BlackRock Total Return Fund Investor C (MFHQX)
9.75
+0.01
(+0.10%)
USD |
May 09 2025
MFHQX Max Drawdown (5Y): 20.20% for April 30, 2025
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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
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Max Drawdown (5Y) Benchmarks
| Lord Abbett Total Return Fund C | 18.87% |
| Lord Abbett Core Plus Bond Fund C | 18.73% |
| Macquarie Diversified Income Fund C | 20.51% |
| Transamerica Bond C | 18.27% |
| JPMorgan Total Return Fund C | 20.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0262 |
| Beta (5Y) | 1.061 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0262 |
| Beta (vs YCharts Benchmark) (5Y) | 1.061 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.50% |
| Historical Sharpe Ratio (5Y) | -0.5493 |
| Historical Sortino (5Y) | -0.837 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.20% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:MFHQX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:MFHQX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |