BlackRock Floating Rate Income Portfolio Inv C (BFRCX)

9.71 0.00 (0.00%) USD  |  Dec 13 2024
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BFRCX Max Drawdown (5Y): 20.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Hartford Floating Rate Fund C 22.40%
Nuveen Floating Rate Income Fund C 22.15%
Delaware Floating Rate Fund C 18.29%
Putnam Floating Rate Income Fund C 20.71%
Columbia Floating Rate Fund C 21.78%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.704
Beta (5Y) 0.2773
Alpha (vs YCharts Benchmark) (5Y) -0.4308
Beta (vs YCharts Benchmark) (5Y) 0.1598
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 7.95%
Historical Sharpe Ratio (5Y) 0.2557
Historical Sortino (5Y) 0.1792
Monthly Value at Risk (VaR) 5% (5Y Lookback) 1.83%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:BFRCX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:BFRCX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.