Catalyst Insider Buying Fund A (INSAX)

21.12 -0.13 (-0.61%) USD  |  Dec 20 2024
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INSAX Max Drawdown (5Y): 59.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Timothy Plan Small/Mid Cap Growth Fund A 34.41%
Neuberger Berman Mid Cap Growth Fund A 38.05%
Transamerica Mid Cap Growth A 41.78%
Goldman Sachs Mid Cap Growth Fund A 38.92%
American Century Heritage Fund A 40.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.04
Beta (5Y) 1.161
Alpha (vs YCharts Benchmark) (5Y) -18.33
Beta (vs YCharts Benchmark) (5Y) 1.044
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.85%
Historical Sharpe Ratio (5Y) -0.0177
Historical Sortino (5Y) -0.024
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.11%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:INSAX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:INSAX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.