Frontier MFG Core Infrastructure Service (FCIVX)
18.70
+0.06 (+0.32%)
USD |
Jun 27 2022
FCIVX Max Drawdown (5Y): 34.27% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 34.27% |
April 30, 2022 | 34.27% |
March 31, 2022 | 34.27% |
February 28, 2022 | 34.27% |
January 31, 2022 | 34.27% |
December 31, 2021 | 34.27% |
November 30, 2021 | 34.27% |
October 31, 2021 | 34.27% |
September 30, 2021 | 34.27% |
August 31, 2021 | 34.27% |
July 31, 2021 | 34.27% |
June 30, 2021 | 34.27% |
May 31, 2021 | 34.27% |
April 30, 2021 | 34.27% |
March 31, 2021 | 34.27% |
February 28, 2021 | 34.27% |
January 31, 2021 | 34.27% |
December 31, 2020 | 34.27% |
November 30, 2020 | 34.27% |
October 31, 2020 | 34.27% |
September 30, 2020 | 34.27% |
August 31, 2020 | 34.27% |
July 31, 2020 | 34.27% |
June 30, 2020 | 34.27% |
May 31, 2020 | 34.27% |
Date | Value |
---|---|
April 30, 2020 | 34.27% |
March 31, 2020 | 34.27% |
February 29, 2020 | 12.86% |
January 31, 2020 | 12.86% |
December 31, 2019 | 12.86% |
November 30, 2019 | 12.86% |
October 31, 2019 | 12.86% |
September 30, 2019 | 12.86% |
August 31, 2019 | 12.86% |
July 31, 2019 | 12.86% |
June 30, 2019 | 12.86% |
May 31, 2019 | 12.86% |
April 30, 2019 | 12.86% |
March 31, 2019 | 12.86% |
February 28, 2019 | 12.86% |
January 31, 2019 | 12.86% |
December 31, 2018 | 12.86% |
November 30, 2018 | 12.86% |
October 31, 2018 | 12.86% |
September 30, 2018 | 12.86% |
August 31, 2018 | 12.86% |
July 31, 2018 | 12.86% |
June 30, 2018 | 12.86% |
May 31, 2018 | 12.86% |
April 30, 2018 | 12.86% |
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
12.86%
Minimum
Jun 2017
34.27%
Maximum
Mar 2020
22.50%
Average
12.86%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.081 |
Beta (5Y) | 0.5968 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.89% |
Historical Sharpe Ratio (5Y) | 0.4818 |
Historical Sortino (5Y) | 0.492 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.13% |