AXS Thomson Reuters Vntr Cptl RetTrckr A (LDVAX)
16.19
+0.40 (+2.53%)
USD |
Aug 12 2022
LDVAX Max Drawdown (5Y): 62.20% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 62.20% |
| June 30, 2022 | 62.20% |
| May 31, 2022 | 59.20% |
| April 30, 2022 | 52.39% |
| March 31, 2022 | 49.26% |
| February 28, 2022 | 45.83% |
| January 31, 2022 | 40.47% |
| December 31, 2021 | 38.86% |
| November 30, 2021 | 38.86% |
| October 31, 2021 | 38.86% |
| September 30, 2021 | 38.86% |
| August 31, 2021 | 38.86% |
| July 31, 2021 | 38.86% |
| June 30, 2021 | 38.86% |
| May 31, 2021 | 38.86% |
| April 30, 2021 | 38.86% |
| March 31, 2021 | 38.86% |
| February 28, 2021 | 38.86% |
| January 31, 2021 | 38.86% |
| December 31, 2020 | 38.86% |
| November 30, 2020 | 38.86% |
| October 31, 2020 | 38.86% |
| September 30, 2020 | 38.86% |
| August 31, 2020 | 38.86% |
| July 31, 2020 | 38.86% |
| Date | Value |
|---|---|
| June 30, 2020 | 38.86% |
| May 31, 2020 | 38.86% |
| April 30, 2020 | 38.86% |
| March 31, 2020 | 38.86% |
| February 29, 2020 | 31.27% |
| January 31, 2020 | 31.27% |
| December 31, 2019 | 31.27% |
| November 30, 2019 | 31.27% |
| October 31, 2019 | 31.27% |
| September 30, 2019 | 31.27% |
| August 31, 2019 | 31.27% |
| July 31, 2019 | 31.27% |
| June 30, 2019 | 31.27% |
| May 31, 2019 | 31.27% |
| April 30, 2019 | 31.27% |
| March 31, 2019 | 31.27% |
| February 28, 2019 | 31.27% |
| January 31, 2019 | 31.27% |
| December 31, 2018 | 31.27% |
| November 30, 2018 | 24.11% |
| October 31, 2018 | 24.11% |
| September 30, 2018 | 24.11% |
| August 31, 2018 | 24.11% |
| July 31, 2018 | 24.11% |
| June 30, 2018 | 24.11% |
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
24.11%
Minimum
Aug 2017
62.20%
Maximum
Jun 2022
34.69%
Average
31.27%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Praxis Growth Index A | 30.88% |
| Rydex NASDAQ-100® A | 33.21% |
| Calvert US Large Cap Growth Rspnb Idx A | 30.81% |
| USAA Nasdaq 100 Index Class A | 32.83% |
| Rational Dynamic Brands A | 40.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.384 |
| Beta (5Y) | 1.595 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.15% |
| Historical Sharpe Ratio (5Y) | 0.5086 |
| Historical Sortino (5Y) | 0.6577 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.75% |