Nationwide BNY Mellon Dyn US Core R (GGFRX)
10.95
+0.20 (+1.86%)
USD |
Aug 12 2022
GGFRX Max Drawdown (5Y): 32.75% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 32.75% |
| June 30, 2022 | 32.75% |
| May 31, 2022 | 32.75% |
| April 30, 2022 | 32.75% |
| March 31, 2022 | 32.75% |
| February 28, 2022 | 32.75% |
| January 31, 2022 | 32.75% |
| December 31, 2021 | 32.75% |
| November 30, 2021 | 32.75% |
| October 31, 2021 | 32.75% |
| September 30, 2021 | 32.75% |
| August 31, 2021 | 32.75% |
| July 31, 2021 | 32.75% |
| June 30, 2021 | 32.75% |
| May 31, 2021 | 32.75% |
| April 30, 2021 | 32.75% |
| March 31, 2021 | 32.75% |
| February 28, 2021 | 32.75% |
| January 31, 2021 | 32.75% |
| December 31, 2020 | 32.75% |
| November 30, 2020 | 32.75% |
| October 31, 2020 | 32.75% |
| September 30, 2020 | 32.75% |
| August 31, 2020 | 32.75% |
| July 31, 2020 | 32.75% |
| Date | Value |
|---|---|
| June 30, 2020 | 32.75% |
| May 31, 2020 | 32.75% |
| April 30, 2020 | 32.75% |
| March 31, 2020 | 32.75% |
| February 29, 2020 | 22.33% |
| January 31, 2020 | 22.33% |
| December 31, 2019 | 22.33% |
| November 30, 2019 | 22.33% |
| October 31, 2019 | 22.33% |
| September 30, 2019 | 22.33% |
| August 31, 2019 | 22.33% |
| July 31, 2019 | 22.33% |
| June 30, 2019 | 22.33% |
| May 31, 2019 | 22.33% |
| April 30, 2019 | 22.33% |
| March 31, 2019 | 22.33% |
| February 28, 2019 | 22.33% |
| January 31, 2019 | 22.33% |
| December 31, 2018 | 22.33% |
| November 30, 2018 | 15.94% |
| October 31, 2018 | 15.94% |
| September 30, 2018 | 15.94% |
| August 31, 2018 | 15.94% |
| July 31, 2018 | 15.94% |
| June 30, 2018 | 15.94% |
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
15.94%
Minimum
Aug 2017
32.75%
Maximum
Mar 2020
25.66%
Average
22.33%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Goldman Sachs Large Cap Core R | 34.13% |
| AB Select US Equity R | 32.58% |
| Allspring Disciplined US Core R | 33.07% |
| Russell Inv Multifactor US Equity R6 | 36.19% |
| DWS Equity 500 Index R6 | 33.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3199 |
| Beta (5Y) | 1.043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.72% |
| Historical Sharpe Ratio (5Y) | 0.7751 |
| Historical Sortino (5Y) | 0.846 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.73% |