Transamerica Asset Allocation Short Horizon R4 (TSHFX)

9.28 -0.03 (-0.32%) USD  |  Dec 13 2024
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TSHFX Max Drawdown (5Y): 15.84% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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Thornburg Core Plus Bond Fund R5 --
Invesco Core Plus Bond Fund R6 20.59%
Putnam Income Fund R5 20.44%
Lord Abbett Total Return Fund R2 18.73%
Goldman Sachs Bond Fund R 21.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.939
Beta (5Y) 0.8957
Alpha (vs YCharts Benchmark) (5Y) 1.939
Beta (vs YCharts Benchmark) (5Y) 0.8957
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 6.65%
Historical Sharpe Ratio (5Y) -0.0344
Historical Sortino (5Y) -0.0423
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.01%

Max Drawdown (5Y) Excel Add-In Codes

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