American Funds Fundamental Invs R5E (RFNHX)

88.67 -0.64 (-0.72%) USD  |  Dec 12 2024
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RFNHX Max Drawdown (5Y): 33.89% 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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T. Rowe Price U.S. Equity Research R 34.45%
American Funds Invmt Co of Amer R5 31.05%
Invesco Main Street R 34.41%
Invesco Rising Dividends R 36.70%
Nationwide BNY Mellon Dyn US Core R6 32.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.259
Beta (5Y) 0.9649
Alpha (vs YCharts Benchmark) (5Y) -1.259
Beta (vs YCharts Benchmark) (5Y) 0.9649
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.70%
Historical Sharpe Ratio (5Y) 0.6219
Historical Sortino (5Y) 0.6461
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:RFNHX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:RFNHX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.