MainStay Epoch US Equity Yield Investor (EPLIX)
19.48
+0.03 (+0.15%)
USD |
Feb 02 2023
EPLIX Max Drawdown (5Y): 35.86% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| January 31, 2023 | 35.86% |
| December 31, 2022 | 35.86% |
| November 30, 2022 | 35.86% |
| October 31, 2022 | 35.86% |
| September 30, 2022 | 35.86% |
| August 31, 2022 | 35.86% |
| July 31, 2022 | 35.86% |
| June 30, 2022 | 35.86% |
| May 31, 2022 | 35.86% |
| April 30, 2022 | 35.86% |
| March 31, 2022 | 35.86% |
| February 28, 2022 | 35.86% |
| January 31, 2022 | 35.86% |
| December 31, 2021 | 35.86% |
| November 30, 2021 | 35.86% |
| October 31, 2021 | 35.86% |
| September 30, 2021 | 35.86% |
| August 31, 2021 | 35.86% |
| July 31, 2021 | 35.86% |
| June 30, 2021 | 35.86% |
| May 31, 2021 | 35.86% |
| April 30, 2021 | 35.86% |
| March 31, 2021 | 35.86% |
| February 28, 2021 | 35.86% |
| January 31, 2021 | 35.86% |
| Date | Value |
|---|---|
| December 31, 2020 | 35.86% |
| November 30, 2020 | 35.86% |
| October 31, 2020 | 35.86% |
| September 30, 2020 | 35.86% |
| August 31, 2020 | 35.86% |
| July 31, 2020 | 35.86% |
| June 30, 2020 | 35.86% |
| May 31, 2020 | 35.86% |
| April 30, 2020 | 35.86% |
| March 31, 2020 | 35.86% |
| February 29, 2020 | 14.49% |
| January 31, 2020 | 14.49% |
| December 31, 2019 | 14.49% |
| November 30, 2019 | 14.49% |
| October 31, 2019 | 14.49% |
| September 30, 2019 | 14.49% |
| August 31, 2019 | 14.49% |
| July 31, 2019 | 14.49% |
| June 30, 2019 | 14.49% |
| May 31, 2019 | 14.49% |
| April 30, 2019 | 14.49% |
| March 31, 2019 | 14.49% |
| February 28, 2019 | 14.49% |
| January 31, 2019 | 14.49% |
| December 31, 2018 | 14.49% |
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
11.81%
Minimum
Feb 2018
35.86%
Maximum
Mar 2020
26.51%
Average
35.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ProFunds Large Cap Value Inv | 37.21% |
| Zacks Dividend Investor | 35.27% |
| Goldman Sachs Large Cp Val Insghts Inv | 39.19% |
| Invesco Dividend Income Investor | 31.88% |
| Boston Partners All Cap Value Inv | 40.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.674 |
| Beta (5Y) | 0.8172 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4538 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.16% |
| Historical Sharpe Ratio (5Y) | 0.3812 |
| Historical Sortino (5Y) | 0.3741 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.49% |