Brown Advisory Equity Income Inv (BIADX)
13.17
+0.07 (+0.53%)
USD |
Mar 30 2023
BIADX Max Drawdown (5Y): 34.52% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 34.52% |
January 31, 2023 | 34.52% |
December 31, 2022 | 34.52% |
November 30, 2022 | 34.52% |
October 31, 2022 | 34.52% |
September 30, 2022 | 34.52% |
August 31, 2022 | 34.52% |
July 31, 2022 | 34.52% |
June 30, 2022 | 34.52% |
May 31, 2022 | 34.52% |
April 30, 2022 | 34.52% |
March 31, 2022 | 34.52% |
February 28, 2022 | 34.52% |
January 31, 2022 | 34.52% |
December 31, 2021 | 34.52% |
November 30, 2021 | 34.52% |
October 31, 2021 | 34.52% |
September 30, 2021 | 34.52% |
August 31, 2021 | 34.52% |
July 31, 2021 | 34.52% |
June 30, 2021 | 34.52% |
May 31, 2021 | 34.52% |
April 30, 2021 | 34.52% |
March 31, 2021 | 34.52% |
February 28, 2021 | 34.52% |
Date | Value |
---|---|
January 31, 2021 | 34.52% |
December 31, 2020 | 34.52% |
November 30, 2020 | 34.52% |
October 31, 2020 | 34.52% |
September 30, 2020 | 34.52% |
August 31, 2020 | 34.52% |
July 31, 2020 | 34.52% |
June 30, 2020 | 34.52% |
May 31, 2020 | 34.52% |
April 30, 2020 | 34.52% |
March 31, 2020 | 34.52% |
February 29, 2020 | 17.06% |
January 31, 2020 | 17.06% |
December 31, 2019 | 17.06% |
November 30, 2019 | 17.06% |
October 31, 2019 | 17.06% |
September 30, 2019 | 17.06% |
August 31, 2019 | 17.06% |
July 31, 2019 | 17.06% |
June 30, 2019 | 17.06% |
May 31, 2019 | 17.06% |
April 30, 2019 | 17.06% |
March 31, 2019 | 17.06% |
February 28, 2019 | 17.06% |
January 31, 2019 | 17.06% |
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
15.72%
Minimum
Mar 2018
34.52%
Maximum
Mar 2020
27.33%
Average
34.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Buffalo Dividend Focus | 33.10% |
Goldman Sachs Rising Dividend Gr Inv | 38.90% |
Vanguard Large Cap Index Investor | 33.97% |
MainStay S&P 500 Index Inv | 33.80% |
Goldman Sachs Large Cap Core Inv | 34.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5821 |
Beta (5Y) | 0.883 |
Alpha (vs YCharts Benchmark) (5Y) | -0.5821 |
Beta (vs YCharts Benchmark) (5Y) | 0.883 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.67% |
Historical Sharpe Ratio (5Y) | 0.4802 |
Historical Sortino (5Y) | 0.4991 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.43% |