Allspring Core Plus Bond Admin (WIPDX)
11.63
+0.06 (+0.52%)
USD |
Jul 01 2022
WIPDX Max Drawdown (5Y): 13.91% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 13.91% |
| May 31, 2022 | 11.44% |
| April 30, 2022 | 10.24% |
| March 31, 2022 | 9.12% |
| February 28, 2022 | 9.12% |
| January 31, 2022 | 9.12% |
| December 31, 2021 | 9.12% |
| November 30, 2021 | 9.12% |
| October 31, 2021 | 9.12% |
| September 30, 2021 | 9.12% |
| August 31, 2021 | 9.12% |
| July 31, 2021 | 9.12% |
| June 30, 2021 | 9.12% |
| May 31, 2021 | 9.12% |
| April 30, 2021 | 9.12% |
| March 31, 2021 | 9.12% |
| February 28, 2021 | 9.12% |
| January 31, 2021 | 9.12% |
| December 31, 2020 | 9.12% |
| November 30, 2020 | 9.12% |
| October 31, 2020 | 9.12% |
| September 30, 2020 | 9.12% |
| August 31, 2020 | 9.12% |
| July 31, 2020 | 9.12% |
| June 30, 2020 | 9.12% |
| Date | Value |
|---|---|
| May 31, 2020 | 9.12% |
| April 30, 2020 | 9.12% |
| March 31, 2020 | 9.12% |
| February 29, 2020 | 3.37% |
| January 31, 2020 | 3.37% |
| December 31, 2019 | 3.37% |
| November 30, 2019 | 3.37% |
| October 31, 2019 | 3.37% |
| September 30, 2019 | 3.37% |
| August 31, 2019 | 3.37% |
| July 31, 2019 | 3.37% |
| June 30, 2019 | 3.37% |
| May 31, 2019 | 3.37% |
| April 30, 2019 | 3.37% |
| March 31, 2019 | 3.37% |
| February 28, 2019 | 3.37% |
| January 31, 2019 | 3.37% |
| December 31, 2018 | 3.37% |
| November 30, 2018 | 3.37% |
| October 31, 2018 | 3.37% |
| September 30, 2018 | 3.37% |
| August 31, 2018 | 3.37% |
| July 31, 2018 | 3.37% |
| June 30, 2018 | 5.31% |
| May 31, 2018 | 5.31% |
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
3.37%
Minimum
Jul 2018
13.91%
Maximum
Jun 2022
6.58%
Average
5.31%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Janus Henderson Flexible Bond T | 14.22% |
| Metropolitan West Total Return Bd I-2 | 15.01% |
| MassMutual Strategic Bond Adm | 16.26% |
| T. Rowe Price Total Return | 15.01% |
| Western Asset Core Plus Bond FI | 20.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8334 |
| Beta (5Y) | 1.016 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.99% |
| Historical Sharpe Ratio (5Y) | 0.1606 |
| Historical Sortino (5Y) | 0.1901 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.40% |