Empiric 2500 C (EMCCX)
41.49
-0.50 (-1.19%)
USD |
May 24 2022
EMCCX Max Drawdown (5Y): 43.42% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 43.42% |
March 31, 2022 | 43.42% |
February 28, 2022 | 43.42% |
January 31, 2022 | 43.42% |
December 31, 2021 | 43.42% |
November 30, 2021 | 43.42% |
October 31, 2021 | 43.42% |
September 30, 2021 | 43.42% |
August 31, 2021 | 43.42% |
July 31, 2021 | 43.42% |
June 30, 2021 | 43.42% |
May 31, 2021 | 43.42% |
April 30, 2021 | 43.42% |
March 31, 2021 | 43.42% |
February 28, 2021 | 43.42% |
January 31, 2021 | 43.42% |
December 31, 2020 | 43.42% |
November 30, 2020 | 43.42% |
October 31, 2020 | 43.42% |
September 30, 2020 | 43.42% |
August 31, 2020 | 43.42% |
July 31, 2020 | 43.42% |
June 30, 2020 | 43.42% |
May 31, 2020 | 43.42% |
April 30, 2020 | 43.42% |
Date | Value |
---|---|
March 31, 2020 | 43.42% |
February 29, 2020 | 33.29% |
January 31, 2020 | 33.29% |
December 31, 2019 | 33.29% |
November 30, 2019 | 33.29% |
October 31, 2019 | 33.29% |
September 30, 2019 | 33.29% |
August 31, 2019 | 33.29% |
July 31, 2019 | 33.29% |
June 30, 2019 | 33.29% |
May 31, 2019 | 33.29% |
April 30, 2019 | 33.29% |
March 31, 2019 | 33.29% |
February 28, 2019 | 33.29% |
January 31, 2019 | 33.29% |
December 31, 2018 | 33.29% |
November 30, 2018 | 33.29% |
October 31, 2018 | 33.29% |
September 30, 2018 | 33.29% |
August 31, 2018 | 33.29% |
July 31, 2018 | 33.29% |
June 30, 2018 | 33.29% |
May 31, 2018 | 33.29% |
April 30, 2018 | 33.29% |
March 31, 2018 | 33.29% |
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
33.29%
Minimum
May 2017
43.42%
Maximum
Mar 2020
37.68%
Average
33.29%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Columbia Acorn USA C | 39.91% |
Meridian Growth C | 40.75% |
Optimum Small-Mid Cap Growth C | 39.26% |
Allspring Emerging Growth C | 38.87% |
Janus Henderson Venture C | 36.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.744 |
Beta (5Y) | 1.139 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.33% |
Historical Sharpe Ratio (5Y) | 0.4319 |
Historical Sortino (5Y) | 0.4805 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.17% |