Virtus AllianzGI Diversified Income & Convertible Fund (ACV)

22.39 -0.08 (-0.36%) USD  |  NYSE  |  Dec 27, 16:00
22.37 -0.02 (-0.09%) After-Hours: 20:00
More

ACV Max Drawdown (5Y): 53.61% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ACV.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Virtus Convertible & Income Fund 56.13%
Virtus Convertible & Income Fund II 56.04%
High Income Securities Fund 45.10%
Virtus AllianzGI Equity & Convertible Income Fund 39.10%
Advent Convertible & Income Fund 49.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.554
Beta (5Y) 1.431
Alpha (vs YCharts Benchmark) (5Y) 18.25
Beta (vs YCharts Benchmark) (5Y) 2.268
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.98%
Historical Sharpe Ratio (5Y) 0.2989
Historical Sortino (5Y) 0.3876
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.51%