Empower High Yield Bond Fund Institutional (MXFRX)

10.43 -0.02 (-0.19%) USD  |  Dec 13 2024
More

MXFRX Max Drawdown (5Y): 21.31% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MXFRX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Calvert High Yield Bond Fund I 17.49%
Putnam High Yield Fund Y 20.94%
PIMCO High Yield Fund I-2 20.20%
MFS High Income Fund I 19.28%
Eaton Vance Income Fund of Boston Institutional 20.96%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.674
Beta (5Y) 0.9395
Alpha (vs YCharts Benchmark) (5Y) 4.674
Beta (vs YCharts Benchmark) (5Y) 0.9395
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.57%
Historical Sharpe Ratio (5Y) 0.2271
Historical Sortino (5Y) 0.2268
Monthly Value at Risk (VaR) 5% (5Y Lookback) 4.01%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MXFRX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MXFRX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.