DWS Total Return Bond Fund Institutional (SZIIX)
9.25
-0.03
(-0.32%)
USD |
Jun 13 2025
SZIIX Max Drawdown (5Y): 19.52% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
BNY Mellon Core Plus Fund Y | 18.89% |
Goldman Sachs Bond Fund Institutional | 20.79% |
AB Income Fund Z | 21.16% |
American Century Core Plus Fund I | 19.50% |
Columbia MMgr Total Return Bond Strat I | 19.03% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.7931 |
Beta (5Y) | 1.035 |
Alpha (vs YCharts Benchmark) (5Y) | 0.7931 |
Beta (vs YCharts Benchmark) (5Y) | 1.035 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.36% |
Historical Sharpe Ratio (5Y) | -0.4694 |
Historical Sortino (5Y) | -0.7396 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.08% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:SZIIX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:SZIIX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |