Templeton Global Balanced R (FOUSA05CA5)
2.30
-0.03 (-1.29%)
USD |
Jun 29 2022
FOUSA05CA5 Max Drawdown (5Y): 28.86% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 28.86% |
May 31, 2022 | 28.86% |
April 30, 2022 | 28.86% |
March 31, 2022 | 28.86% |
February 28, 2022 | 28.86% |
January 31, 2022 | 28.86% |
December 31, 2021 | 28.86% |
November 30, 2021 | 28.86% |
October 31, 2021 | 28.86% |
September 30, 2021 | 28.86% |
August 31, 2021 | 28.86% |
July 31, 2021 | 28.86% |
June 30, 2021 | 28.86% |
May 31, 2021 | 28.86% |
April 30, 2021 | 28.86% |
March 31, 2021 | 28.86% |
February 28, 2021 | 28.86% |
January 31, 2021 | 28.86% |
December 31, 2020 | 28.86% |
November 30, 2020 | 28.86% |
October 31, 2020 | 28.86% |
September 30, 2020 | 28.86% |
August 31, 2020 | 28.86% |
July 31, 2020 | 28.86% |
June 30, 2020 | 28.86% |
Date | Value |
---|---|
May 31, 2020 | 28.86% |
April 30, 2020 | 28.86% |
March 31, 2020 | 28.86% |
February 29, 2020 | 21.20% |
January 31, 2020 | 21.20% |
December 31, 2019 | 21.20% |
November 30, 2019 | 21.20% |
October 31, 2019 | 21.20% |
September 30, 2019 | 21.20% |
August 31, 2019 | 21.20% |
July 31, 2019 | 21.20% |
June 30, 2019 | 21.20% |
May 31, 2019 | 21.20% |
April 30, 2019 | 21.20% |
March 31, 2019 | 21.20% |
February 28, 2019 | 21.20% |
January 31, 2019 | 21.20% |
December 31, 2018 | 21.20% |
November 30, 2018 | 21.20% |
October 31, 2018 | 21.20% |
September 30, 2018 | 21.20% |
August 31, 2018 | 21.20% |
July 31, 2018 | 21.20% |
June 30, 2018 | 21.20% |
May 31, 2018 | 21.20% |
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
21.20%
Minimum
Jul 2017
28.86%
Maximum
Mar 2020
24.78%
Average
21.20%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
JPMorgan Global Allocation R2 | 23.74% |
American Funds Global Balanced R1 | 23.42% |
DWS Global Income Builder R6 | 24.72% |
Victory Strategic Allocation R | 23.47% |
Columbia Global Opportunities R | 23.28% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.36 |
Beta (5Y) | 0.5989 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.88% |
Historical Sharpe Ratio (5Y) | -0.2961 |
Historical Sortino (5Y) | -0.3256 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.76% |