Catalyst/Millburn Dynamic Cmdty Stgy C (DCXCX)

12.62 +0.20 (+1.61%) USD  |  Jun 24 2022

DCXCX Max Drawdown (5Y): 25.62% for May 31, 2022

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 25.62%
April 30, 2022 25.62%
March 31, 2022 25.62%
February 28, 2022 25.62%
January 31, 2022 25.62%
December 31, 2021 25.62%
November 30, 2021 25.62%
October 31, 2021 25.62%
September 30, 2021 25.62%
August 31, 2021 25.62%
July 31, 2021 24.34%
June 30, 2021 24.34%
May 31, 2021 19.71%
April 30, 2021 19.45%
March 31, 2021 18.77%
February 28, 2021 18.34%
Date Value
January 31, 2021 16.71%
December 31, 2020 15.25%
November 30, 2020 13.54%
October 31, 2020 13.54%
September 30, 2020 13.54%
August 31, 2020 13.54%
July 31, 2020 13.54%
June 30, 2020 13.54%
May 31, 2020 13.54%
April 30, 2020 13.54%
March 31, 2020 12.85%
February 29, 2020 12.85%
January 31, 2020 12.85%
December 31, 2019 12.85%
November 30, 2019 12.85%
October 31, 2019 12.85%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

12.85%
Minimum
Oct 2019
25.62%
Maximum
Aug 2021
18.70%
Average
17.52%
Median

Max Drawdown (5Y) Benchmarks

Rydex Commodities Strategy C 66.00%
MFS Commodity Strategy C 45.08%
Goldman Sachs Commodity Strategy C 63.16%
Columbia Commodity Strategy C 47.80%
Neuberger Berman Commodity Strategy C 44.04%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.745
Beta (5Y) 0.3587
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 15.76%
Historical Sharpe Ratio (5Y) 0.333
Historical Sortino (5Y) 0.6703
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.67%