Ave Maria World Equity (AVEWX)
16.31
+0.11 (+0.68%)
USD |
May 20 2022
AVEWX Max Drawdown (5Y): 40.26% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 40.26% |
March 31, 2022 | 40.26% |
February 28, 2022 | 40.26% |
January 31, 2022 | 40.26% |
December 31, 2021 | 40.26% |
November 30, 2021 | 40.26% |
October 31, 2021 | 40.26% |
September 30, 2021 | 40.26% |
August 31, 2021 | 40.26% |
July 31, 2021 | 40.26% |
June 30, 2021 | 40.26% |
May 31, 2021 | 40.26% |
April 30, 2021 | 40.26% |
March 31, 2021 | 40.26% |
February 28, 2021 | 40.26% |
January 31, 2021 | 40.26% |
December 31, 2020 | 40.26% |
November 30, 2020 | 40.26% |
October 31, 2020 | 40.26% |
September 30, 2020 | 40.26% |
August 31, 2020 | 40.26% |
July 31, 2020 | 40.26% |
June 30, 2020 | 40.26% |
May 31, 2020 | 40.26% |
April 30, 2020 | 40.26% |
Date | Value |
---|---|
March 31, 2020 | 40.26% |
February 29, 2020 | 20.00% |
January 31, 2020 | 20.00% |
December 31, 2019 | 20.00% |
November 30, 2019 | 20.00% |
October 31, 2019 | 20.00% |
September 30, 2019 | 20.00% |
August 31, 2019 | 20.00% |
July 31, 2019 | 20.00% |
June 30, 2019 | 20.00% |
May 31, 2019 | 20.00% |
April 30, 2019 | 20.00% |
March 31, 2019 | 20.00% |
February 28, 2019 | 20.00% |
January 31, 2019 | 20.00% |
December 31, 2018 | 20.00% |
November 30, 2018 | 20.00% |
October 31, 2018 | 20.00% |
September 30, 2018 | 20.00% |
August 31, 2018 | 20.00% |
July 31, 2018 | 20.00% |
June 30, 2018 | 20.00% |
May 31, 2018 | 20.00% |
April 30, 2018 | 20.00% |
March 31, 2018 | 20.00% |
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
20.00%
Minimum
May 2017
40.26%
Maximum
Mar 2020
28.78%
Average
20.00%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8932 |
Beta (5Y) | 1.078 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.64% |
Historical Sharpe Ratio (5Y) | 0.3659 |
Historical Sortino (5Y) | 0.3421 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.20% |