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
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
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
--
Minimum
--
Maximum
--
Average
--
Median
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. |