Putnam Mortgage Securities R (PGVRX)
10.48
0.00 (0.00%)
USD |
Aug 09 2022
PGVRX Max Drawdown (5Y): 15.82% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 15.82% |
| June 30, 2022 | 15.82% |
| May 31, 2022 | 15.08% |
| April 30, 2022 | 15.08% |
| March 31, 2022 | 15.08% |
| February 28, 2022 | 15.08% |
| January 31, 2022 | 15.08% |
| December 31, 2021 | 15.08% |
| November 30, 2021 | 15.08% |
| October 31, 2021 | 15.08% |
| September 30, 2021 | 15.08% |
| August 31, 2021 | 15.08% |
| July 31, 2021 | 15.08% |
| June 30, 2021 | 15.08% |
| May 31, 2021 | 15.08% |
| April 30, 2021 | 15.08% |
| March 31, 2021 | 15.08% |
| February 28, 2021 | 15.08% |
| January 31, 2021 | 15.08% |
| December 31, 2020 | 15.08% |
| November 30, 2020 | 15.08% |
| October 31, 2020 | 15.08% |
| September 30, 2020 | 15.08% |
| August 31, 2020 | 15.08% |
| July 31, 2020 | 15.08% |
| Date | Value |
|---|---|
| June 30, 2020 | 15.08% |
| May 31, 2020 | 15.08% |
| April 30, 2020 | 15.08% |
| March 31, 2020 | 15.08% |
| February 29, 2020 | 3.35% |
| January 31, 2020 | 3.35% |
| December 31, 2019 | 3.35% |
| November 30, 2019 | 3.35% |
| October 31, 2019 | 3.35% |
| September 30, 2019 | 3.35% |
| August 31, 2019 | 3.35% |
| July 31, 2019 | 3.35% |
| June 30, 2019 | 3.35% |
| May 31, 2019 | 3.35% |
| April 30, 2019 | 3.35% |
| March 31, 2019 | 3.35% |
| February 28, 2019 | 3.35% |
| January 31, 2019 | 3.35% |
| December 31, 2018 | 3.35% |
| November 30, 2018 | 3.35% |
| October 31, 2018 | 3.01% |
| September 30, 2018 | 3.01% |
| August 31, 2018 | 3.01% |
| July 31, 2018 | 3.01% |
| June 30, 2018 | 4.18% |
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
3.01%
Minimum
Jul 2018
15.82%
Maximum
Jun 2022
9.40%
Average
5.61%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Putnam Income R5 | 15.16% |
| Goldman Sachs Bond R | 17.00% |
| Hartford Total Return Bond R5 | 15.15% |
| JPMorgan Total Return R2 | 15.31% |
| MFS Total Return Bond R1 | 15.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.007 |
| Beta (5Y) | 0.5923 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.26% |
| Historical Sharpe Ratio (5Y) | -0.0902 |
| Historical Sortino (5Y) | -0.084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.62% |