TIAA-CREF Core Impact Bond Retirement (TSBBX)
9.40
-0.04 (-0.42%)
USD |
May 23 2022
TSBBX Max Drawdown (5Y): 11.02% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 11.02% |
| March 31, 2022 | 9.03% |
| February 28, 2022 | 9.03% |
| January 31, 2022 | 9.03% |
| December 31, 2021 | 9.03% |
| November 30, 2021 | 9.03% |
| October 31, 2021 | 9.03% |
| September 30, 2021 | 9.03% |
| August 31, 2021 | 9.03% |
| July 31, 2021 | 9.03% |
| June 30, 2021 | 9.03% |
| May 31, 2021 | 9.03% |
| April 30, 2021 | 9.03% |
| March 31, 2021 | 9.03% |
| February 28, 2021 | 9.03% |
| January 31, 2021 | 9.03% |
| December 31, 2020 | 9.03% |
| November 30, 2020 | 9.03% |
| October 31, 2020 | 9.03% |
| September 30, 2020 | 9.03% |
| August 31, 2020 | 9.03% |
| July 31, 2020 | 9.03% |
| June 30, 2020 | 9.03% |
| May 31, 2020 | 9.03% |
| April 30, 2020 | 9.03% |
| Date | Value |
|---|---|
| March 31, 2020 | 9.03% |
| February 29, 2020 | 3.69% |
| January 31, 2020 | 3.69% |
| December 31, 2019 | 3.69% |
| November 30, 2019 | 3.69% |
| October 31, 2019 | 3.69% |
| September 30, 2019 | 3.69% |
| August 31, 2019 | 3.69% |
| July 31, 2019 | 3.69% |
| June 30, 2019 | 3.69% |
| May 31, 2019 | 3.69% |
| April 30, 2019 | 3.69% |
| March 31, 2019 | 3.69% |
| February 28, 2019 | 3.69% |
| January 31, 2019 | 3.69% |
| December 31, 2018 | 3.69% |
| November 30, 2018 | 3.69% |
| October 31, 2018 | 3.69% |
| September 30, 2018 | 3.69% |
| August 31, 2018 | 3.69% |
| July 31, 2018 | 3.69% |
| June 30, 2018 | 5.00% |
| May 31, 2018 | 5.00% |
| April 30, 2018 | 5.00% |
| March 31, 2018 | 5.00% |
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
3.69%
Minimum
Jul 2018
11.02%
Maximum
Apr 2022
6.34%
Average
5.00%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| American Century Diversified Bond R6 | 10.09% |
| American Funds Bond Fund of Amer R5 | 9.59% |
| T. Rowe Price New Income R | 10.98% |
| Nationwide Loomis Core Bond R6 | 10.30% |
| BlackRock Core Bond R | 11.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0083 |
| Beta (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.63% |
| Historical Sharpe Ratio (5Y) | 0.062 |
| Historical Sortino (5Y) | 0.0691 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.15% |