Delaware Value Fund R6 (DDZRX)

13.66 +0.13 (+0.96%) USD  |  Dec 20 2024
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DDZRX Max Drawdown (5Y): 37.48% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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MFS Value Fund R2 36.71%
American Century Value Fund R 39.95%
Fidelity Value Discovery K6 Fund 37.70%
NYLI Epoch US Equity Yield Fund R6 35.85%
Invesco Growth & Income Fund R5 42.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.151
Beta (5Y) 0.8576
Alpha (vs YCharts Benchmark) (5Y) -2.529
Beta (vs YCharts Benchmark) (5Y) 0.9296
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.48%
Historical Sharpe Ratio (5Y) 0.287
Historical Sortino (5Y) 0.3019
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.12%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:DDZRX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:DDZRX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.