Fiera Capital Global Equity Inv (FCGEX)
16.20
+0.51 (+3.25%)
USD |
Jun 24 2022
FCGEX Max Drawdown (5Y): 31.87% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 31.87% |
| April 30, 2022 | 31.87% |
| March 31, 2022 | 31.87% |
| February 28, 2022 | 31.87% |
| January 31, 2022 | 31.87% |
| December 31, 2021 | 31.87% |
| November 30, 2021 | 31.87% |
| Date | Value |
|---|---|
| October 31, 2021 | 31.87% |
| September 30, 2021 | 31.87% |
| August 31, 2021 | 31.87% |
| July 31, 2021 | 31.87% |
| June 30, 2021 | 31.87% |
| May 31, 2021 | 31.87% |
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
31.87%
Minimum
May 2021
31.87%
Maximum
May 2021
31.87%
Average
31.87%
Median
May 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.170 |
| Beta (5Y) | 0.8711 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.68% |
| Historical Sharpe Ratio (5Y) | 0.7444 |
| Historical Sortino (5Y) | 0.7723 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.40% |