Auxier Focus A (AUXAX)
26.94
+0.05 (+0.19%)
USD |
Aug 11 2022
AUXAX Max Drawdown (5Y): 33.69% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 33.69% |
| June 30, 2022 | 33.69% |
| May 31, 2022 | 33.69% |
| April 30, 2022 | 33.69% |
| March 31, 2022 | 33.69% |
| February 28, 2022 | 33.69% |
| January 31, 2022 | 33.69% |
| December 31, 2021 | 33.69% |
| November 30, 2021 | 33.69% |
| October 31, 2021 | 33.69% |
| September 30, 2021 | 33.69% |
| August 31, 2021 | 33.69% |
| July 31, 2021 | 33.69% |
| June 30, 2021 | 33.69% |
| May 31, 2021 | 33.69% |
| April 30, 2021 | 33.69% |
| March 31, 2021 | 33.69% |
| February 28, 2021 | 33.69% |
| January 31, 2021 | 33.69% |
| December 31, 2020 | 33.69% |
| November 30, 2020 | 33.69% |
| October 31, 2020 | 33.69% |
| September 30, 2020 | 33.69% |
| August 31, 2020 | 33.69% |
| July 31, 2020 | 33.69% |
| Date | Value |
|---|---|
| June 30, 2020 | 33.69% |
| May 31, 2020 | 33.69% |
| April 30, 2020 | 33.69% |
| March 31, 2020 | 33.69% |
| February 29, 2020 | 16.05% |
| January 31, 2020 | 16.05% |
| December 31, 2019 | 16.05% |
| November 30, 2019 | 16.05% |
| October 31, 2019 | 16.05% |
| September 30, 2019 | 16.05% |
| August 31, 2019 | 16.05% |
| July 31, 2019 | 16.05% |
| June 30, 2019 | 16.05% |
| May 31, 2019 | 16.05% |
| April 30, 2019 | 16.05% |
| March 31, 2019 | 16.05% |
| February 28, 2019 | 16.05% |
| January 31, 2019 | 16.05% |
| December 31, 2018 | 16.05% |
| November 30, 2018 | 12.55% |
| October 31, 2018 | 12.55% |
| September 30, 2018 | 12.55% |
| August 31, 2018 | 12.55% |
| July 31, 2018 | 12.55% |
| June 30, 2018 | 12.55% |
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
12.55%
Minimum
Aug 2017
33.69%
Maximum
Mar 2020
23.64%
Average
16.05%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| TETON Westwood Equity A | 36.48% |
| Westwood Quality Value Fund A | 36.35% |
| MassMutual Disciplined Value A | 38.24% |
| Brandes US Value A | -- |
| Union Street Partners Value A | 35.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.145 |
| Beta (5Y) | 0.8354 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.10% |
| Historical Sharpe Ratio (5Y) | 0.4959 |
| Historical Sortino (5Y) | 0.5105 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.00% |