Fidelity Total Bond K6 Fund (FTKFX)
8.72
-0.02
(-0.23%)
USD |
Apr 17 2025
FTKFX Max Drawdown (5Y): 17.05% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| PGIM Total Return Bond Fund R6 | 19.99% |
| Fidelity Total Bond Fund | 17.48% |
| Fidelity SAI Total Bond Fund | 17.11% |
| Nuveen Core Plus Bond Fund R6 | 18.31% |
| Invesco Core Plus Bond Fund R6 | 20.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.054 |
| Beta (5Y) | 0.9976 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.054 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9976 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.11% |
| Historical Sharpe Ratio (5Y) | -0.1534 |
| Historical Sortino (5Y) | -0.2499 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.87% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:FTKFX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:FTKFX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |