American Funds Global Balanced R2 (RGBBX)
33.75
+0.06 (+0.18%)
USD |
May 24 2022
RGBBX Max Drawdown (5Y): 23.42% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 23.42% |
| March 31, 2022 | 23.42% |
| February 28, 2022 | 23.42% |
| January 31, 2022 | 23.42% |
| December 31, 2021 | 23.42% |
| November 30, 2021 | 23.42% |
| October 31, 2021 | 23.42% |
| September 30, 2021 | 23.42% |
| August 31, 2021 | 23.42% |
| July 31, 2021 | 23.42% |
| June 30, 2021 | 23.42% |
| May 31, 2021 | 23.42% |
| April 30, 2021 | 23.42% |
| March 31, 2021 | 23.42% |
| February 28, 2021 | 23.42% |
| January 31, 2021 | 23.42% |
| December 31, 2020 | 23.42% |
| November 30, 2020 | 23.42% |
| October 31, 2020 | 23.42% |
| September 30, 2020 | 23.42% |
| August 31, 2020 | 23.42% |
| July 31, 2020 | 23.42% |
| June 30, 2020 | 23.42% |
| May 31, 2020 | 23.42% |
| April 30, 2020 | 23.42% |
| Date | Value |
|---|---|
| March 31, 2020 | 23.42% |
| February 29, 2020 | 13.90% |
| January 31, 2020 | 13.90% |
| December 31, 2019 | 13.90% |
| November 30, 2019 | 13.90% |
| October 31, 2019 | 13.90% |
| September 30, 2019 | 13.90% |
| August 31, 2019 | 13.90% |
| July 31, 2019 | 13.90% |
| June 30, 2019 | 13.90% |
| May 31, 2019 | 13.90% |
| April 30, 2019 | 13.90% |
| March 31, 2019 | 13.90% |
| February 28, 2019 | 13.90% |
| January 31, 2019 | 13.90% |
| December 31, 2018 | 13.90% |
| November 30, 2018 | 12.99% |
| October 31, 2018 | 12.99% |
| September 30, 2018 | 12.99% |
| August 31, 2018 | 12.99% |
| July 31, 2018 | 12.99% |
| June 30, 2018 | 12.99% |
| May 31, 2018 | 12.99% |
| April 30, 2018 | 12.99% |
| March 31, 2018 | 12.99% |
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
12.99%
Minimum
May 2017
23.42%
Maximum
Mar 2020
17.74%
Average
13.90%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.124 |
| Beta (5Y) | 0.569 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 11.20% |
| Historical Sharpe Ratio (5Y) | 0.3203 |
| Historical Sortino (5Y) | 0.3263 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.67% |