American Funds Invmt Co of Amer R4 (RICEX)
43.22
-0.22 (-0.51%)
USD |
May 19 2022
RICEX Max Drawdown (5Y): 31.08% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 31.08% |
| March 31, 2022 | 31.08% |
| February 28, 2022 | 31.08% |
| January 31, 2022 | 31.08% |
| December 31, 2021 | 31.08% |
| November 30, 2021 | 31.08% |
| October 31, 2021 | 31.08% |
| September 30, 2021 | 31.08% |
| August 31, 2021 | 31.08% |
| July 31, 2021 | 31.08% |
| June 30, 2021 | 31.08% |
| May 31, 2021 | 31.08% |
| April 30, 2021 | 31.08% |
| March 31, 2021 | 31.08% |
| February 28, 2021 | 31.08% |
| January 31, 2021 | 31.08% |
| December 31, 2020 | 31.08% |
| November 30, 2020 | 31.08% |
| October 31, 2020 | 31.08% |
| September 30, 2020 | 31.08% |
| August 31, 2020 | 31.08% |
| July 31, 2020 | 31.08% |
| June 30, 2020 | 31.08% |
| May 31, 2020 | 31.08% |
| April 30, 2020 | 31.08% |
| Date | Value |
|---|---|
| March 31, 2020 | 31.08% |
| February 29, 2020 | 18.17% |
| January 31, 2020 | 18.17% |
| December 31, 2019 | 18.17% |
| November 30, 2019 | 18.17% |
| October 31, 2019 | 18.17% |
| September 30, 2019 | 18.17% |
| August 31, 2019 | 18.17% |
| July 31, 2019 | 18.17% |
| June 30, 2019 | 18.17% |
| May 31, 2019 | 18.17% |
| April 30, 2019 | 18.17% |
| March 31, 2019 | 18.17% |
| February 28, 2019 | 18.17% |
| January 31, 2019 | 18.17% |
| December 31, 2018 | 18.17% |
| November 30, 2018 | 13.93% |
| October 31, 2018 | 13.93% |
| September 30, 2018 | 13.93% |
| August 31, 2018 | 13.93% |
| July 31, 2018 | 13.93% |
| June 30, 2018 | 13.93% |
| May 31, 2018 | 13.93% |
| April 30, 2018 | 13.93% |
| March 31, 2018 | 13.93% |
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
13.93%
Minimum
May 2017
31.08%
Maximum
Mar 2020
22.42%
Average
18.17%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Nuveen Dividend Growth R6 | 33.67% |
| TIAA-CREF S&P 500 Index Retire | 33.77% |
| Franklin Rising Dividends R6 | 34.87% |
| American Funds Fundamental Invs R3 | 33.92% |
| iShares S&P 500 Index K | 33.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.379 |
| Beta (5Y) | 0.9178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.03% |
| Historical Sharpe Ratio (5Y) | 0.6544 |
| Historical Sortino (5Y) | 0.6464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.97% |