American Funds Strategic Bond F-1 (ANBEX)
10.44
+0.04 (+0.38%)
USD |
May 20 2022
ANBEX Max Drawdown (5Y): 8.51% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 8.51% |
| March 31, 2022 | 5.71% |
| February 28, 2022 | 5.30% |
| January 31, 2022 | 5.30% |
| December 31, 2021 | 5.30% |
| November 30, 2021 | 5.30% |
| October 31, 2021 | 5.30% |
| September 30, 2021 | 5.30% |
| August 31, 2021 | 5.30% |
| July 31, 2021 | 5.30% |
| June 30, 2021 | 5.30% |
| May 31, 2021 | 5.30% |
| April 30, 2021 | 5.30% |
| March 31, 2021 | 5.30% |
| February 28, 2021 | 5.30% |
| January 31, 2021 | 5.30% |
| December 31, 2020 | 5.30% |
| November 30, 2020 | 5.30% |
| October 31, 2020 | 5.30% |
| September 30, 2020 | 5.30% |
| August 31, 2020 | 5.30% |
| July 31, 2020 | 5.30% |
| June 30, 2020 | 5.30% |
| May 31, 2020 | 5.30% |
| April 30, 2020 | 5.30% |
| Date | Value |
|---|---|
| March 31, 2020 | 5.30% |
| February 29, 2020 | 3.66% |
| January 31, 2020 | 3.66% |
| December 31, 2019 | 3.66% |
| November 30, 2019 | 3.66% |
| October 31, 2019 | 3.66% |
| September 30, 2019 | 3.66% |
| August 31, 2019 | 3.66% |
| July 31, 2019 | 3.66% |
| June 30, 2019 | 3.66% |
| May 31, 2019 | 3.66% |
| April 30, 2019 | 3.66% |
| March 31, 2019 | 3.66% |
| February 28, 2019 | 3.66% |
| January 31, 2019 | 3.66% |
| December 31, 2018 | 3.66% |
| November 30, 2018 | 3.66% |
| October 31, 2018 | 3.66% |
| September 30, 2018 | 3.66% |
| August 31, 2018 | 3.66% |
| July 31, 2018 | 3.66% |
| June 30, 2018 | 3.66% |
| May 31, 2018 | 3.66% |
| April 30, 2018 | 3.66% |
| March 31, 2018 | 3.66% |
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
3.66%
Minimum
May 2017
8.51%
Maximum
Apr 2022
4.43%
Average
3.66%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Western Asset Core Plus Bond FI | 15.83% |
| PF Managed Bond P | 13.17% |
| Metropolitan West Total Return Bd I-2 | 11.32% |
| Fidelity® Flex Core Bond Fund | 9.76% |
| Allspring Core Plus Bond Admin | 10.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.291 |
| Beta (5Y) | 0.8453 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.35% |
| Historical Sharpe Ratio (5Y) | 0.5815 |
| Historical Sortino (5Y) | 0.9315 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.48% |