Davis New York Venture Fund Y (DNVYX)

27.91 -3.56 (-11.31%) USD  |  Dec 13 2024
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DNVYX Max Drawdown (5Y): 36.97% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Vanguard Windsor II Fund Admiral 37.42%
Davis Opportunity Fund Y 33.52%
Dodge & Cox Stock Fund I 40.41%
Bridge Builder Large Cap Value Fund 38.48%
Columbia Select Large Cap Value Fund I 41.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.988
Beta (5Y) 1.005
Alpha (vs YCharts Benchmark) (5Y) -3.988
Beta (vs YCharts Benchmark) (5Y) 1.005
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.27%
Historical Sharpe Ratio (5Y) 0.4435
Historical Sortino (5Y) 0.49
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.65%

Max Drawdown (5Y) Excel Add-In Codes

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