Virtus Convertible & Income Fund (NCV)
3.59
-0.09 (-2.45%)
USD |
NYSE |
Jul 01, 16:00
3.59
0.00 (0.00%)
After-Hours: 20:00
NCV Max Drawdown (5Y): 56.13% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 56.13% |
May 31, 2022 | 56.13% |
April 30, 2022 | 56.13% |
March 31, 2022 | 56.13% |
February 28, 2022 | 56.13% |
January 31, 2022 | 56.13% |
December 31, 2021 | 56.13% |
November 30, 2021 | 56.13% |
October 31, 2021 | 56.13% |
September 30, 2021 | 56.13% |
August 31, 2021 | 56.13% |
July 31, 2021 | 56.13% |
June 30, 2021 | 56.13% |
May 31, 2021 | 56.13% |
April 30, 2021 | 56.13% |
March 31, 2021 | 56.13% |
February 28, 2021 | 56.13% |
January 31, 2021 | 56.13% |
December 31, 2020 | 56.13% |
November 30, 2020 | 56.13% |
October 31, 2020 | 56.13% |
September 30, 2020 | 56.13% |
August 31, 2020 | 56.13% |
July 31, 2020 | 56.13% |
June 30, 2020 | 56.13% |
Date | Value |
---|---|
May 31, 2020 | 56.13% |
April 30, 2020 | 56.13% |
March 31, 2020 | 56.13% |
February 29, 2020 | 47.95% |
January 31, 2020 | 47.95% |
December 31, 2019 | 47.95% |
November 30, 2019 | 47.95% |
October 31, 2019 | 47.95% |
September 30, 2019 | 47.95% |
August 31, 2019 | 47.95% |
July 31, 2019 | 47.95% |
June 30, 2019 | 47.95% |
May 31, 2019 | 47.95% |
April 30, 2019 | 47.95% |
March 31, 2019 | 47.95% |
February 28, 2019 | 47.95% |
January 31, 2019 | 47.95% |
December 31, 2018 | 47.95% |
November 30, 2018 | 47.95% |
October 31, 2018 | 47.95% |
September 30, 2018 | 47.95% |
August 31, 2018 | 47.95% |
July 31, 2018 | 47.95% |
June 30, 2018 | 47.95% |
May 31, 2018 | 47.95% |
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
47.95%
Minimum
Jul 2017
56.13%
Maximum
Mar 2020
51.77%
Average
47.95%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.77 |
Beta (5Y) | 1.237 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.74% |
Historical Sharpe Ratio (5Y) | 0.0045 |
Historical Sortino (5Y) | 0.0046 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.78% |