BlackRock Total Return R (MRCBX)
10.55
+0.05 (+0.48%)
USD |
Aug 08 2022
MRCBX Max Drawdown (5Y): 14.98% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 14.98% |
| June 30, 2022 | 14.98% |
| May 31, 2022 | 12.66% |
| April 30, 2022 | 11.69% |
| March 31, 2022 | 9.86% |
| February 28, 2022 | 9.86% |
| January 31, 2022 | 9.86% |
| December 31, 2021 | 9.86% |
| November 30, 2021 | 9.86% |
| October 31, 2021 | 9.86% |
| September 30, 2021 | 9.86% |
| August 31, 2021 | 9.86% |
| July 31, 2021 | 9.86% |
| June 30, 2021 | 9.86% |
| May 31, 2021 | 9.86% |
| April 30, 2021 | 9.86% |
| March 31, 2021 | 9.86% |
| February 28, 2021 | 9.86% |
| January 31, 2021 | 9.86% |
| December 31, 2020 | 9.86% |
| November 30, 2020 | 9.86% |
| October 31, 2020 | 9.86% |
| September 30, 2020 | 9.86% |
| August 31, 2020 | 9.86% |
| July 31, 2020 | 9.86% |
| Date | Value |
|---|---|
| June 30, 2020 | 9.86% |
| May 31, 2020 | 9.86% |
| April 30, 2020 | 9.86% |
| March 31, 2020 | 9.86% |
| February 29, 2020 | 3.92% |
| January 31, 2020 | 3.92% |
| December 31, 2019 | 3.92% |
| November 30, 2019 | 3.92% |
| October 31, 2019 | 3.92% |
| September 30, 2019 | 3.92% |
| August 31, 2019 | 3.92% |
| July 31, 2019 | 3.92% |
| June 30, 2019 | 3.92% |
| May 31, 2019 | 3.92% |
| April 30, 2019 | 3.92% |
| March 31, 2019 | 3.92% |
| February 28, 2019 | 3.92% |
| January 31, 2019 | 3.92% |
| December 31, 2018 | 3.92% |
| November 30, 2018 | 3.92% |
| October 31, 2018 | 3.76% |
| September 30, 2018 | 3.76% |
| August 31, 2018 | 3.76% |
| July 31, 2018 | 3.76% |
| June 30, 2018 | 5.43% |
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
3.76%
Minimum
Jul 2018
14.98%
Maximum
Jun 2022
7.31%
Average
5.43%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| TIAA-CREF Core Bond R | 14.20% |
| Franklin Total Return R | 15.40% |
| Transamerica Bond R6 | 13.46% |
| TIAA-CREF Core Plus Bond R | 14.18% |
| Fidelity® Total Bond K6 | 13.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3624 |
| Beta (5Y) | 1.070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.03% |
| Historical Sharpe Ratio (5Y) | 0.0042 |
| Historical Sortino (5Y) | 0.0049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.55% |