American Century Utilities Inv (BULIX)
15.03
+0.44 (+3.02%)
USD |
Mar 24 2023
BULIX Max Drawdown (5Y): 33.87% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 33.87% |
January 31, 2023 | 33.87% |
December 31, 2022 | 33.87% |
November 30, 2022 | 33.87% |
October 31, 2022 | 33.87% |
September 30, 2022 | 33.87% |
August 31, 2022 | 33.87% |
July 31, 2022 | 33.87% |
June 30, 2022 | 33.87% |
May 31, 2022 | 33.87% |
April 30, 2022 | 33.87% |
March 31, 2022 | 33.87% |
February 28, 2022 | 33.87% |
January 31, 2022 | 33.87% |
December 31, 2021 | 33.87% |
November 30, 2021 | 33.87% |
October 31, 2021 | 33.87% |
September 30, 2021 | 33.87% |
August 31, 2021 | 33.87% |
July 31, 2021 | 33.87% |
June 30, 2021 | 33.87% |
May 31, 2021 | 33.87% |
April 30, 2021 | 33.87% |
March 31, 2021 | 33.87% |
February 28, 2021 | 33.87% |
Date | Value |
---|---|
January 31, 2021 | 33.87% |
December 31, 2020 | 33.87% |
November 30, 2020 | 33.87% |
October 31, 2020 | 33.87% |
September 30, 2020 | 33.87% |
August 31, 2020 | 33.87% |
July 31, 2020 | 33.87% |
June 30, 2020 | 33.87% |
May 31, 2020 | 33.87% |
April 30, 2020 | 33.87% |
March 31, 2020 | 33.87% |
February 29, 2020 | 13.73% |
January 31, 2020 | 13.73% |
December 31, 2019 | 13.73% |
November 30, 2019 | 13.73% |
October 31, 2019 | 13.73% |
September 30, 2019 | 13.73% |
August 31, 2019 | 13.73% |
July 31, 2019 | 13.73% |
June 30, 2019 | 13.73% |
May 31, 2019 | 13.73% |
April 30, 2019 | 13.73% |
March 31, 2019 | 13.73% |
February 28, 2019 | 13.73% |
January 31, 2019 | 13.73% |
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
13.73%
Minimum
Mar 2018
33.87%
Maximum
Mar 2020
25.81%
Average
33.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hennessy Gas Utility Investor | 37.23% |
Rydex Utilities Inv | 36.88% |
ICON Utilities and Income Inv | 37.95% |
Gabelli Utilities I | 33.58% |
Franklin Utilities R | 36.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1849 |
Beta (5Y) | 0.5844 |
Alpha (vs YCharts Benchmark) (5Y) | -1.255 |
Beta (vs YCharts Benchmark) (5Y) | 0.9424 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.06% |
Historical Sharpe Ratio (5Y) | 0.2643 |
Historical Sortino (5Y) | 0.3029 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.32% |