Tributary Balanced Fund Institutional (FOBAX)

20.41 -0.09 (-0.44%) USD  |  Dec 13 2024
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FOBAX Max Drawdown (5Y): 22.38% 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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Median

Max Drawdown (5Y) Benchmarks

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Delaware Ivy Balanced Fund Y 25.58%
JPMorgan Diversified Fund I 25.97%
Federated Hermes MDT Balanced Institutional 25.97%
BNY Mellon Balanced Opportunity Fund I 26.47%
PGIM Balanced Fund Z 26.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.654
Beta (5Y) 0.6408
Alpha (vs YCharts Benchmark) (5Y) 6.920
Beta (vs YCharts Benchmark) (5Y) 1.147
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 12.31%
Historical Sharpe Ratio (5Y) 0.561
Historical Sortino (5Y) 0.5983
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.52%

Max Drawdown (5Y) Excel Add-In Codes

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