Madison Core Bond Fund A (MBOAX)

9.02 -0.03 (-0.33%) USD  |  Dec 13 2024
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MBOAX Max Drawdown (5Y): 17.78% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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American Century Diversified Bond Fund A 18.78%
Nationwide Loomis Core Bond Fund A 18.25%
PIMCO Total Return Fund IV A 18.92%
Praxis Impact Bond Fund A 18.80%
Touchstone Impact Bond Fund A 18.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.2039
Beta (5Y) 0.9662
Alpha (vs YCharts Benchmark) (5Y) 0.2039
Beta (vs YCharts Benchmark) (5Y) 0.9662
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.29%
Historical Sharpe Ratio (5Y) -0.3395
Historical Sortino (5Y) -0.5612
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.02%

Max Drawdown (5Y) Excel Add-In Codes

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