Virtus NFJ Dividend Value Fund R6 (ANDVX)

10.68 +0.04 (+0.38%) USD  |  Jan 17 2025
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ANDVX Max Drawdown (5Y): 39.23% for Dec. 31, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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JPMorgan Equity Income Fund R2 36.95%
Hartford Equity Income Fund R4 35.04%
Pioneer Equity Income Fund R 37.97%
Principal Equity Income Fund R-3 37.69%
Franklin Equity Income Fund R 35.37%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.098
Beta (5Y) 1.016
Alpha (vs YCharts Benchmark) (5Y) -8.098
Beta (vs YCharts Benchmark) (5Y) 1.016
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.59%
Historical Sharpe Ratio (5Y) 0.2025
Historical Sortino (5Y) 0.2259
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.76%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:ANDVX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:ANDVX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.