Federated Hermes Strategic Income Fund A (STIAX)

8.32 -0.03 (-0.36%) USD  |  Dec 13 2024
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STIAX Max Drawdown (5Y): 18.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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PIMCO Diversified Income Fund A 19.95%
John Hancock Income Fund A 14.89%
Angel Oak Multi-Strategy Income Fund A 16.18%
Nuveen Strategic Income Fund A 16.05%
Franklin Core Plus Bond Fund A 17.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.489
Beta (5Y) 1.024
Alpha (vs YCharts Benchmark) (5Y) 2.489
Beta (vs YCharts Benchmark) (5Y) 1.024
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.73%
Historical Sharpe Ratio (5Y) 0.0011
Historical Sortino (5Y) 0.0012
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.99%

Max Drawdown (5Y) Excel Add-In Codes

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