John Hancock Regional Bank Fund C (FRBCX)
26.78
-0.36
(-1.33%)
USD |
Dec 27 2024
FRBCX Max Drawdown (5Y): 52.81% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| 1919 Financial Services Fund C | 43.61% |
| Rydex Banking Fund C | 52.13% |
| RMB Mendon Financial Services Fund C | 55.98% |
| Davis Financial Fund C | 45.33% |
| Emerald Finance & Banking Innovation Fund C | 73.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.426 |
| Beta (5Y) | 1.084 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.446 |
| Beta (vs YCharts Benchmark) (5Y) | 1.175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.62% |
| Historical Sharpe Ratio (5Y) | 0.1612 |
| Historical Sortino (5Y) | 0.2124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.67% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:FRBCX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:FRBCX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |