MainStay Epoch US Equity Yield R3 (EPLTX)
19.39
+0.08 (+0.41%)
USD |
May 24 2022
EPLTX Max Drawdown (5Y): 35.86% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| March 31, 2020 | 35.86% |
| February 29, 2020 | 14.64% |
| January 31, 2020 | 14.64% |
| December 31, 2019 | 14.64% |
| November 30, 2019 | 14.64% |
| October 31, 2019 | 14.64% |
| September 30, 2019 | 14.64% |
| August 31, 2019 | 14.64% |
| July 31, 2019 | 14.64% |
| June 30, 2019 | 14.64% |
| May 31, 2019 | 14.64% |
| April 30, 2019 | 14.64% |
| March 31, 2019 | 14.64% |
| February 28, 2019 | 14.64% |
| January 31, 2019 | 14.64% |
| December 31, 2018 | 14.64% |
| November 30, 2018 | 11.87% |
| October 31, 2018 | 11.87% |
| September 30, 2018 | 11.87% |
| August 31, 2018 | 11.87% |
| July 31, 2018 | 11.87% |
| June 30, 2018 | 11.87% |
| May 31, 2018 | 11.87% |
| April 30, 2018 | 11.87% |
| March 31, 2018 | 11.87% |
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
11.87%
Minimum
May 2017
35.86%
Maximum
Mar 2020
22.96%
Average
14.64%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Equity Income R | 35.14% |
| JPMorgan US Value R5 | 38.58% |
| Lord Abbett Affiliated R2 | 39.60% |
| MassMutual Diversified Value R3 | 38.78% |
| MassMutual Fundamental Value R4 | 41.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.106 |
| Beta (5Y) | 0.826 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.70% |
| Historical Sharpe Ratio (5Y) | 0.541 |
| Historical Sortino (5Y) | 0.4735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.76% |