AB Core Opportunities Fund Z (ADGZX)
21.89
-1.34
(-5.77%)
USD |
Apr 04 2025
ADGZX Max Drawdown (5Y): 24.66% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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240.00
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
| CNR US Core Equity Fund Inst | 26.89% |
| AB Select US Equity Portfolio I | 24.72% |
| Nuveen Core Equity Fund I | 28.25% |
| Nuveen Equity Index Fund I | 27.97% |
| DWS Equity Sector Strategy Fund Institutional | 24.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.558 |
| Beta (5Y) | 0.9545 |
| Alpha (vs YCharts Benchmark) (5Y) | -1.558 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9545 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.06% |
| Historical Sharpe Ratio (5Y) | 0.9748 |
| Historical Sortino (5Y) | 1.498 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.24% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:ADGZX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:ADGZX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |