AB Relative Value K (CBBKX)
5.80
+0.07 (+1.22%)
USD |
Jul 01 2022
CBBKX Max Drawdown (5Y): 36.43% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 36.43% |
| May 31, 2022 | 36.43% |
| April 30, 2022 | 36.43% |
| March 31, 2022 | 36.43% |
| February 28, 2022 | 36.43% |
| January 31, 2022 | 36.43% |
| December 31, 2021 | 36.43% |
| November 30, 2021 | 36.43% |
| October 31, 2021 | 36.43% |
| September 30, 2021 | 36.43% |
| August 31, 2021 | 36.43% |
| July 31, 2021 | 36.43% |
| June 30, 2021 | 36.43% |
| May 31, 2021 | 36.43% |
| April 30, 2021 | 36.43% |
| March 31, 2021 | 36.43% |
| February 28, 2021 | 36.43% |
| January 31, 2021 | 36.43% |
| December 31, 2020 | 36.43% |
| November 30, 2020 | 36.43% |
| October 31, 2020 | 36.43% |
| September 30, 2020 | 36.43% |
| August 31, 2020 | 36.43% |
| July 31, 2020 | 36.43% |
| June 30, 2020 | 36.43% |
| Date | Value |
|---|---|
| May 31, 2020 | 36.43% |
| April 30, 2020 | 36.43% |
| March 31, 2020 | 36.43% |
| February 29, 2020 | 17.91% |
| January 31, 2020 | 17.91% |
| December 31, 2019 | 17.91% |
| November 30, 2019 | 17.91% |
| October 31, 2019 | 17.91% |
| September 30, 2019 | 17.91% |
| August 31, 2019 | 17.91% |
| July 31, 2019 | 17.91% |
| June 30, 2019 | 17.91% |
| May 31, 2019 | 17.91% |
| April 30, 2019 | 17.91% |
| March 31, 2019 | 17.91% |
| February 28, 2019 | 17.91% |
| January 31, 2019 | 17.91% |
| December 31, 2018 | 17.91% |
| November 30, 2018 | 12.20% |
| October 31, 2018 | 12.20% |
| September 30, 2018 | 12.20% |
| August 31, 2018 | 12.20% |
| July 31, 2018 | 12.20% |
| June 30, 2018 | 12.20% |
| May 31, 2018 | 12.20% |
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
12.20%
Minimum
Jul 2017
36.43%
Maximum
Mar 2020
24.93%
Average
17.91%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Invesco Growth and Income R | 42.37% |
| American Century Discplnd Cor Val R | 32.67% |
| MassMutual Fundamental Value R5 | 41.29% |
| MassMutual Diversified Value R5 | 38.69% |
| Putnam Large Cap Value R5 | 36.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.393 |
| Beta (5Y) | 0.9531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.04% |
| Historical Sharpe Ratio (5Y) | 0.5031 |
| Historical Sortino (5Y) | 0.5163 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.72% |