Symmetry Panoramic Global Systematic Fxd Inc Fd I (SPGBX)

9.23 -0.03 (-0.32%) USD  |  Dec 13 2024
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SPGBX Max Drawdown (5Y): 17.02% 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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Median

Max Drawdown (5Y) Benchmarks

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Delaware Ivy Global Bond Fund I 14.84%
Putnam Global Income Trust Y 24.93%
Loomis Sayles Global Bond Fund Inst 26.86%
Voya Global Bond Fund I 27.13%
Invesco Global Strategic Income Fund Y 24.82%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.6213
Beta (5Y) 0.8263
Alpha (vs YCharts Benchmark) (5Y) -0.1464
Beta (vs YCharts Benchmark) (5Y) 0.646
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 5.31%
Historical Sharpe Ratio (5Y) -0.4936
Historical Sortino (5Y) -0.7573
Monthly Value at Risk (VaR) 5% (5Y Lookback) 2.77%

Max Drawdown (5Y) Excel Add-In Codes

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