Wilshire Large Company Growth Invmt (DTLGX)
31.30
+0.32 (+1.03%)
USD |
Jul 01 2022
DTLGX Max Drawdown (5Y): 34.13% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 34.13% |
May 31, 2022 | 30.33% |
April 30, 2022 | 28.95% |
March 31, 2022 | 28.95% |
February 28, 2022 | 28.95% |
January 31, 2022 | 28.95% |
December 31, 2021 | 28.95% |
November 30, 2021 | 28.95% |
October 31, 2021 | 28.95% |
September 30, 2021 | 28.95% |
August 31, 2021 | 28.95% |
July 31, 2021 | 28.95% |
June 30, 2021 | 28.95% |
May 31, 2021 | 28.95% |
April 30, 2021 | 28.95% |
March 31, 2021 | 28.95% |
February 28, 2021 | 28.95% |
January 31, 2021 | 28.95% |
December 31, 2020 | 28.95% |
November 30, 2020 | 28.95% |
October 31, 2020 | 28.95% |
September 30, 2020 | 28.95% |
August 31, 2020 | 28.95% |
July 31, 2020 | 28.95% |
June 30, 2020 | 28.95% |
Date | Value |
---|---|
May 31, 2020 | 28.95% |
April 30, 2020 | 28.95% |
March 31, 2020 | 28.95% |
February 29, 2020 | 20.95% |
January 31, 2020 | 20.95% |
December 31, 2019 | 20.95% |
November 30, 2019 | 20.95% |
October 31, 2019 | 20.95% |
September 30, 2019 | 20.95% |
August 31, 2019 | 20.95% |
July 31, 2019 | 20.95% |
June 30, 2019 | 20.95% |
May 31, 2019 | 20.95% |
April 30, 2019 | 20.95% |
March 31, 2019 | 20.95% |
February 28, 2019 | 20.95% |
January 31, 2019 | 20.95% |
December 31, 2018 | 20.95% |
November 30, 2018 | 13.76% |
October 31, 2018 | 13.76% |
September 30, 2018 | 13.76% |
August 31, 2018 | 13.76% |
July 31, 2018 | 13.76% |
June 30, 2018 | 13.76% |
May 31, 2018 | 13.76% |
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
13.76%
Minimum
Jul 2017
34.13%
Maximum
Jun 2022
22.75%
Average
20.95%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
MainStay Winslow Large Cap Growth Inv | 37.87% |
Frost Growth Equity Investor | 33.11% |
ProFunds NASDAQ-100 Inv | 33.80% |
Buffalo Large Cap | 31.10% |
State Street Instl Premier Growth Eq Inv | 32.19% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.010 |
Beta (5Y) | 1.047 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.00% |
Historical Sharpe Ratio (5Y) | 0.5833 |
Historical Sortino (5Y) | 0.7354 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.09% |