American Funds Invmt Co of Amer R2 (RICBX)
40.95
-0.60 (-1.44%)
USD |
Jun 28 2022
RICBX Max Drawdown (5Y): 31.11% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 31.11% |
| April 30, 2022 | 31.11% |
| March 31, 2022 | 31.11% |
| February 28, 2022 | 31.11% |
| January 31, 2022 | 31.11% |
| December 31, 2021 | 31.11% |
| November 30, 2021 | 31.11% |
| October 31, 2021 | 31.11% |
| September 30, 2021 | 31.11% |
| August 31, 2021 | 31.11% |
| July 31, 2021 | 31.11% |
| June 30, 2021 | 31.11% |
| May 31, 2021 | 31.11% |
| April 30, 2021 | 31.11% |
| March 31, 2021 | 31.11% |
| February 28, 2021 | 31.11% |
| January 31, 2021 | 31.11% |
| December 31, 2020 | 31.11% |
| November 30, 2020 | 31.11% |
| October 31, 2020 | 31.11% |
| September 30, 2020 | 31.11% |
| August 31, 2020 | 31.11% |
| July 31, 2020 | 31.11% |
| June 30, 2020 | 31.11% |
| May 31, 2020 | 31.11% |
| Date | Value |
|---|---|
| April 30, 2020 | 31.11% |
| March 31, 2020 | 31.11% |
| February 29, 2020 | 18.73% |
| January 31, 2020 | 18.73% |
| December 31, 2019 | 18.73% |
| November 30, 2019 | 18.73% |
| October 31, 2019 | 18.73% |
| September 30, 2019 | 18.73% |
| August 31, 2019 | 18.73% |
| July 31, 2019 | 18.73% |
| June 30, 2019 | 18.73% |
| May 31, 2019 | 18.73% |
| April 30, 2019 | 18.73% |
| March 31, 2019 | 18.73% |
| February 28, 2019 | 18.73% |
| January 31, 2019 | 18.73% |
| December 31, 2018 | 18.73% |
| November 30, 2018 | 14.42% |
| October 31, 2018 | 14.42% |
| September 30, 2018 | 14.42% |
| August 31, 2018 | 14.42% |
| July 31, 2018 | 14.42% |
| June 30, 2018 | 14.42% |
| May 31, 2018 | 14.42% |
| April 30, 2018 | 14.42% |
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
14.42%
Minimum
Jun 2017
31.11%
Maximum
Mar 2020
23.01%
Average
18.73%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| iShares Russell 1000 Large-Cap Idx K | 34.58% |
| American Funds Fundamental Invs R2 | 33.96% |
| TIAA-CREF Equity Index R | 34.93% |
| American Funds Washington Mutual R2 | 34.69% |
| Hartford Core Equity R6 | 33.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.871 |
| Beta (5Y) | 0.9166 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.50% |
| Historical Sharpe Ratio (5Y) | 0.5895 |
| Historical Sortino (5Y) | 0.5981 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.82% |