Payden Core Bond Fund SI (PYCSX)

9.17 -0.04 (-0.43%) USD  |  Dec 13 2024
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PYCSX Max Drawdown (5Y): 18.51% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Lord Abbett Total Return Fund F3 18.09%
John Hancock Bond Fund NAV 19.14%
TCW MetWest Total Return Bd Fd Pl 19.63%
Voya Intermediate Bond Fund W 19.10%
Janus Henderson Flexible Bond Fund T 18.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.5084
Beta (5Y) 1.033
Alpha (vs YCharts Benchmark) (5Y) 0.5084
Beta (vs YCharts Benchmark) (5Y) 1.033
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.90%
Historical Sharpe Ratio (5Y) -0.2886
Historical Sortino (5Y) -0.4184
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.27%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:PYCSX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:PYCSX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.