Putnam Global Health Care B (PHSBX)
24.36
+0.47 (+1.97%)
USD |
Jun 24 2022
PHSBX Max Drawdown (5Y): 25.58% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 25.58% |
| April 30, 2022 | 25.58% |
| March 31, 2022 | 25.58% |
| February 28, 2022 | 25.58% |
| January 31, 2022 | 25.58% |
| December 31, 2021 | 25.58% |
| November 30, 2021 | 25.58% |
| October 31, 2021 | 25.58% |
| September 30, 2021 | 25.58% |
| August 31, 2021 | 25.58% |
| July 31, 2021 | 25.58% |
| June 30, 2021 | 25.58% |
| May 31, 2021 | 25.58% |
| April 30, 2021 | 25.58% |
| March 31, 2021 | 25.58% |
| February 28, 2021 | 25.58% |
| January 31, 2021 | 25.58% |
| December 31, 2020 | 25.58% |
| November 30, 2020 | 25.58% |
| October 31, 2020 | 25.58% |
| September 30, 2020 | 25.58% |
| August 31, 2020 | 25.58% |
| July 31, 2020 | 25.58% |
| June 30, 2020 | 25.58% |
| May 31, 2020 | 25.58% |
| Date | Value |
|---|---|
| April 30, 2020 | 25.58% |
| March 31, 2020 | 25.58% |
| February 29, 2020 | 24.56% |
| January 31, 2020 | 24.56% |
| December 31, 2019 | 24.56% |
| November 30, 2019 | 24.56% |
| October 31, 2019 | 24.56% |
| September 30, 2019 | 24.56% |
| August 31, 2019 | 24.56% |
| July 31, 2019 | 24.56% |
| June 30, 2019 | 24.56% |
| May 31, 2019 | 24.56% |
| April 30, 2019 | 24.56% |
| March 31, 2019 | 24.56% |
| February 28, 2019 | 24.56% |
| January 31, 2019 | 24.56% |
| December 31, 2018 | 24.56% |
| November 30, 2018 | 24.56% |
| October 31, 2018 | 24.56% |
| September 30, 2018 | 24.56% |
| August 31, 2018 | 24.56% |
| July 31, 2018 | 24.56% |
| June 30, 2018 | 24.56% |
| May 31, 2018 | 24.56% |
| April 30, 2018 | 24.56% |
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
24.56%
Minimum
Jun 2017
25.58%
Maximum
Mar 2020
25.02%
Average
24.56%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| Delaware Healthcare R | 25.60% |
| Rydex Health Care H | 29.05% |
| DWS Health and Wellness C | 27.53% |
| Saratoga Health & Biotechnology I | 28.01% |
| Virtus Health Sciences C | 28.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.152 |
| Beta (5Y) | 0.7227 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.71% |
| Historical Sharpe Ratio (5Y) | 0.6714 |
| Historical Sortino (5Y) | 0.8946 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.30% |