MainStay Income Builder R6 (MTODX)
17.91
+0.34 (+1.94%)
USD |
Jun 24 2022
MTODX Max Drawdown (5Y): 24.38% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 24.38% |
April 30, 2022 | 24.38% |
March 31, 2022 | 24.38% |
February 28, 2022 | 24.38% |
January 31, 2022 | 24.38% |
December 31, 2021 | 24.38% |
November 30, 2021 | 24.38% |
October 31, 2021 | 24.38% |
September 30, 2021 | 24.38% |
August 31, 2021 | 24.38% |
July 31, 2021 | 24.38% |
June 30, 2021 | 24.38% |
May 31, 2021 | 24.38% |
April 30, 2021 | 24.38% |
March 31, 2021 | 24.38% |
February 28, 2021 | 24.38% |
January 31, 2021 | 24.38% |
December 31, 2020 | 24.38% |
November 30, 2020 | 24.38% |
October 31, 2020 | 24.38% |
September 30, 2020 | 24.38% |
August 31, 2020 | 24.38% |
July 31, 2020 | 24.38% |
June 30, 2020 | 24.38% |
May 31, 2020 | 24.38% |
Date | Value |
---|---|
April 30, 2020 | 24.38% |
March 31, 2020 | 24.38% |
February 29, 2020 | 13.81% |
January 31, 2020 | 13.81% |
December 31, 2019 | 13.81% |
November 30, 2019 | 13.81% |
October 31, 2019 | 13.81% |
September 30, 2019 | 13.81% |
August 31, 2019 | 13.81% |
July 31, 2019 | 13.81% |
June 30, 2019 | 13.81% |
May 31, 2019 | 13.81% |
April 30, 2019 | 13.81% |
March 31, 2019 | 13.81% |
February 28, 2019 | 13.81% |
January 31, 2019 | 13.81% |
December 31, 2018 | 13.81% |
November 30, 2018 | 13.81% |
October 31, 2018 | 13.81% |
September 30, 2018 | 13.81% |
August 31, 2018 | 13.81% |
July 31, 2018 | 13.81% |
June 30, 2018 | 13.81% |
May 31, 2018 | 13.81% |
April 30, 2018 | 13.81% |
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
13.81%
Minimum
Jun 2017
24.38%
Maximum
Mar 2020
18.57%
Average
13.81%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.108 |
Beta (5Y) | 0.5504 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.50% |
Historical Sharpe Ratio (5Y) | 0.365 |
Historical Sortino (5Y) | 0.3248 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.17% |