Emerald Growth Investor (FFGRX)
20.76
-0.50 (-2.35%)
USD |
Jun 28 2022
FFGRX Max Drawdown (5Y): 41.49% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 41.49% |
April 30, 2022 | 41.49% |
March 31, 2022 | 41.49% |
February 28, 2022 | 41.49% |
January 31, 2022 | 41.49% |
December 31, 2021 | 41.49% |
November 30, 2021 | 41.49% |
October 31, 2021 | 41.49% |
September 30, 2021 | 41.49% |
August 31, 2021 | 41.49% |
July 31, 2021 | 41.49% |
June 30, 2021 | 41.49% |
May 31, 2021 | 41.49% |
April 30, 2021 | 41.49% |
March 31, 2021 | 41.49% |
February 28, 2021 | 41.49% |
January 31, 2021 | 41.49% |
December 31, 2020 | 41.49% |
November 30, 2020 | 41.49% |
October 31, 2020 | 41.49% |
September 30, 2020 | 41.49% |
August 31, 2020 | 41.49% |
July 31, 2020 | 41.49% |
June 30, 2020 | 41.49% |
May 31, 2020 | 41.49% |
Date | Value |
---|---|
April 30, 2020 | 41.49% |
March 31, 2020 | 41.49% |
February 29, 2020 | 31.89% |
January 31, 2020 | 31.89% |
December 31, 2019 | 31.89% |
November 30, 2019 | 31.89% |
October 31, 2019 | 31.89% |
September 30, 2019 | 31.89% |
August 31, 2019 | 31.89% |
July 31, 2019 | 31.89% |
June 30, 2019 | 31.89% |
May 31, 2019 | 31.89% |
April 30, 2019 | 31.89% |
March 31, 2019 | 31.89% |
February 28, 2019 | 31.89% |
January 31, 2019 | 31.89% |
December 31, 2018 | 31.89% |
November 30, 2018 | 31.89% |
October 31, 2018 | 31.89% |
September 30, 2018 | 31.89% |
August 31, 2018 | 31.89% |
July 31, 2018 | 31.89% |
June 30, 2018 | 31.89% |
May 31, 2018 | 31.89% |
April 30, 2018 | 31.89% |
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
31.89%
Minimum
Jun 2017
41.49%
Maximum
Mar 2020
36.21%
Average
31.89%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.982 |
Beta (5Y) | 1.160 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.02% |
Historical Sharpe Ratio (5Y) | 0.3882 |
Historical Sortino (5Y) | 0.4666 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.05% |