American Funds American High-Income Trust R2 (RITBX)

9.87 -0.02 (-0.20%) USD  |  Dec 13 2024
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RITBX Max Drawdown (5Y): 21.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
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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Invesco High Yield Fund R6 23.60%
BlackRock High Yield Portfolio R 23.16%
DWS High Income Fund R6 22.41%
Voya High Yield Bond Fund R6 20.22%
Lazard US High Yield Portfolio R6 17.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.673
Beta (5Y) 0.8183
Alpha (vs YCharts Benchmark) (5Y) 4.673
Beta (vs YCharts Benchmark) (5Y) 0.8183
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.89%
Historical Sharpe Ratio (5Y) 0.2722
Historical Sortino (5Y) 0.2429
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.59%

Max Drawdown (5Y) Excel Add-In Codes

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