Delaware Equity Income A (FIUTX)
6.95
+0.04 (+0.58%)
USD |
May 16 2022
FIUTX Max Drawdown (5Y): 37.41% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 37.41% |
| March 31, 2022 | 37.41% |
| February 28, 2022 | 37.41% |
| January 31, 2022 | 37.41% |
| December 31, 2021 | 37.41% |
| November 30, 2021 | 37.41% |
| October 31, 2021 | 37.41% |
| September 30, 2021 | 37.41% |
| August 31, 2021 | 37.41% |
| July 31, 2021 | 37.41% |
| June 30, 2021 | 37.41% |
| May 31, 2021 | 37.41% |
| April 30, 2021 | 37.41% |
| March 31, 2021 | 37.41% |
| February 28, 2021 | 37.41% |
| January 31, 2021 | 37.41% |
| December 31, 2020 | 37.41% |
| November 30, 2020 | 37.41% |
| October 31, 2020 | 37.41% |
| September 30, 2020 | 37.41% |
| August 31, 2020 | 37.41% |
| July 31, 2020 | 37.41% |
| June 30, 2020 | 37.41% |
| May 31, 2020 | 37.41% |
| April 30, 2020 | 37.41% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.41% |
| February 29, 2020 | 18.43% |
| January 31, 2020 | 18.43% |
| December 31, 2019 | 18.43% |
| November 30, 2019 | 18.43% |
| October 31, 2019 | 18.43% |
| September 30, 2019 | 18.43% |
| August 31, 2019 | 18.43% |
| July 31, 2019 | 18.43% |
| June 30, 2019 | 18.43% |
| May 31, 2019 | 18.43% |
| April 30, 2019 | 18.43% |
| March 31, 2019 | 18.43% |
| February 28, 2019 | 18.43% |
| January 31, 2019 | 18.43% |
| December 31, 2018 | 18.43% |
| November 30, 2018 | 13.32% |
| October 31, 2018 | 13.32% |
| September 30, 2018 | 13.32% |
| August 31, 2018 | 13.32% |
| July 31, 2018 | 13.32% |
| June 30, 2018 | 13.32% |
| May 31, 2018 | 13.32% |
| April 30, 2018 | 13.32% |
| March 31, 2018 | 13.32% |
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
13.32%
Minimum
May 2017
37.41%
Maximum
Mar 2020
25.03%
Average
18.43%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| BNY Mellon Equity Income Fund A | 36.83% |
| JNL/Invesco Diversified Dividend A | -- |
| Voya Large Cap Value A | 39.36% |
| Virtus NFJ Dividend Value A | 39.31% |
| Nuveen Dividend Value A | 39.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.360 |
| Beta (5Y) | 0.888 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.29% |
| Historical Sharpe Ratio (5Y) | 0.4769 |
| Historical Sortino (5Y) | 0.4469 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.75% |