First Eagle Global Income Builder Fund R6 (FEBRX)

13.37 -0.04 (-0.30%) USD  |  Dec 13 2024
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FEBRX Max Drawdown (5Y): 22.89% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Median

Max Drawdown (5Y) Benchmarks

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First Eagle Global Fund R6 27.62%
Franklin Mutual Quest Fund R6 30.56%
MFS Global Total Return Fund R3 23.39%
NYLI Income Builder Fund R6 24.38%
Pioneer Multi-Asset Income Fund K 24.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.198
Beta (5Y) 0.5572
Alpha (vs YCharts Benchmark) (5Y) 4.258
Beta (vs YCharts Benchmark) (5Y) 1.069
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.03%
Historical Sharpe Ratio (5Y) 0.3529
Historical Sortino (5Y) 0.4105
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.48%

Max Drawdown (5Y) Excel Add-In Codes

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