Macquarie Diversified Income Fund C (DPCFX)
7.62
+0.02
(+0.26%)
USD |
Jun 12 2025
DPCFX Max Drawdown (5Y): 20.51% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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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
| Lord Abbett Total Return Fund C | 18.87% |
| Eaton Vance Total Return Bond Fund C | 17.70% |
| Lord Abbett Core Plus Bond Fund C | 18.73% |
| Allspring Core Plus Bond Fund C | 19.21% |
| John Hancock Bond Fund C | 20.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5083 |
| Beta (5Y) | 1.083 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.5083 |
| Beta (vs YCharts Benchmark) (5Y) | 1.083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.64% |
| Historical Sharpe Ratio (5Y) | -0.5186 |
| Historical Sortino (5Y) | -0.8236 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.10% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:DPCFX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:DPCFX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |