TIAA-CREF Core Plus Bond R (TCBRX)
9.32
+0.03 (+0.32%)
USD |
Jun 29 2022
TCBRX Max Drawdown (5Y): 11.77% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 11.77% |
| April 30, 2022 | 10.58% |
| March 31, 2022 | 10.26% |
| February 28, 2022 | 10.26% |
| January 31, 2022 | 10.26% |
| December 31, 2021 | 10.26% |
| November 30, 2021 | 10.26% |
| October 31, 2021 | 10.26% |
| September 30, 2021 | 10.26% |
| August 31, 2021 | 10.26% |
| July 31, 2021 | 10.26% |
| June 30, 2021 | 10.26% |
| May 31, 2021 | 10.26% |
| April 30, 2021 | 10.26% |
| March 31, 2021 | 10.26% |
| February 28, 2021 | 10.26% |
| January 31, 2021 | 10.26% |
| December 31, 2020 | 10.26% |
| November 30, 2020 | 10.26% |
| October 31, 2020 | 10.26% |
| September 30, 2020 | 10.26% |
| August 31, 2020 | 10.26% |
| July 31, 2020 | 10.26% |
| June 30, 2020 | 10.26% |
| May 31, 2020 | 10.26% |
| Date | Value |
|---|---|
| April 30, 2020 | 10.26% |
| March 31, 2020 | 10.26% |
| February 29, 2020 | 3.44% |
| January 31, 2020 | 3.44% |
| December 31, 2019 | 3.44% |
| November 30, 2019 | 3.44% |
| October 31, 2019 | 3.44% |
| September 30, 2019 | 3.44% |
| August 31, 2019 | 3.44% |
| July 31, 2019 | 3.44% |
| June 30, 2019 | 3.44% |
| May 31, 2019 | 3.44% |
| April 30, 2019 | 3.44% |
| March 31, 2019 | 3.44% |
| February 28, 2019 | 3.44% |
| January 31, 2019 | 3.44% |
| December 31, 2018 | 3.44% |
| November 30, 2018 | 3.44% |
| October 31, 2018 | 3.44% |
| September 30, 2018 | 3.44% |
| August 31, 2018 | 3.44% |
| July 31, 2018 | 3.44% |
| June 30, 2018 | 5.27% |
| May 31, 2018 | 5.27% |
| April 30, 2018 | 5.27% |
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
3.44%
Minimum
Jul 2018
11.77%
Maximum
May 2022
6.96%
Average
5.27%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| TIAA-CREF Core Bond R | 11.86% |
| Fidelity® Total Bond K6 | 10.85% |
| Allspring Core Plus Bond R6 | 11.23% |
| Calvert Bond R6 | 10.47% |
| Fidelity Advisor® Total Bond M | 11.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1931 |
| Beta (5Y) | 0.9743 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.98% |
| Historical Sharpe Ratio (5Y) | 0.092 |
| Historical Sortino (5Y) | 0.0945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.29% |