Russell Inv LifePoints Balanced Strat R4 (RBLUX)
9.44
+0.01 (+0.11%)
USD |
Jan 27 2023
RBLUX Max Drawdown (5Y): 26.40% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2022 | 26.40% |
| November 30, 2022 | 26.40% |
| October 31, 2022 | 26.40% |
| September 30, 2022 | 26.40% |
| August 31, 2022 | 26.40% |
| July 31, 2022 | 26.40% |
| June 30, 2022 | 26.40% |
| May 31, 2022 | 26.40% |
| April 30, 2022 | 26.40% |
| March 31, 2022 | 26.40% |
| February 28, 2022 | 26.40% |
| January 31, 2022 | 26.40% |
| December 31, 2021 | 26.40% |
| November 30, 2021 | 26.40% |
| October 31, 2021 | 26.40% |
| September 30, 2021 | 26.40% |
| August 31, 2021 | 26.40% |
| July 31, 2021 | 26.40% |
| June 30, 2021 | 26.40% |
| May 31, 2021 | 26.40% |
| April 30, 2021 | 26.40% |
| March 31, 2021 | 26.40% |
| February 28, 2021 | 26.40% |
| January 31, 2021 | 26.40% |
| December 31, 2020 | 26.40% |
| Date | Value |
|---|---|
| November 30, 2020 | 26.40% |
| October 31, 2020 | 26.40% |
| September 30, 2020 | 26.40% |
| August 31, 2020 | 26.40% |
| July 31, 2020 | 26.40% |
| June 30, 2020 | 26.40% |
| May 31, 2020 | 26.40% |
| April 30, 2020 | 26.40% |
| March 31, 2020 | 26.40% |
| February 29, 2020 | 13.34% |
| January 31, 2020 | 13.34% |
| December 31, 2019 | 13.34% |
| November 30, 2019 | 13.34% |
| October 31, 2019 | 13.34% |
| September 30, 2019 | 13.34% |
| August 31, 2019 | 13.34% |
| July 31, 2019 | 13.34% |
| June 30, 2019 | 13.34% |
| May 31, 2019 | 13.34% |
| April 30, 2019 | 13.34% |
| March 31, 2019 | 13.34% |
| February 28, 2019 | 13.34% |
| January 31, 2019 | 13.34% |
| December 31, 2018 | 13.34% |
| November 30, 2018 | 13.34% |
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
13.34%
Minimum
Jan 2018
26.40%
Maximum
Mar 2020
20.74%
Average
26.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hartford Moderate Allocation R3 | 24.54% |
| JHancock Multi-Index Lifestyle Bal R6 | 25.37% |
| Principal SAM Balanced R3 | 25.28% |
| American Funds Moderate Gr & Inc R-5 | 23.11% |
| George Putnam Balanced R6 | 22.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.038 |
| Beta (5Y) | 0.6096 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.7009 |
| Beta (vs YCharts Benchmark) (5Y) | 1.319 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.26% |
| Historical Sharpe Ratio (5Y) | 0.0577 |
| Historical Sortino (5Y) | 0.0582 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.83% |