Transamerica High Yield Bond R4 (TAHFX)

8.27 -0.02 (-0.24%) USD  |  Dec 13 2024
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TAHFX Max Drawdown (5Y): 23.30% 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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Virtus Newfleet High Yield Fund R6 22.89%
Columbia High Yield Bond Fund R 21.86%
PGIM High Yield Fund R 21.21%
Franklin High Income Fund R 20.61%
MassMutual High Yield Fund R5 22.28%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.965
Beta (5Y) 0.8526
Alpha (vs YCharts Benchmark) (5Y) 2.965
Beta (vs YCharts Benchmark) (5Y) 0.8526
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 10.72%
Historical Sharpe Ratio (5Y) 0.0841
Historical Sortino (5Y) 0.0746
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.76%

Max Drawdown (5Y) Excel Add-In Codes

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