Salient Tactical Growth C (FTGOX)
23.98
+0.04 (+0.17%)
USD |
Aug 18 2022
FTGOX Max Drawdown (5Y): 10.96% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 10.96% |
| June 30, 2022 | 10.96% |
| May 31, 2022 | 10.96% |
| April 30, 2022 | 10.96% |
| March 31, 2022 | 10.96% |
| February 28, 2022 | 10.96% |
| January 31, 2022 | 10.96% |
| December 31, 2021 | 10.96% |
| November 30, 2021 | 10.96% |
| October 31, 2021 | 10.96% |
| September 30, 2021 | 10.96% |
| August 31, 2021 | 10.96% |
| July 31, 2021 | 10.96% |
| June 30, 2021 | 10.96% |
| May 31, 2021 | 10.96% |
| April 30, 2021 | 10.96% |
| March 31, 2021 | 10.96% |
| February 28, 2021 | 10.96% |
| January 31, 2021 | 10.96% |
| December 31, 2020 | 10.96% |
| November 30, 2020 | 10.96% |
| October 31, 2020 | 10.96% |
| September 30, 2020 | 10.96% |
| August 31, 2020 | 10.96% |
| July 31, 2020 | 10.96% |
| Date | Value |
|---|---|
| June 30, 2020 | 10.96% |
| May 31, 2020 | 10.96% |
| April 30, 2020 | 10.96% |
| March 31, 2020 | 10.96% |
| February 29, 2020 | 10.96% |
| January 31, 2020 | 10.96% |
| December 31, 2019 | 10.96% |
| November 30, 2019 | 10.96% |
| October 31, 2019 | 10.96% |
| September 30, 2019 | 10.96% |
| August 31, 2019 | 10.96% |
| July 31, 2019 | 10.96% |
| June 30, 2019 | 10.96% |
| May 31, 2019 | 10.96% |
| April 30, 2019 | 10.96% |
| March 31, 2019 | 10.96% |
| February 28, 2019 | 10.96% |
| January 31, 2019 | 10.96% |
| December 31, 2018 | 10.45% |
| November 30, 2018 | 9.59% |
| October 31, 2018 | 9.59% |
| September 30, 2018 | 9.59% |
| August 31, 2018 | 9.59% |
| July 31, 2018 | 9.59% |
| June 30, 2018 | 9.59% |
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
9.59%
Minimum
Aug 2017
10.96%
Maximum
Jan 2019
10.59%
Average
10.96%
Median
Jan 2019
Max Drawdown (5Y) Benchmarks
| Probabilities C | 32.81% |
| Navigator Equity Hedged C | 28.59% |
| JPMorgan Opportunistic Equity L/S C | 19.75% |
| Clough Global Long/Short C | 29.74% |
| PIMCO RAE Worldwide Long/Short PLUS C | 27.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.138 |
| Beta (5Y) | 0.2709 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.39% |
| Historical Sharpe Ratio (5Y) | 0.3563 |
| Historical Sortino (5Y) | 0.5642 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.95% |