SEI Long Duration Bond Class O (PCA018)
7.175
+0.08 (+1.13%)
CAD |
Jul 05 2022
PCA018 Max Drawdown (5Y): 35.35% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 35.35% |
May 31, 2022 | 31.38% |
April 30, 2022 | 28.81% |
March 31, 2022 | 25.55% |
February 28, 2022 | 20.89% |
January 31, 2022 | 19.59% |
December 31, 2021 | 19.59% |
November 30, 2021 | 19.59% |
October 31, 2021 | 19.59% |
September 30, 2021 | 19.59% |
August 31, 2021 | 19.59% |
July 31, 2021 | 19.59% |
June 30, 2021 | 19.59% |
May 31, 2021 | 19.59% |
April 30, 2021 | 18.63% |
March 31, 2021 | 18.63% |
February 28, 2021 | 16.24% |
January 31, 2021 | 11.86% |
December 31, 2020 | 11.86% |
November 30, 2020 | 11.86% |
October 31, 2020 | 11.86% |
September 30, 2020 | 11.86% |
August 31, 2020 | 11.86% |
July 31, 2020 | 11.86% |
June 30, 2020 | 11.86% |
Date | Value |
---|---|
May 31, 2020 | 11.86% |
April 30, 2020 | 11.86% |
March 31, 2020 | 11.86% |
February 29, 2020 | 11.86% |
January 31, 2020 | 11.86% |
December 31, 2019 | 11.86% |
November 30, 2019 | 11.86% |
October 31, 2019 | 11.86% |
September 30, 2019 | 11.86% |
August 31, 2019 | 11.86% |
July 31, 2019 | 11.86% |
June 30, 2019 | 11.86% |
May 31, 2019 | 11.86% |
April 30, 2019 | 11.86% |
March 31, 2019 | 11.86% |
February 28, 2019 | 11.86% |
January 31, 2019 | 11.86% |
December 31, 2018 | 11.86% |
November 30, 2018 | 11.86% |
October 31, 2018 | 11.86% |
September 30, 2018 | 11.86% |
August 31, 2018 | 11.86% |
July 31, 2018 | 11.86% |
June 30, 2018 | 12.96% |
May 31, 2018 | 12.96% |
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
11.86%
Minimum
Jul 2018
35.35%
Maximum
Jun 2022
14.92%
Average
11.86%
Median
Jul 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.689 |
Beta (5Y) | 2.487 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.57% |
Historical Sharpe Ratio (5Y) | -0.2643 |
Historical Sortino (5Y) | -0.396 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.62% |