MainStay Epoch US Equity Yield B (EPLBX)
17.76
-0.21 (-1.17%)
USD |
Jul 05 2022
EPLBX Max Drawdown (5Y): 35.94% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 35.94% |
| May 31, 2022 | 35.94% |
| April 30, 2022 | 35.94% |
| March 31, 2022 | 35.94% |
| February 28, 2022 | 35.94% |
| January 31, 2022 | 35.94% |
| December 31, 2021 | 35.94% |
| November 30, 2021 | 35.94% |
| October 31, 2021 | 35.94% |
| September 30, 2021 | 35.94% |
| August 31, 2021 | 35.94% |
| July 31, 2021 | 35.94% |
| June 30, 2021 | 35.94% |
| May 31, 2021 | 35.94% |
| April 30, 2021 | 35.94% |
| March 31, 2021 | 35.94% |
| February 28, 2021 | 35.94% |
| January 31, 2021 | 35.94% |
| December 31, 2020 | 35.94% |
| November 30, 2020 | 35.94% |
| October 31, 2020 | 35.94% |
| September 30, 2020 | 35.94% |
| August 31, 2020 | 35.94% |
| July 31, 2020 | 35.94% |
| June 30, 2020 | 35.94% |
| Date | Value |
|---|---|
| May 31, 2020 | 35.94% |
| April 30, 2020 | 35.94% |
| March 31, 2020 | 35.94% |
| February 29, 2020 | 15.04% |
| January 31, 2020 | 15.04% |
| December 31, 2019 | 15.04% |
| November 30, 2019 | 15.04% |
| October 31, 2019 | 15.04% |
| September 30, 2019 | 15.04% |
| August 31, 2019 | 15.04% |
| July 31, 2019 | 15.04% |
| June 30, 2019 | 15.04% |
| May 31, 2019 | 15.04% |
| April 30, 2019 | 15.04% |
| March 31, 2019 | 15.04% |
| February 28, 2019 | 15.04% |
| January 31, 2019 | 15.04% |
| December 31, 2018 | 15.04% |
| November 30, 2018 | 12.09% |
| October 31, 2018 | 12.09% |
| September 30, 2018 | 12.09% |
| August 31, 2018 | 12.09% |
| July 31, 2018 | 12.09% |
| June 30, 2018 | 12.09% |
| May 31, 2018 | 12.09% |
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
12.09%
Minimum
Jul 2017
35.94%
Maximum
Mar 2020
23.95%
Average
15.04%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MFS Equity Income B | 36.68% |
| MainStay WMC Value B | 39.40% |
| Federated Hermes MDT Large Cap Value B | 38.66% |
| MFS Blended Research Value Equity B | 38.83% |
| Putnam Large Cap Value B | 36.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.215 |
| Beta (5Y) | 0.8224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.05% |
| Historical Sharpe Ratio (5Y) | 0.4019 |
| Historical Sortino (5Y) | 0.3645 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.67% |