PIMCO California Municipal Bond C (PCTGX)
10.71
-0.01 (-0.09%)
USD |
Aug 09 2022
PCTGX Max Drawdown (5Y): 14.56% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 14.56% |
| June 30, 2022 | 14.56% |
| May 31, 2022 | 14.56% |
| April 30, 2022 | 11.69% |
| March 31, 2022 | 11.52% |
| February 28, 2022 | 11.52% |
| January 31, 2022 | 11.52% |
| December 31, 2021 | 11.52% |
| November 30, 2021 | 11.52% |
| October 31, 2021 | 11.52% |
| September 30, 2021 | 11.52% |
| August 31, 2021 | 11.52% |
| July 31, 2021 | 11.52% |
| June 30, 2021 | 11.52% |
| May 31, 2021 | 11.52% |
| April 30, 2021 | 11.52% |
| March 31, 2021 | 11.52% |
| February 28, 2021 | 11.52% |
| January 31, 2021 | 11.52% |
| December 31, 2020 | 11.52% |
| November 30, 2020 | 11.52% |
| October 31, 2020 | 11.52% |
| September 30, 2020 | 11.52% |
| August 31, 2020 | 11.52% |
| July 31, 2020 | 11.52% |
| Date | Value |
|---|---|
| June 30, 2020 | 11.52% |
| May 31, 2020 | 11.52% |
| April 30, 2020 | 11.52% |
| March 31, 2020 | 11.52% |
| February 29, 2020 | 7.77% |
| January 31, 2020 | 7.77% |
| December 31, 2019 | 7.77% |
| November 30, 2019 | 7.77% |
| October 31, 2019 | 7.77% |
| September 30, 2019 | 7.77% |
| August 31, 2019 | 7.77% |
| July 31, 2019 | 7.77% |
| June 30, 2019 | 7.77% |
| May 31, 2019 | 7.77% |
| April 30, 2019 | 7.77% |
| March 31, 2019 | 7.77% |
| February 28, 2019 | 7.77% |
| January 31, 2019 | 7.77% |
| December 31, 2018 | 7.77% |
| November 30, 2018 | 7.77% |
| October 31, 2018 | 7.77% |
| September 30, 2018 | 7.77% |
| August 31, 2018 | 7.77% |
| July 31, 2018 | 7.77% |
| June 30, 2018 | 8.86% |
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
7.77%
Minimum
Jul 2018
14.56%
Maximum
May 2022
9.94%
Average
8.86%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8681 |
| Beta (5Y) | 1.211 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.72% |
| Historical Sharpe Ratio (5Y) | 0.0552 |
| Historical Sortino (5Y) | 0.0588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.19% |