NAA Large Core Series (LP40008308)
53.44
+0.61
(+1.15%)
USD |
Sep 03 2026
LP40008308 Max Drawdown (5Y): 27.11% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 27.11% |
| July 31, 2026 | 27.11% |
| June 30, 2026 | 27.11% |
| May 31, 2026 | 27.11% |
| April 30, 2026 | 27.11% |
| March 31, 2026 | 27.11% |
| February 28, 2026 | 27.11% |
| January 31, 2026 | 27.11% |
| December 31, 2025 | 27.11% |
| November 30, 2025 | 27.11% |
| October 31, 2025 | 27.11% |
| September 30, 2025 | 27.11% |
| August 31, 2025 | 27.11% |
| July 31, 2025 | 27.11% |
| June 30, 2025 | 27.11% |
| May 31, 2025 | 27.11% |
| April 30, 2025 | 27.11% |
| March 31, 2025 | 27.61% |
| February 28, 2025 | 35.57% |
| January 31, 2025 | 35.57% |
| December 31, 2024 | 35.57% |
| November 30, 2024 | 35.57% |
| October 31, 2024 | 35.57% |
| September 30, 2024 | 35.57% |
| August 31, 2024 | 35.57% |
| Date | Value |
|---|---|
| July 31, 2024 | 35.57% |
| June 30, 2024 | 35.57% |
| May 31, 2024 | 35.57% |
| April 30, 2024 | 35.57% |
| March 31, 2024 | 35.57% |
| February 29, 2024 | 35.57% |
| January 31, 2024 | 35.57% |
| December 31, 2023 | 35.57% |
| November 30, 2023 | 35.57% |
| October 31, 2023 | 35.57% |
| September 30, 2023 | 35.57% |
| August 31, 2023 | 35.57% |
| July 31, 2023 | 35.57% |
| June 30, 2023 | 35.57% |
| May 31, 2023 | 35.57% |
| April 30, 2023 | 35.57% |
| March 31, 2023 | 35.57% |
| February 28, 2023 | 35.57% |
| January 31, 2023 | 35.57% |
| December 31, 2022 | 35.57% |
| November 30, 2022 | 35.57% |
| October 31, 2022 | 35.57% |
| September 30, 2022 | 35.57% |
| August 31, 2022 | 35.57% |
| July 31, 2022 | 35.57% |
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
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8941 |
| Beta (5Y) | 1.044 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.8941 |
| Beta (vs YCharts Benchmark) (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 15.79% |
| Historical Sharpe Ratio (5Y) | 0.5427 |
| Historical Sortino (5Y) | 0.8408 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.15% |