American Funds Fundamental Invs R5 (RFNFX)

89.01 -0.64 (-0.71%) USD  |  Dec 12 2024
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RFNFX Max Drawdown (5Y): 33.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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American Funds Invmt Co of Amer R2 31.11%
American Funds Washington Mutual R2 34.69%
Nuveen Equity Index R 34.93%
Fidelity Dividend Growth K 41.28%
AQR Large Cap Multi-Style R6 35.12%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.144
Beta (5Y) 0.9653
Alpha (vs YCharts Benchmark) (5Y) -1.144
Beta (vs YCharts Benchmark) (5Y) 0.9653
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.70%
Historical Sharpe Ratio (5Y) 0.6282
Historical Sortino (5Y) 0.6523
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.99%

Max Drawdown (5Y) Excel Add-In Codes

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