TIAA-CREF Core Impact Bond Retirement (TSBBX)
8.98
0.00 (0.00%)
USD |
Mar 29 2023
TSBBX Max Drawdown (5Y): 18.92% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 18.92% |
| January 31, 2023 | 18.92% |
| December 31, 2022 | 18.92% |
| November 30, 2022 | 18.92% |
| October 31, 2022 | 18.92% |
| September 30, 2022 | 17.02% |
| August 31, 2022 | 14.34% |
| July 31, 2022 | 14.34% |
| June 30, 2022 | 14.34% |
| May 31, 2022 | 12.11% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
18.92%
Maximum
Oct 2022
8.29%
Average
9.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2289 |
| Beta (5Y) | 1.033 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2289 |
| Beta (vs YCharts Benchmark) (5Y) | 1.033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.92% |
| Historical Sharpe Ratio (5Y) | -0.1432 |
| Historical Sortino (5Y) | -0.1735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.23% |