Western Asset Core Plus Bond FI (WACIX)
9.94
+0.06 (+0.61%)
USD |
Jul 01 2022
WACIX Max Drawdown (5Y): 20.36% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 20.36% |
| May 31, 2022 | 17.03% |
| April 30, 2022 | 15.83% |
| March 31, 2022 | 12.15% |
| February 28, 2022 | 11.82% |
| January 31, 2022 | 11.82% |
| December 31, 2021 | 11.82% |
| November 30, 2021 | 11.82% |
| October 31, 2021 | 11.82% |
| September 30, 2021 | 11.82% |
| August 31, 2021 | 11.82% |
| July 31, 2021 | 11.82% |
| June 30, 2021 | 11.82% |
| May 31, 2021 | 11.82% |
| April 30, 2021 | 11.82% |
| March 31, 2021 | 11.82% |
| February 28, 2021 | 11.82% |
| January 31, 2021 | 11.82% |
| December 31, 2020 | 11.82% |
| November 30, 2020 | 11.82% |
| October 31, 2020 | 11.82% |
| September 30, 2020 | 11.82% |
| August 31, 2020 | 11.82% |
| July 31, 2020 | 11.82% |
| June 30, 2020 | 11.82% |
| Date | Value |
|---|---|
| May 31, 2020 | 11.82% |
| April 30, 2020 | 11.82% |
| March 31, 2020 | 11.82% |
| February 29, 2020 | 4.74% |
| January 31, 2020 | 4.74% |
| December 31, 2019 | 4.74% |
| November 30, 2019 | 4.74% |
| October 31, 2019 | 4.74% |
| September 30, 2019 | 4.74% |
| August 31, 2019 | 4.74% |
| July 31, 2019 | 4.74% |
| June 30, 2019 | 4.74% |
| May 31, 2019 | 4.74% |
| April 30, 2019 | 4.74% |
| March 31, 2019 | 4.74% |
| February 28, 2019 | 4.74% |
| January 31, 2019 | 4.74% |
| December 31, 2018 | 4.74% |
| November 30, 2018 | 4.74% |
| October 31, 2018 | 4.64% |
| September 30, 2018 | 4.15% |
| August 31, 2018 | 4.15% |
| July 31, 2018 | 4.15% |
| June 30, 2018 | 5.48% |
| May 31, 2018 | 5.48% |
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
4.15%
Minimum
Jul 2018
20.36%
Maximum
Jun 2022
8.46%
Average
5.48%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Metropolitan West Total Return Bd I-2 | 15.01% |
| PF Managed Bond P | 17.03% |
| Janus Henderson Flexible Bond T | 14.22% |
| American Funds Strategic Bond F-1 | 10.79% |
| Allspring Core Plus Bond Admin | 13.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8212 |
| Beta (5Y) | 1.316 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.45% |
| Historical Sharpe Ratio (5Y) | -0.1273 |
| Historical Sortino (5Y) | -0.1442 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.76% |