First Eagle Global Income Builder R6 (FEBRX)
12.27
+0.05 (+0.41%)
USD |
May 20 2022
FEBRX Max Drawdown (5Y): 22.89% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 22.89% |
| March 31, 2022 | 22.89% |
| February 28, 2022 | 22.89% |
| January 31, 2022 | 22.89% |
| December 31, 2021 | 22.89% |
| November 30, 2021 | 22.89% |
| October 31, 2021 | 22.89% |
| September 30, 2021 | 22.89% |
| August 31, 2021 | 22.89% |
| July 31, 2021 | 22.89% |
| June 30, 2021 | 22.89% |
| May 31, 2021 | 22.89% |
| April 30, 2021 | 22.89% |
| March 31, 2021 | 22.89% |
| February 28, 2021 | 22.89% |
| January 31, 2021 | 22.89% |
| December 31, 2020 | 22.89% |
| November 30, 2020 | 22.89% |
| October 31, 2020 | 22.89% |
| September 30, 2020 | 22.89% |
| August 31, 2020 | 22.89% |
| July 31, 2020 | 22.89% |
| June 30, 2020 | 22.89% |
| May 31, 2020 | 22.89% |
| April 30, 2020 | 22.89% |
| Date | Value |
|---|---|
| March 31, 2020 | 22.89% |
| February 29, 2020 | 15.13% |
| January 31, 2020 | 15.13% |
| December 31, 2019 | 15.13% |
| November 30, 2019 | 15.13% |
| October 31, 2019 | 15.13% |
| September 30, 2019 | 15.13% |
| August 31, 2019 | 15.13% |
| July 31, 2019 | 15.13% |
| June 30, 2019 | 15.13% |
| May 31, 2019 | 15.13% |
| April 30, 2019 | 15.13% |
| March 31, 2019 | 15.13% |
| February 28, 2019 | 15.13% |
| January 31, 2019 | 15.13% |
| December 31, 2018 | 15.13% |
| November 30, 2018 | 15.13% |
| October 31, 2018 | 15.13% |
| September 30, 2018 | 15.13% |
| August 31, 2018 | 15.13% |
| July 31, 2018 | 15.13% |
| June 30, 2018 | 15.13% |
| May 31, 2018 | 15.13% |
| April 30, 2018 | 15.13% |
| March 31, 2018 | 15.13% |
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
15.13%
Minimum
May 2017
22.89%
Maximum
Mar 2020
18.49%
Average
15.13%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| First Eagle Global R6 | 27.62% |
| American Funds Capital Income Bldr R1 | 25.33% |
| Franklin Mutual Quest R6 | 30.56% |
| MFS Global Total Return R3 | 23.39% |
| Thornburg Investment Income Builder R4 | 35.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.304 |
| Beta (5Y) | 0.5189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.61% |
| Historical Sharpe Ratio (5Y) | 0.4467 |
| Historical Sortino (5Y) | 0.4675 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.40% |