ALPS/Red Rocks Global Opportunity Inv (LPEFX)
5.74
+0.09 (+1.59%)
USD |
May 23 2022
LPEFX Max Drawdown (5Y): 46.42% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 46.42% |
| March 31, 2022 | 46.42% |
| February 28, 2022 | 46.42% |
| January 31, 2022 | 46.42% |
| December 31, 2021 | 46.42% |
| November 30, 2021 | 46.42% |
| October 31, 2021 | 46.42% |
| September 30, 2021 | 46.42% |
| August 31, 2021 | 46.42% |
| July 31, 2021 | 46.42% |
| June 30, 2021 | 46.42% |
| May 31, 2021 | 46.42% |
| April 30, 2021 | 46.42% |
| March 31, 2021 | 46.42% |
| February 28, 2021 | 46.42% |
| January 31, 2021 | 46.42% |
| December 31, 2020 | 46.42% |
| November 30, 2020 | 46.42% |
| October 31, 2020 | 46.42% |
| September 30, 2020 | 46.42% |
| August 31, 2020 | 46.42% |
| July 31, 2020 | 46.42% |
| June 30, 2020 | 46.42% |
| May 31, 2020 | 46.42% |
| April 30, 2020 | 46.42% |
| Date | Value |
|---|---|
| March 31, 2020 | 46.42% |
| February 29, 2020 | 21.63% |
| January 31, 2020 | 21.63% |
| December 31, 2019 | 21.63% |
| November 30, 2019 | 21.63% |
| October 31, 2019 | 21.63% |
| September 30, 2019 | 21.63% |
| August 31, 2019 | 21.63% |
| July 31, 2019 | 21.63% |
| June 30, 2019 | 21.63% |
| May 31, 2019 | 21.63% |
| April 30, 2019 | 21.63% |
| March 31, 2019 | 21.63% |
| February 28, 2019 | 21.63% |
| January 31, 2019 | 21.63% |
| December 31, 2018 | 21.63% |
| November 30, 2018 | 20.89% |
| October 31, 2018 | 20.89% |
| September 30, 2018 | 20.89% |
| August 31, 2018 | 20.89% |
| July 31, 2018 | 20.89% |
| June 30, 2018 | 20.89% |
| May 31, 2018 | 20.89% |
| April 30, 2018 | 20.89% |
| March 31, 2018 | 20.89% |
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
20.89%
Minimum
Dec 2017
46.42%
Maximum
Mar 2020
33.56%
Average
34.11%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.543 |
| Beta (5Y) | 1.232 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.80% |
| Historical Sharpe Ratio (5Y) | 0.4429 |
| Historical Sortino (5Y) | 0.4067 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.94% |