Delaware Corporate Bond Fund R (DGCRX)

15.36 -0.06 (-0.39%) USD  |  Dec 13 2024
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DGCRX Max Drawdown (5Y): 23.23% 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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Lord Abbett Income Fund R2 20.94%
Voya Investment Grade Credit Fund R6 23.39%
MFS Corporate Bond Fund R1 23.74%
PGIM Corporate Bond Fund R 23.00%
American Funds Corporate Bond Fund R5 21.92%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.9919
Beta (5Y) 1.280
Alpha (vs YCharts Benchmark) (5Y) 0.9919
Beta (vs YCharts Benchmark) (5Y) 1.280
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.79%
Historical Sharpe Ratio (5Y) -0.215
Historical Sortino (5Y) -0.2911
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.14%

Max Drawdown (5Y) Excel Add-In Codes

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