Templeton Global Balanced Fund R (LP40103661)

2.48 -0.01 (-0.40%) USD  |  Dec 13 2024
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LP40103661 Max Drawdown (5Y): 30.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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MFS Global Total Return Fund R2 23.46%
Pioneer Solutions - Balanced Fund R 26.27%
Pioneer Multi-Asset Income Fund R 24.10%
NYLI Income Builder Fund R6 24.38%
Franklin Mutual Quest Fund R 30.69%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.51
Beta (5Y) 0.6536
Alpha (vs YCharts Benchmark) (5Y) -1.759
Beta (vs YCharts Benchmark) (5Y) 1.325
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.20%
Historical Sharpe Ratio (5Y) -0.1251
Historical Sortino (5Y) -0.1568
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.98%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LP40103661", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LP40103661", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.