Davenport Equity Opportunities Fund (DEOPX)

24.58 +0.13 (+0.53%) USD  |  Jan 08 2025
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DEOPX Max Drawdown (5Y): 37.76% for Dec. 31, 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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Median

Max Drawdown (5Y) Benchmarks

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Archer Multi Cap Fund 34.96%
Tarkio Fund 40.51%
Christopher Weil & Company Core Investment Fund (DELISTED) 28.90%
Villere Equity Fund Investor 35.60%
Janus Henderson Contrarian Fund T 40.24%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.434
Beta (5Y) 1.123
Alpha (vs YCharts Benchmark) (5Y) -5.434
Beta (vs YCharts Benchmark) (5Y) 1.123
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.17%
Historical Sharpe Ratio (5Y) 0.3663
Historical Sortino (5Y) 0.4351
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.64%

Max Drawdown (5Y) Excel Add-In Codes

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