American Funds Washington Mutual R2 (RWMBX)
50.15
+0.35 (+0.70%)
USD |
Jul 01 2022
RWMBX Max Drawdown (5Y): 34.69% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 34.69% |
| May 31, 2022 | 34.69% |
| April 30, 2022 | 34.69% |
| March 31, 2022 | 34.69% |
| February 28, 2022 | 34.69% |
| January 31, 2022 | 34.69% |
| December 31, 2021 | 34.69% |
| November 30, 2021 | 34.69% |
| October 31, 2021 | 34.69% |
| September 30, 2021 | 34.69% |
| August 31, 2021 | 34.69% |
| July 31, 2021 | 34.69% |
| June 30, 2021 | 34.69% |
| May 31, 2021 | 34.69% |
| April 30, 2021 | 34.69% |
| March 31, 2021 | 34.69% |
| February 28, 2021 | 34.69% |
| January 31, 2021 | 34.69% |
| December 31, 2020 | 34.69% |
| November 30, 2020 | 34.69% |
| October 31, 2020 | 34.69% |
| September 30, 2020 | 34.69% |
| August 31, 2020 | 34.69% |
| July 31, 2020 | 34.69% |
| June 30, 2020 | 34.69% |
| Date | Value |
|---|---|
| May 31, 2020 | 34.69% |
| April 30, 2020 | 34.69% |
| March 31, 2020 | 34.69% |
| February 29, 2020 | 15.77% |
| January 31, 2020 | 15.77% |
| December 31, 2019 | 15.77% |
| November 30, 2019 | 15.77% |
| October 31, 2019 | 15.77% |
| September 30, 2019 | 15.77% |
| August 31, 2019 | 15.77% |
| July 31, 2019 | 15.77% |
| June 30, 2019 | 15.77% |
| May 31, 2019 | 15.77% |
| April 30, 2019 | 15.77% |
| March 31, 2019 | 15.77% |
| February 28, 2019 | 15.77% |
| January 31, 2019 | 15.77% |
| December 31, 2018 | 15.77% |
| November 30, 2018 | 12.46% |
| October 31, 2018 | 12.46% |
| September 30, 2018 | 12.46% |
| August 31, 2018 | 12.46% |
| July 31, 2018 | 12.46% |
| June 30, 2018 | 12.46% |
| May 31, 2018 | 12.46% |
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
12.46%
Minimum
Jul 2017
34.69%
Maximum
Mar 2020
23.66%
Average
15.77%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| American Funds Fundamental Invs R2 | 33.96% |
| AQR Large Cap Defensive Style R6 | 33.57% |
| Federated Hermes Max-Cap Index R | 33.84% |
| iShares Russell 1000 Large-Cap Idx K | 34.58% |
| MM S&P 500® Index R5 | 33.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4614 |
| Beta (5Y) | 0.8842 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.60% |
| Historical Sharpe Ratio (5Y) | 0.5985 |
| Historical Sortino (5Y) | 0.5737 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.02% |