BlackRock Core Bond R (BCBRX)
8.57
-0.01 (-0.12%)
USD |
Jun 24 2022
BCBRX Max Drawdown (5Y): 12.93% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 12.93% |
| April 30, 2022 | 11.95% |
| March 31, 2022 | 9.16% |
| February 28, 2022 | 8.89% |
| January 31, 2022 | 8.89% |
| December 31, 2021 | 8.89% |
| November 30, 2021 | 8.89% |
| October 31, 2021 | 8.89% |
| September 30, 2021 | 8.89% |
| August 31, 2021 | 8.89% |
| July 31, 2021 | 8.89% |
| June 30, 2021 | 8.89% |
| May 31, 2021 | 8.89% |
| April 30, 2021 | 8.89% |
| March 31, 2021 | 8.89% |
| February 28, 2021 | 8.89% |
| January 31, 2021 | 8.89% |
| December 31, 2020 | 8.89% |
| November 30, 2020 | 8.89% |
| October 31, 2020 | 8.89% |
| September 30, 2020 | 8.89% |
| August 31, 2020 | 8.89% |
| July 31, 2020 | 8.89% |
| June 30, 2020 | 8.89% |
| May 31, 2020 | 8.89% |
| Date | Value |
|---|---|
| April 30, 2020 | 8.89% |
| March 31, 2020 | 8.89% |
| February 29, 2020 | 4.17% |
| January 31, 2020 | 4.17% |
| December 31, 2019 | 4.17% |
| November 30, 2019 | 4.17% |
| October 31, 2019 | 4.17% |
| September 30, 2019 | 4.17% |
| August 31, 2019 | 4.17% |
| July 31, 2019 | 4.17% |
| June 30, 2019 | 4.17% |
| May 31, 2019 | 4.17% |
| April 30, 2019 | 4.17% |
| March 31, 2019 | 4.17% |
| February 28, 2019 | 4.17% |
| January 31, 2019 | 4.17% |
| December 31, 2018 | 4.17% |
| November 30, 2018 | 4.17% |
| October 31, 2018 | 4.17% |
| September 30, 2018 | 4.17% |
| August 31, 2018 | 4.17% |
| July 31, 2018 | 4.17% |
| June 30, 2018 | 5.15% |
| May 31, 2018 | 5.15% |
| April 30, 2018 | 5.15% |
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
4.17%
Minimum
Jul 2018
12.93%
Maximum
May 2022
6.63%
Average
5.15%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| Transamerica Intermediate Bond R6 | 11.20% |
| T. Rowe Price New Income R | 12.18% |
| Goldman Sachs Core Fixed Income R | 13.41% |
| American Century Diversified Bond R | 11.74% |
| Columbia Bond R | 13.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4291 |
| Beta (5Y) | 1.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.60% |
| Historical Sharpe Ratio (5Y) | -0.0358 |
| Historical Sortino (5Y) | -0.0438 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.37% |