American Funds Strategic Bond C (ANBCX)
10.45
+0.02 (+0.19%)
USD |
May 27 2022
ANBCX Max Drawdown (5Y): 9.05% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 9.05% |
| March 31, 2022 | 6.26% |
| February 28, 2022 | 5.33% |
| January 31, 2022 | 5.33% |
| December 31, 2021 | 5.33% |
| November 30, 2021 | 5.33% |
| October 31, 2021 | 5.33% |
| September 30, 2021 | 5.33% |
| August 31, 2021 | 5.33% |
| July 31, 2021 | 5.33% |
| June 30, 2021 | 5.33% |
| May 31, 2021 | 5.33% |
| April 30, 2021 | 5.33% |
| March 31, 2021 | 5.33% |
| February 28, 2021 | 5.33% |
| January 31, 2021 | 5.33% |
| December 31, 2020 | 5.33% |
| November 30, 2020 | 5.33% |
| October 31, 2020 | 5.33% |
| September 30, 2020 | 5.33% |
| August 31, 2020 | 5.33% |
| July 31, 2020 | 5.33% |
| June 30, 2020 | 5.33% |
| May 31, 2020 | 5.33% |
| April 30, 2020 | 5.33% |
| Date | Value |
|---|---|
| March 31, 2020 | 5.33% |
| February 29, 2020 | 3.96% |
| January 31, 2020 | 3.96% |
| December 31, 2019 | 3.96% |
| November 30, 2019 | 3.96% |
| October 31, 2019 | 3.96% |
| September 30, 2019 | 3.96% |
| August 31, 2019 | 3.96% |
| July 31, 2019 | 3.96% |
| June 30, 2019 | 3.96% |
| May 31, 2019 | 3.96% |
| April 30, 2019 | 3.96% |
| March 31, 2019 | 3.96% |
| February 28, 2019 | 3.96% |
| January 31, 2019 | 3.96% |
| December 31, 2018 | 3.96% |
| November 30, 2018 | 3.96% |
| October 31, 2018 | 3.96% |
| September 30, 2018 | 3.96% |
| August 31, 2018 | 3.96% |
| July 31, 2018 | 3.96% |
| June 30, 2018 | 3.96% |
| May 31, 2018 | 3.96% |
| April 30, 2018 | 3.76% |
| March 31, 2018 | 3.76% |
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
3.76%
Minimum
May 2017
9.05%
Maximum
Apr 2022
4.59%
Average
3.96%
Median
May 2018
Max Drawdown (5Y) Benchmarks
| JPMorgan Core Plus Bond C | 10.36% |
| Loomis Sayles Core Plus Bond C | 11.68% |
| Optimum Fixed Income C | 12.57% |
| Allspring Core Plus Bond C | 10.78% |
| Loomis Sayles Investment Grade Bond C | 10.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.561 |
| Beta (5Y) | 0.8466 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.34% |
| Historical Sharpe Ratio (5Y) | 0.4147 |
| Historical Sortino (5Y) | 0.6653 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.56% |