Empiric 2500 A (EMCAX)
48.62
+0.86 (+1.80%)
USD |
May 25 2022
EMCAX Max Drawdown (5Y): 42.79% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.79% |
| March 31, 2022 | 42.79% |
| February 28, 2022 | 42.79% |
| January 31, 2022 | 42.79% |
| December 31, 2021 | 42.79% |
| November 30, 2021 | 42.79% |
| October 31, 2021 | 42.79% |
| September 30, 2021 | 42.79% |
| August 31, 2021 | 42.79% |
| July 31, 2021 | 42.79% |
| June 30, 2021 | 42.79% |
| May 31, 2021 | 42.79% |
| April 30, 2021 | 42.79% |
| March 31, 2021 | 42.79% |
| February 28, 2021 | 42.79% |
| January 31, 2021 | 42.79% |
| December 31, 2020 | 42.79% |
| November 30, 2020 | 42.79% |
| October 31, 2020 | 42.79% |
| September 30, 2020 | 42.79% |
| August 31, 2020 | 42.79% |
| July 31, 2020 | 42.79% |
| June 30, 2020 | 42.79% |
| May 31, 2020 | 42.79% |
| April 30, 2020 | 42.79% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.79% |
| February 29, 2020 | 32.94% |
| January 31, 2020 | 32.94% |
| December 31, 2019 | 32.94% |
| November 30, 2019 | 32.94% |
| October 31, 2019 | 32.94% |
| September 30, 2019 | 32.94% |
| August 31, 2019 | 32.94% |
| July 31, 2019 | 32.94% |
| June 30, 2019 | 32.94% |
| May 31, 2019 | 32.94% |
| April 30, 2019 | 32.94% |
| March 31, 2019 | 32.94% |
| February 28, 2019 | 32.94% |
| January 31, 2019 | 32.94% |
| December 31, 2018 | 32.94% |
| November 30, 2018 | 32.94% |
| October 31, 2018 | 32.94% |
| September 30, 2018 | 32.94% |
| August 31, 2018 | 32.94% |
| July 31, 2018 | 32.94% |
| June 30, 2018 | 32.94% |
| May 31, 2018 | 32.94% |
| April 30, 2018 | 32.94% |
| March 31, 2018 | 32.94% |
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
32.94%
Minimum
May 2017
42.79%
Maximum
Mar 2020
37.20%
Average
32.94%
Median
May 2017
Max Drawdown (5Y) Benchmarks
| Columbia Acorn USA A | 39.97% |
| Janus Henderson Venture A | 36.84% |
| Lord Abbett Micro Cap Growth A | 43.38% |
| PACE Small/Medium Co Growth Equity A | 39.37% |
| American Beacon Stephens Sm Cp Gr A | 36.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.929 |
| Beta (5Y) | 1.139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.35% |
| Historical Sharpe Ratio (5Y) | 0.4674 |
| Historical Sortino (5Y) | 0.5182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.11% |