Alger Dynamic Opportunities C (ADOCX)
14.26
+0.06 (+0.42%)
USD |
Jul 01 2022
ADOCX Max Drawdown (5Y): 27.30% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 27.30% |
| May 31, 2022 | 27.04% |
| April 30, 2022 | 22.27% |
| March 31, 2022 | 20.22% |
| February 28, 2022 | 20.22% |
| January 31, 2022 | 20.22% |
| December 31, 2021 | 20.22% |
| November 30, 2021 | 20.22% |
| October 31, 2021 | 20.22% |
| September 30, 2021 | 20.22% |
| August 31, 2021 | 20.22% |
| July 31, 2021 | 20.22% |
| June 30, 2021 | 20.22% |
| May 31, 2021 | 20.22% |
| April 30, 2021 | 20.22% |
| March 31, 2021 | 20.22% |
| February 28, 2021 | 20.22% |
| January 31, 2021 | 20.22% |
| December 31, 2020 | 20.22% |
| November 30, 2020 | 20.22% |
| October 31, 2020 | 20.22% |
| September 30, 2020 | 20.22% |
| August 31, 2020 | 20.22% |
| July 31, 2020 | 20.22% |
| June 30, 2020 | 20.22% |
| Date | Value |
|---|---|
| May 31, 2020 | 20.22% |
| April 30, 2020 | 20.22% |
| March 31, 2020 | 20.22% |
| February 29, 2020 | 20.22% |
| January 31, 2020 | 20.22% |
| December 31, 2019 | 20.22% |
| November 30, 2019 | 20.22% |
| October 31, 2019 | 20.22% |
| September 30, 2019 | 20.22% |
| August 31, 2019 | 20.22% |
| July 31, 2019 | 20.22% |
| June 30, 2019 | 20.22% |
| May 31, 2019 | 20.22% |
| April 30, 2019 | 20.22% |
| March 31, 2019 | 20.22% |
| February 28, 2019 | 20.22% |
| January 31, 2019 | 20.22% |
| December 31, 2018 | 20.22% |
| November 30, 2018 | 16.01% |
| October 31, 2018 | 15.20% |
| September 30, 2018 | 15.20% |
| August 31, 2018 | 15.20% |
| July 31, 2018 | 15.20% |
| June 30, 2018 | 15.20% |
| May 31, 2018 | 15.20% |
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
15.20%
Minimum
Jul 2017
27.30%
Maximum
Jun 2022
19.08%
Average
20.22%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.585 |
| Beta (5Y) | 0.5125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.26% |
| Historical Sharpe Ratio (5Y) | 0.5129 |
| Historical Sortino (5Y) | 0.7497 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.29% |