Emerald Insights Fund A (EFCAX)
21.75
+0.05
(+0.23%)
USD |
Jun 10 2025
EFCAX Max Drawdown (5Y): 38.26% for May 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Optimum Large Cap Growth Fund A | 40.19% |
| Gabelli Growth Fund A | 42.36% |
| Neuberger Berman Large Cap Growth Fund A | 28.48% |
| MassMutual Blue Chip Growth Fund A | 39.69% |
| American Century Select Fund A | 31.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.830 |
| Beta (5Y) | 1.181 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.322 |
| Beta (vs YCharts Benchmark) (5Y) | 1.009 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.53% |
| Historical Sharpe Ratio (5Y) | 0.5926 |
| Historical Sortino (5Y) | 0.9169 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.03% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:EFCAX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:EFCAX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |