Thornburg Global Opportunities Fund I (THOIX)

38.23 -0.23 (-0.60%) USD  |  Dec 13 2024
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THOIX Max Drawdown (5Y): 35.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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Victory RS Global Fund Y 31.80%
Trillium ESG Global Equity Fund Institutional 31.31%
Russell Investments Global Equity Fund Y 34.81%
Davis Global Fund Y 42.21%
MFS Global Equity Fund I 33.79%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.846
Beta (5Y) 1.008
Alpha (vs YCharts Benchmark) (5Y) -0.9619
Beta (vs YCharts Benchmark) (5Y) 0.9316
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.53%
Historical Sharpe Ratio (5Y) 0.4539
Historical Sortino (5Y) 0.497
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.53%

Max Drawdown (5Y) Excel Add-In Codes

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