Federated Hermes Kaufmann Large Cap Fund Inst (KLCIX)
17.98
+0.30
(+1.70%)
USD |
May 02 2025
KLCIX Max Drawdown (5Y): 36.81% for April 30, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Gabelli Growth Fund I | 42.23% |
| Alger Capital Appreciation Fund Z | 41.10% |
| Praxis Growth Index Fund I | 32.26% |
| AB Large Cap Growth Fund I | 33.92% |
| Principal LargeCap Growth Fund I Inst | 40.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.680 |
| Beta (5Y) | 1.077 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.160 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9217 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.25% |
| Historical Sharpe Ratio (5Y) | 0.4524 |
| Historical Sortino (5Y) | 0.6377 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.50% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:KLCIX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:KLCIX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |