BNY Mellon Global Stock - C (DGLCX)
19.93
+0.08 (+0.40%)
USD |
Jul 01 2022
DGLCX Max Drawdown (5Y): 29.02% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 29.02% |
| May 31, 2022 | 29.02% |
| April 30, 2022 | 29.02% |
| March 31, 2022 | 29.02% |
| February 28, 2022 | 29.02% |
| January 31, 2022 | 29.02% |
| December 31, 2021 | 29.02% |
| November 30, 2021 | 29.02% |
| October 31, 2021 | 29.02% |
| September 30, 2021 | 29.02% |
| August 31, 2021 | 29.02% |
| July 31, 2021 | 29.02% |
| June 30, 2021 | 29.02% |
| May 31, 2021 | 29.02% |
| April 30, 2021 | 29.02% |
| March 31, 2021 | 29.02% |
| February 28, 2021 | 29.02% |
| January 31, 2021 | 29.02% |
| December 31, 2020 | 29.02% |
| November 30, 2020 | 29.02% |
| October 31, 2020 | 29.02% |
| September 30, 2020 | 29.02% |
| August 31, 2020 | 29.02% |
| July 31, 2020 | 29.02% |
| June 30, 2020 | 29.02% |
| Date | Value |
|---|---|
| May 31, 2020 | 29.02% |
| April 30, 2020 | 29.02% |
| March 31, 2020 | 29.02% |
| February 29, 2020 | 16.40% |
| January 31, 2020 | 16.40% |
| December 31, 2019 | 16.40% |
| November 30, 2019 | 16.40% |
| October 31, 2019 | 16.40% |
| September 30, 2019 | 16.40% |
| August 31, 2019 | 16.40% |
| July 31, 2019 | 16.40% |
| June 30, 2019 | 16.40% |
| May 31, 2019 | 16.40% |
| April 30, 2019 | 16.40% |
| March 31, 2019 | 16.40% |
| February 28, 2019 | 16.40% |
| January 31, 2019 | 16.40% |
| December 31, 2018 | 16.40% |
| November 30, 2018 | 14.62% |
| October 31, 2018 | 14.62% |
| September 30, 2018 | 14.62% |
| August 31, 2018 | 14.62% |
| July 31, 2018 | 14.62% |
| June 30, 2018 | 14.62% |
| May 31, 2018 | 14.62% |
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
14.62%
Minimum
Jul 2017
29.02%
Maximum
Mar 2020
21.78%
Average
16.40%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Invesco Global Growth C | 37.20% |
| Gabelli Global Growth C | 41.29% |
| Fidelity Advisor® Glbl Capital Apprec C | 34.03% |
| American Century Focused Global Gr C | 32.13% |
| Virtus SGA Global Growth C | 34.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.186 |
| Beta (5Y) | 0.9048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.61% |
| Historical Sharpe Ratio (5Y) | 0.4707 |
| Historical Sortino (5Y) | 0.5196 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.39% |