Transamerica Multi-Mgd Balanced A (IBALX)
29.31
-0.10 (-0.34%)
USD |
Jun 27 2022
IBALX Max Drawdown (5Y): 23.54% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 23.54% |
| April 30, 2022 | 23.54% |
| March 31, 2022 | 23.54% |
| February 28, 2022 | 23.54% |
| January 31, 2022 | 23.54% |
| December 31, 2021 | 23.54% |
| November 30, 2021 | 23.54% |
| October 31, 2021 | 23.54% |
| September 30, 2021 | 23.54% |
| August 31, 2021 | 23.54% |
| July 31, 2021 | 23.54% |
| June 30, 2021 | 23.54% |
| May 31, 2021 | 23.54% |
| April 30, 2021 | 23.54% |
| March 31, 2021 | 23.54% |
| February 28, 2021 | 23.54% |
| January 31, 2021 | 23.54% |
| December 31, 2020 | 23.54% |
| November 30, 2020 | 23.54% |
| October 31, 2020 | 23.54% |
| September 30, 2020 | 23.54% |
| August 31, 2020 | 23.54% |
| July 31, 2020 | 23.54% |
| June 30, 2020 | 23.54% |
| May 31, 2020 | 23.54% |
| Date | Value |
|---|---|
| April 30, 2020 | 23.54% |
| March 31, 2020 | 23.54% |
| February 29, 2020 | 11.91% |
| January 31, 2020 | 11.91% |
| December 31, 2019 | 11.91% |
| November 30, 2019 | 11.91% |
| October 31, 2019 | 11.91% |
| September 30, 2019 | 11.91% |
| August 31, 2019 | 11.91% |
| July 31, 2019 | 11.91% |
| June 30, 2019 | 11.91% |
| May 31, 2019 | 11.91% |
| April 30, 2019 | 11.91% |
| March 31, 2019 | 11.91% |
| February 28, 2019 | 11.91% |
| January 31, 2019 | 11.91% |
| December 31, 2018 | 11.91% |
| November 30, 2018 | 8.81% |
| October 31, 2018 | 8.81% |
| September 30, 2018 | 8.81% |
| August 31, 2018 | 8.81% |
| July 31, 2018 | 8.81% |
| June 30, 2018 | 8.81% |
| May 31, 2018 | 8.81% |
| April 30, 2018 | 8.81% |
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
8.81%
Minimum
Jun 2017
23.54%
Maximum
Mar 2020
16.21%
Average
11.91%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Fidelity Advisor® Balanced A | 26.38% |
| Calvert Balanced A | 23.77% |
| PGIM Balanced A | 26.51% |
| MassMutual Balanced A | 24.75% |
| Touchstone Balanced A | 22.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6778 |
| Beta (5Y) | 0.6482 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.80% |
| Historical Sharpe Ratio (5Y) | 0.6746 |
| Historical Sortino (5Y) | 0.6721 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.74% |