Premise Capital Diversified Tactical (TCTL)
29.35
+0.02 (+0.07%)
USD |
BATS |
Jun 30, 16:00
TCTL Max Drawdown (5Y): 29.23% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 29.23% |
| May 31, 2022 | 29.23% |
| April 30, 2022 | 29.23% |
| March 31, 2022 | 29.23% |
| February 28, 2022 | 29.23% |
| January 31, 2022 | 29.23% |
| December 31, 2021 | 29.23% |
| November 30, 2021 | 29.23% |
| October 31, 2021 | 29.23% |
| September 30, 2021 | 29.23% |
| Date | Value |
|---|---|
| August 31, 2021 | 29.23% |
| July 31, 2021 | 29.23% |
| June 30, 2021 | 29.23% |
| May 31, 2021 | 29.23% |
| April 30, 2021 | 29.23% |
| March 31, 2021 | 29.23% |
| February 28, 2021 | 29.23% |
| January 31, 2021 | 29.23% |
| December 31, 2020 | 29.23% |
| November 30, 2020 | 29.23% |
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
29.23%
Minimum
Nov 2020
29.23%
Maximum
Nov 2020
29.23%
Average
29.23%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.924 |
| Beta (5Y) | 0.6044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.07% |
| Historical Sharpe Ratio (5Y) | 0.1567 |
| Historical Sortino (5Y) | 0.1331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.76% |