Touchstone Active Bond Fund Instl (TOBIX)

9.36 -0.04 (-0.43%) USD  |  Dec 13 2024
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TOBIX Max Drawdown (5Y): 19.44% 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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Median

Max Drawdown (5Y) Benchmarks

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BNY Mellon Core Plus Fund Y 18.89%
DWS Total Return Bond Fund Institutional 19.52%
American Century Core Plus Fund I 19.50%
AB Income Fund Z 21.16%
MassMutual Diversified Bond Fund I 20.86%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.062
Beta (5Y) 1.061
Alpha (vs YCharts Benchmark) (5Y) 1.062
Beta (vs YCharts Benchmark) (5Y) 1.061
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 7.32%
Historical Sharpe Ratio (5Y) -0.2054
Historical Sortino (5Y) -0.2998
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.36%

Max Drawdown (5Y) Excel Add-In Codes

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