The Gold Bullion Strategy Portfolio (LP40232194)

26.76 +0.21 (+0.79%) USD  |  Dec 26 2024
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LP40232194 Max Drawdown (5Y): 27.05% for Nov. 30, 2024

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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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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Max Drawdown (5Y) Benchmarks

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Allspring Precious Metals Fund Adm 49.12%
OCM Gold Fund Atlas 45.14%
Gold Bullion Strategy Fund Investor 27.21%
Hartford Healthcare Fund F 28.51%
Bluerock Total Income+ Real Estate L 21.90%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.233
Beta (5Y) 0.2448
Alpha (vs YCharts Benchmark) (5Y) 3.970
Beta (vs YCharts Benchmark) (5Y) 0.2883
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 14.98%
Historical Sharpe Ratio (5Y) 0.446
Historical Sortino (5Y) 0.8642
Monthly Value at Risk (VaR) 5% (5Y Lookback) 5.85%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:LP40232194", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:LP40232194", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.