AQR Large Cap Momentum Style N (AMONX)
21.79
+0.02 (+0.09%)
USD |
Aug 11 2022
AMONX Max Drawdown (5Y): 34.33% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 34.33% |
| June 30, 2022 | 34.33% |
| May 31, 2022 | 34.33% |
| April 30, 2022 | 34.33% |
| March 31, 2022 | 34.33% |
| February 28, 2022 | 34.33% |
| January 31, 2022 | 34.33% |
| December 31, 2021 | 34.33% |
| November 30, 2021 | 34.33% |
| October 31, 2021 | 34.33% |
| September 30, 2021 | 34.33% |
| August 31, 2021 | 34.33% |
| July 31, 2021 | 34.33% |
| June 30, 2021 | 34.33% |
| May 31, 2021 | 34.33% |
| April 30, 2021 | 34.33% |
| March 31, 2021 | 34.33% |
| February 28, 2021 | 34.33% |
| January 31, 2021 | 34.33% |
| December 31, 2020 | 34.33% |
| November 30, 2020 | 34.33% |
| October 31, 2020 | 34.33% |
| September 30, 2020 | 34.33% |
| August 31, 2020 | 34.33% |
| July 31, 2020 | 34.33% |
| Date | Value |
|---|---|
| June 30, 2020 | 34.33% |
| May 31, 2020 | 34.33% |
| April 30, 2020 | 34.33% |
| March 31, 2020 | 34.33% |
| February 29, 2020 | 23.20% |
| January 31, 2020 | 23.20% |
| December 31, 2019 | 23.20% |
| November 30, 2019 | 23.20% |
| October 31, 2019 | 23.20% |
| September 30, 2019 | 23.20% |
| August 31, 2019 | 23.20% |
| July 31, 2019 | 23.20% |
| June 30, 2019 | 23.20% |
| May 31, 2019 | 23.20% |
| April 30, 2019 | 23.20% |
| March 31, 2019 | 23.20% |
| February 28, 2019 | 23.20% |
| January 31, 2019 | 23.20% |
| December 31, 2018 | 23.20% |
| November 30, 2018 | 16.04% |
| October 31, 2018 | 16.04% |
| September 30, 2018 | 16.04% |
| August 31, 2018 | 16.04% |
| July 31, 2018 | 16.04% |
| June 30, 2018 | 16.04% |
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
16.04%
Minimum
Aug 2017
34.33%
Maximum
Mar 2020
26.67%
Average
23.20%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| AMG Renaissance Large Cap Growth N | 34.20% |
| William Blair Growth N | 33.80% |
| TCW New America Premier Equities N | 33.86% |
| City National Rochdale US Cor Eq N | 32.10% |
| Janus Henderson Research N | 34.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.2692 |
| Beta (5Y) | 0.9967 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.52% |
| Historical Sharpe Ratio (5Y) | 0.7086 |
| Historical Sortino (5Y) | 0.793 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.50% |