |
January 31, 2019 | 4.70% |
December 31, 2018 | 4.70% |
November 30, 2018 | 4.70% |
October 31, 2018 | 4.45% |
September 30, 2018 | 4.45% |
August 31, 2018 | 4.45% |
July 31, 2018 | 4.45% |
June 30, 2018 | 5.41% |
May 31, 2018 | 5.41% |
April 30, 2018 | 5.41% |
March 31, 2018 | 5.41% |
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
4.45%
Minimum
Jul 2018
10.59%
Maximum
Apr 2022
6.16%
Average
5.41%
Median
May 2017
Max Drawdown (5Y) Benchmarks
T. Rowe Price New Income R | 10.98% |
BlackRock Core Bond R | 11.95% |
JHancock Investment Grade Bond R4 | 11.19% |
Transamerica Intermediate Bond R6 | 10.02% |
TIAA-CREF Core Impact Bond Retirement | 11.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5867 |
Beta (5Y) | 0.9834 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.13% |
Historical Sharpe Ratio (5Y) | -0.0793 |
Historical Sortino (5Y) | -0.1037 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.02% |