AB Equity Income K (AUIKX)
27.40
-0.29 (-1.05%)
USD |
Feb 03 2023
AUIKX Max Drawdown (5Y): 35.83% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 35.83% |
December 31, 2022 | 35.83% |
November 30, 2022 | 35.83% |
October 31, 2022 | 35.83% |
September 30, 2022 | 35.83% |
August 31, 2022 | 35.83% |
July 31, 2022 | 35.83% |
June 30, 2022 | 35.83% |
May 31, 2022 | 35.83% |
April 30, 2022 | 35.83% |
March 31, 2022 | 35.83% |
February 28, 2022 | 35.83% |
January 31, 2022 | 35.83% |
December 31, 2021 | 35.83% |
November 30, 2021 | 35.83% |
October 31, 2021 | 35.83% |
September 30, 2021 | 35.83% |
August 31, 2021 | 35.83% |
July 31, 2021 | 35.83% |
June 30, 2021 | 35.83% |
May 31, 2021 | 35.83% |
April 30, 2021 | 35.83% |
March 31, 2021 | 35.83% |
February 28, 2021 | 35.83% |
January 31, 2021 | 35.83% |
Date | Value |
---|---|
December 31, 2020 | 35.83% |
November 30, 2020 | 35.83% |
October 31, 2020 | 35.83% |
September 30, 2020 | 35.83% |
August 31, 2020 | 35.83% |
July 31, 2020 | 35.83% |
June 30, 2020 | 35.83% |
May 31, 2020 | 35.83% |
April 30, 2020 | 35.83% |
March 31, 2020 | 35.83% |
February 29, 2020 | 17.42% |
January 31, 2020 | 17.42% |
December 31, 2019 | 17.42% |
November 30, 2019 | 17.42% |
October 31, 2019 | 17.42% |
September 30, 2019 | 17.42% |
August 31, 2019 | 17.42% |
July 31, 2019 | 17.42% |
June 30, 2019 | 17.42% |
May 31, 2019 | 17.42% |
April 30, 2019 | 17.42% |
March 31, 2019 | 17.42% |
February 28, 2019 | 17.42% |
January 31, 2019 | 17.42% |
December 31, 2018 | 17.42% |
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
15.43%
Minimum
Feb 2018
35.83%
Maximum
Mar 2020
27.83%
Average
35.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Invesco Dividend Income R5 | 31.86% |
Principal Equity Income R1 | 37.71% |
Columbia Large Cap Value R | 38.61% |
AB Value K | 40.90% |
MFS Equity Income R4 | 36.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.321 |
Beta (5Y) | 0.9215 |
Alpha (vs YCharts Benchmark) (5Y) | 0.078 |
Beta (vs YCharts Benchmark) (5Y) | 0.9253 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.06% |
Historical Sharpe Ratio (5Y) | 0.3878 |
Historical Sortino (5Y) | 0.3993 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.38% |