Touchstone Impact Bond Fund R6 (TIMPX)
9.00
-0.03
(-0.33%)
USD |
Dec 13 2024
TIMPX Max Drawdown (5Y): 18.03% for Nov. 30, 2024
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
Western Asset Core Bond Fund R | 23.95% |
Victory Core Bond Fund R6 | 17.41% |
JPMorgan Core Bond Fund R2 | 17.35% |
American Funds Bond Fund of America R1 | 18.76% |
Transamerica Core Bond R | 18.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0012 |
Beta (5Y) | 0.9577 |
Alpha (vs YCharts Benchmark) (5Y) | -0.0012 |
Beta (vs YCharts Benchmark) (5Y) | 0.9577 |
Historical Sortino (5Y) | -0.607 |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:TIMPX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:TIMPX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |