FullerThaler Behavioral Micro-Cap Eq Fd Ins (FTMSX)

27.37 -0.23 (-0.83%) USD  |  Dec 13 2024
More

FTMSX Max Drawdown (5Y): 53.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for FTMSX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Victory Integrity Discovery Fund Y 54.19%
Ancora MicroCap Fund I 56.80%
Hartford Small Cap Value Fund I 48.29%
Putnam Small Cap Value Fund Y 52.51%
MassMutual Small Company Value Fund I 47.88%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -15.58
Beta (5Y) 1.492
Alpha (vs YCharts Benchmark) (5Y) -5.602
Beta (vs YCharts Benchmark) (5Y) 1.329
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.31%
Historical Sharpe Ratio (5Y) 0.1231
Historical Sortino (5Y) 0.1639
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.35%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:FTMSX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:FTMSX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.