DWS Global Income Builder R6 (KTRZX)
8.57
-0.02 (-0.23%)
USD |
Jun 29 2022
KTRZX Max Drawdown (5Y): 24.72% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 24.72% |
April 30, 2022 | 24.72% |
March 31, 2022 | 24.72% |
February 28, 2022 | 24.72% |
January 31, 2022 | 24.72% |
December 31, 2021 | 24.72% |
November 30, 2021 | 24.72% |
October 31, 2021 | 24.72% |
September 30, 2021 | 24.72% |
August 31, 2021 | 24.72% |
July 31, 2021 | 24.72% |
June 30, 2021 | 24.72% |
May 31, 2021 | 24.72% |
April 30, 2021 | 24.72% |
March 31, 2021 | 24.72% |
February 28, 2021 | 24.72% |
January 31, 2021 | 24.72% |
December 31, 2020 | 24.72% |
November 30, 2020 | 24.72% |
October 31, 2020 | 24.72% |
September 30, 2020 | 24.72% |
August 31, 2020 | 24.72% |
July 31, 2020 | 24.72% |
June 30, 2020 | 24.72% |
May 31, 2020 | 24.72% |
Date | Value |
---|---|
April 30, 2020 | 24.72% |
March 31, 2020 | 24.72% |
February 29, 2020 | 14.87% |
January 31, 2020 | 14.87% |
December 31, 2019 | 14.87% |
November 30, 2019 | 14.87% |
October 31, 2019 | 14.87% |
September 30, 2019 | 14.87% |
August 31, 2019 | 14.87% |
July 31, 2019 | 14.87% |
June 30, 2019 | 14.87% |
May 31, 2019 | 14.87% |
April 30, 2019 | 14.87% |
March 31, 2019 | 14.87% |
February 28, 2019 | 14.87% |
January 31, 2019 | 14.87% |
December 31, 2018 | 14.87% |
November 30, 2018 | 14.87% |
October 31, 2018 | 14.87% |
September 30, 2018 | 14.87% |
August 31, 2018 | 14.87% |
July 31, 2018 | 14.87% |
June 30, 2018 | 14.87% |
May 31, 2018 | 14.87% |
April 30, 2018 | 14.87% |
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
14.87%
Minimum
Jun 2017
24.72%
Maximum
Mar 2020
19.30%
Average
14.87%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.010 |
Beta (5Y) | 0.6121 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.78% |
Historical Sharpe Ratio (5Y) | 0.4373 |
Historical Sortino (5Y) | 0.4087 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.99% |