Virtus NFJ Large-Cap Value P (ALCPX)
29.80
0.00 (0.00%)
USD |
Jul 05 2022
ALCPX Max Drawdown (5Y): 38.43% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 38.43% |
| May 31, 2022 | 38.43% |
| April 30, 2022 | 38.43% |
| March 31, 2022 | 38.43% |
| February 28, 2022 | 38.43% |
| January 31, 2022 | 38.43% |
| December 31, 2021 | 38.43% |
| November 30, 2021 | 38.43% |
| October 31, 2021 | 38.43% |
| September 30, 2021 | 38.43% |
| August 31, 2021 | 38.43% |
| July 31, 2021 | 38.43% |
| June 30, 2021 | 38.43% |
| May 31, 2021 | 38.43% |
| April 30, 2021 | 38.43% |
| March 31, 2021 | 38.43% |
| February 28, 2021 | 38.43% |
| January 31, 2021 | 38.43% |
| December 31, 2020 | 38.43% |
| November 30, 2020 | 38.43% |
| October 31, 2020 | 38.43% |
| September 30, 2020 | 38.43% |
| August 31, 2020 | 38.43% |
| July 31, 2020 | 38.43% |
| June 30, 2020 | 38.43% |
| Date | Value |
|---|---|
| May 31, 2020 | 38.43% |
| April 30, 2020 | 38.43% |
| March 31, 2020 | 38.43% |
| February 29, 2020 | 20.30% |
| January 31, 2020 | 20.30% |
| December 31, 2019 | 20.30% |
| November 30, 2019 | 20.30% |
| October 31, 2019 | 20.30% |
| September 30, 2019 | 20.30% |
| August 31, 2019 | 20.30% |
| July 31, 2019 | 20.30% |
| June 30, 2019 | 20.30% |
| May 31, 2019 | 20.30% |
| April 30, 2019 | 20.30% |
| March 31, 2019 | 20.30% |
| February 28, 2019 | 20.30% |
| January 31, 2019 | 20.30% |
| December 31, 2018 | 20.30% |
| November 30, 2018 | 18.36% |
| October 31, 2018 | 18.36% |
| September 30, 2018 | 18.36% |
| August 31, 2018 | 18.36% |
| July 31, 2018 | 18.36% |
| June 30, 2018 | 18.36% |
| May 31, 2018 | 18.36% |
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
18.36%
Minimum
Jul 2017
38.43%
Maximum
Mar 2020
28.21%
Average
20.30%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Large Cp Val Insghts P | 39.19% |
| Guggenheim RBP® Dividend P | 42.05% |
| Columbia Dividend Income V | 32.79% |
| American Funds American Mutual 529E | 29.82% |
| TIAA-CREF Large-Cap Value Idx W | 38.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.283 |
| Beta (5Y) | 0.9843 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.29% |
| Historical Sharpe Ratio (5Y) | 0.4066 |
| Historical Sortino (5Y) | 0.4004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.11% |