Forester Value R (FVRLX)
6.21
+0.04 (+0.65%)
USD |
Aug 12 2022
FVRLX Max Drawdown (5Y): 14.25% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 14.25% |
June 30, 2022 | 14.25% |
May 31, 2022 | 14.25% |
April 30, 2022 | 14.25% |
March 31, 2022 | 14.25% |
February 28, 2022 | 14.25% |
January 31, 2022 | 14.25% |
December 31, 2021 | 14.25% |
November 30, 2021 | 14.25% |
October 31, 2021 | 14.25% |
September 30, 2021 | 14.25% |
August 31, 2021 | 14.25% |
July 31, 2021 | 14.25% |
June 30, 2021 | 14.25% |
May 31, 2021 | 14.25% |
April 30, 2021 | 14.25% |
March 31, 2021 | 14.25% |
February 28, 2021 | 14.25% |
January 31, 2021 | 14.25% |
December 31, 2020 | 14.25% |
November 30, 2020 | 14.25% |
October 31, 2020 | 14.25% |
September 30, 2020 | 14.25% |
August 31, 2020 | 14.25% |
July 31, 2020 | 14.25% |
Date | Value |
---|---|
June 30, 2020 | 14.25% |
May 31, 2020 | 14.25% |
April 30, 2020 | 14.25% |
March 31, 2020 | 14.25% |
February 29, 2020 | 14.25% |
January 31, 2020 | 14.25% |
December 31, 2019 | 14.25% |
November 30, 2019 | 14.25% |
October 31, 2019 | 14.25% |
September 30, 2019 | 14.25% |
August 31, 2019 | 14.25% |
July 31, 2019 | 14.25% |
June 30, 2019 | 14.25% |
May 31, 2019 | 14.25% |
April 30, 2019 | 14.25% |
March 31, 2019 | 14.25% |
February 28, 2019 | 14.25% |
January 31, 2019 | 14.25% |
December 31, 2018 | 14.25% |
November 30, 2018 | 14.13% |
October 31, 2018 | 14.13% |
September 30, 2018 | 14.13% |
August 31, 2018 | 14.13% |
July 31, 2018 | 14.13% |
June 30, 2018 | 14.13% |
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
13.98%
Minimum
Aug 2017
14.25%
Maximum
Dec 2018
14.21%
Average
14.25%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.204 |
Beta (5Y) | 0.0527 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.97% |
Historical Sharpe Ratio (5Y) | 0.0931 |
Historical Sortino (5Y) | 0.1631 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 3.05% |