Calvert Bond Fund A (CSIBX)
14.39
+0.03
(+0.21%)
USD |
Jun 09 2025
CSIBX Max Drawdown (5Y): 17.05% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
Eaton Vance Total Return Bond Fund A | 17.09% |
AB Income Fund A | 21.34% |
Aristotle Core Income Fund A | 17.28% |
DWS Total Return Bond Fund A | 19.77% |
Allspring Core Plus Bond Fund A | 18.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.747 |
Beta (5Y) | 0.9488 |
Alpha (vs YCharts Benchmark) (5Y) | 1.747 |
Beta (vs YCharts Benchmark) (5Y) | 0.9488 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.80% |
Historical Sharpe Ratio (5Y) | -0.2956 |
Historical Sortino (5Y) | -0.4761 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.71% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:CSIBX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:CSIBX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |