USAA Income Institutional (UIINX)
11.74
+0.04 (+0.34%)
USD |
Aug 12 2022
UIINX Max Drawdown (5Y): 14.11% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 14.11% |
| June 30, 2022 | 14.11% |
| May 31, 2022 | 11.72% |
| April 30, 2022 | 10.75% |
| March 31, 2022 | 10.21% |
| February 28, 2022 | 10.21% |
| January 31, 2022 | 10.21% |
| December 31, 2021 | 10.21% |
| November 30, 2021 | 10.21% |
| October 31, 2021 | 10.21% |
| September 30, 2021 | 10.21% |
| August 31, 2021 | 10.21% |
| July 31, 2021 | 10.21% |
| June 30, 2021 | 10.21% |
| May 31, 2021 | 10.21% |
| April 30, 2021 | 10.21% |
| March 31, 2021 | 10.21% |
| February 28, 2021 | 10.21% |
| January 31, 2021 | 10.21% |
| December 31, 2020 | 10.21% |
| November 30, 2020 | 10.21% |
| October 31, 2020 | 10.21% |
| September 30, 2020 | 10.21% |
| August 31, 2020 | 10.21% |
| July 31, 2020 | 10.21% |
| Date | Value |
|---|---|
| June 30, 2020 | 10.21% |
| May 31, 2020 | 10.21% |
| April 30, 2020 | 10.21% |
| March 31, 2020 | 10.21% |
| February 29, 2020 | 3.86% |
| January 31, 2020 | 3.86% |
| December 31, 2019 | 3.86% |
| November 30, 2019 | 3.86% |
| October 31, 2019 | 3.86% |
| September 30, 2019 | 3.86% |
| August 31, 2019 | 3.86% |
| July 31, 2019 | 3.86% |
| June 30, 2019 | 3.86% |
| May 31, 2019 | 3.86% |
| April 30, 2019 | 3.86% |
| March 31, 2019 | 3.86% |
| February 28, 2019 | 3.86% |
| January 31, 2019 | 3.86% |
| December 31, 2018 | 3.86% |
| November 30, 2018 | 3.86% |
| October 31, 2018 | 3.86% |
| September 30, 2018 | 3.86% |
| August 31, 2018 | 3.86% |
| July 31, 2018 | 3.86% |
| June 30, 2018 | 4.73% |
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
3.86%
Minimum
Jul 2018
14.11%
Maximum
Jun 2022
7.25%
Average
4.73%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| JPMorgan Core Plus Bond I | 13.21% |
| Western Asset Core Plus Bond I | 19.92% |
| USAA Intermediate-Term Bond Instl | 13.36% |
| American Funds Strategic Bond F3 | 10.53% |
| Hartford Total Return Bond HLS IA | 15.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5084 |
| Beta (5Y) | 1.078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 5.49% |
| Historical Sharpe Ratio (5Y) | 0.1704 |
| Historical Sortino (5Y) | 0.1757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.45% |