Thornburg Investment Income Builder A (TIBAX)
22.36
-0.42 (-1.84%)
USD |
May 18 2022
TIBAX Max Drawdown (5Y): 35.05% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 35.05% |
| March 31, 2022 | 35.05% |
| February 28, 2022 | 35.05% |
| January 31, 2022 | 35.05% |
| December 31, 2021 | 35.05% |
| November 30, 2021 | 35.05% |
| October 31, 2021 | 35.05% |
| September 30, 2021 | 35.05% |
| August 31, 2021 | 35.05% |
| July 31, 2021 | 35.05% |
| June 30, 2021 | 35.05% |
| May 31, 2021 | 35.05% |
| April 30, 2021 | 35.05% |
| March 31, 2021 | 35.05% |
| February 28, 2021 | 35.05% |
| January 31, 2021 | 35.05% |
| December 31, 2020 | 35.05% |
| November 30, 2020 | 35.05% |
| October 31, 2020 | 35.05% |
| September 30, 2020 | 35.05% |
| August 31, 2020 | 35.05% |
| July 31, 2020 | 35.05% |
| June 30, 2020 | 35.05% |
| May 31, 2020 | 35.05% |
| April 30, 2020 | 35.05% |
| Date | Value |
|---|---|
| March 31, 2020 | 35.05% |
| February 29, 2020 | 20.60% |
| January 31, 2020 | 20.60% |
| December 31, 2019 | 20.60% |
| November 30, 2019 | 20.60% |
| October 31, 2019 | 20.60% |
| September 30, 2019 | 20.60% |
| August 31, 2019 | 20.60% |
| July 31, 2019 | 20.60% |
| June 30, 2019 | 20.60% |
| May 31, 2019 | 20.60% |
| April 30, 2019 | 20.60% |
| March 31, 2019 | 20.60% |
| February 28, 2019 | 20.60% |
| January 31, 2019 | 20.60% |
| December 31, 2018 | 20.60% |
| November 30, 2018 | 20.60% |
| October 31, 2018 | 20.60% |
| September 30, 2018 | 20.60% |
| August 31, 2018 | 20.60% |
| July 31, 2018 | 20.60% |
| June 30, 2018 | 20.60% |
| May 31, 2018 | 20.60% |
| April 30, 2018 | 20.60% |
| March 31, 2018 | 20.60% |
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
20.60%
Minimum
May 2017
35.05%
Maximum
Mar 2020
26.86%
Average
20.60%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| American Funds Capital Income Bldr 529A | 25.22% |
| Janus Henderson Dividend & Inc Builder A | 28.53% |
| MainStay Income Builder A | 24.41% |
| Pioneer Multi-Asset Income A | 23.93% |
| Franklin Mutual Quest A | 30.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.912 |
| Beta (5Y) | 0.7744 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.24% |
| Historical Sharpe Ratio (5Y) | 0.4356 |
| Historical Sortino (5Y) | 0.3701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.01% |