PIMCO California Municipal Bond I2 (PCTPX)
10.17
-0.04 (-0.39%)
USD |
May 18 2022
PCTPX Max Drawdown (5Y): 11.48% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 11.48% |
| March 31, 2022 | 11.48% |
| February 28, 2022 | 11.48% |
| January 31, 2022 | 11.48% |
| December 31, 2021 | 11.48% |
| November 30, 2021 | 11.48% |
| October 31, 2021 | 11.48% |
| September 30, 2021 | 11.48% |
| August 31, 2021 | 11.48% |
| July 31, 2021 | 11.48% |
| June 30, 2021 | 11.48% |
| May 31, 2021 | 11.48% |
| April 30, 2021 | 11.48% |
| March 31, 2021 | 11.48% |
| February 28, 2021 | 11.48% |
| January 31, 2021 | 11.48% |
| December 31, 2020 | 11.48% |
| November 30, 2020 | 11.48% |
| October 31, 2020 | 11.48% |
| September 30, 2020 | 11.48% |
| August 31, 2020 | 11.48% |
| July 31, 2020 | 11.48% |
| June 30, 2020 | 11.48% |
| May 31, 2020 | 11.48% |
| April 30, 2020 | 11.48% |
| Date | Value |
|---|---|
| March 31, 2020 | 11.48% |
| February 29, 2020 | 7.53% |
| January 31, 2020 | 7.53% |
| December 31, 2019 | 7.53% |
| November 30, 2019 | 7.53% |
| October 31, 2019 | 7.53% |
| September 30, 2019 | 7.53% |
| August 31, 2019 | 7.53% |
| July 31, 2019 | 7.53% |
| June 30, 2019 | 7.53% |
| May 31, 2019 | 7.53% |
| April 30, 2019 | 7.53% |
| March 31, 2019 | 7.53% |
| February 28, 2019 | 7.53% |
| January 31, 2019 | 7.53% |
| December 31, 2018 | 7.53% |
| November 30, 2018 | 7.53% |
| October 31, 2018 | 7.53% |
| September 30, 2018 | 7.53% |
| August 31, 2018 | 7.53% |
| July 31, 2018 | 7.53% |
| June 30, 2018 | 8.18% |
| May 31, 2018 | 8.18% |
| April 30, 2018 | 8.18% |
| March 31, 2018 | 8.18% |
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
7.53%
Minimum
Jul 2018
11.48%
Maximum
Mar 2020
9.39%
Average
8.18%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2642 |
| Beta (5Y) | 1.170 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.26% |
| Historical Sharpe Ratio (5Y) | 0.2482 |
| Historical Sortino (5Y) | 0.2541 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.43% |