Allspring Precious Metals Fund A (EKWAX)
58.66
-0.41
(-0.69%)
USD |
Dec 17 2024
EKWAX Max Drawdown (5Y): 49.28% for Nov. 30, 2024
View 4,000+ Financial Data Types:
Add
Browse
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
VanEck International Investors Gold Fund A | 51.07% |
Gabelli Gold Fund A | 49.43% |
American Century Global Gold Fund A | 52.15% |
Rydex Precious Metals Fund A | 46.90% |
EuroPac Gold Fund A | 51.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.908 |
Beta (5Y) | 0.9067 |
Alpha (vs YCharts Benchmark) (5Y) | -0.9558 |
Beta (vs YCharts Benchmark) (5Y) | 0.863 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.60% |
Historical Sharpe Ratio (5Y) | 0.2071 |
Historical Sortino (5Y) | 0.4416 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.51% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:EKWAX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:EKWAX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |