Western Asset Intermediate Bond Fund R (WATRX)
9.74
+0.03
(+0.31%)
USD |
May 29 2025
WATRX Max Drawdown (5Y): 16.99% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
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May '19
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270.00
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
| MFS Core Bond Fund R3 | -- |
| Putnam Core Bond Fund R | 10.70% |
| PGIM Core Bond Fund R | 20.34% |
| Russell Investments Investment Grade Bond Fund R6 | 19.37% |
| JPMorgan Core Bond Fund R4 | 16.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0814 |
| Beta (5Y) | 0.7589 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.0814 |
| Beta (vs YCharts Benchmark) (5Y) | 0.7589 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.69% |
| Historical Sharpe Ratio (5Y) | -0.5577 |
| Historical Sortino (5Y) | -0.8272 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.40% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:WATRX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:WATRX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |