TCW MetWest High Yield Bd Fd M (MWHYX)

9.35 -0.02 (-0.21%) USD  |  Dec 13 2024
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MWHYX Max Drawdown (5Y): 14.87% 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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Median

Max Drawdown (5Y) Benchmarks

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Putnam High Yield Fund M 20.96%
Fidelity Advisor High Income Fund M 22.32%
MFS High Income Fund C 19.25%
John Hancock High Yield Fund R6 22.96%
Lord Abbett High Yield Fund F 24.14%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.694
Beta (5Y) 0.8331
Alpha (vs YCharts Benchmark) (5Y) 3.694
Beta (vs YCharts Benchmark) (5Y) 0.8331
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 8.19%
Historical Sharpe Ratio (5Y) 0.2049
Historical Sortino (5Y) 0.2308
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.67%

Max Drawdown (5Y) Excel Add-In Codes

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