SEI Inst Mgd High Yield Bond Fund F (SHYAX)

5.42 0.00 (0.00%) USD  |  Dec 13 2024
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SHYAX Max Drawdown (5Y): 22.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Max Drawdown (5Y) Benchmarks

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JPMorgan High Yield Fund I 23.27%
Nuveen High Yield Income Fund I 22.96%
Hotchkis & Wiley High Yield Fund I 22.87%
RBC BlueBay High Yield Bond Fund I 17.38%
Principal High Income Fund Inst 20.51%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.561
Beta (5Y) 0.7393
Alpha (vs YCharts Benchmark) (5Y) 4.561
Beta (vs YCharts Benchmark) (5Y) 0.7393
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.41%
Historical Sharpe Ratio (5Y) 0.2663
Historical Sortino (5Y) 0.2193
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.43%

Max Drawdown (5Y) Excel Add-In Codes

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