Persimmon Long/Short I (LSEIX)
12.25
+0.20 (+1.66%)
USD |
Aug 12 2022
LSEIX Max Drawdown (5Y): 19.93% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 19.93% |
| June 30, 2022 | 19.93% |
| May 31, 2022 | 19.93% |
| April 30, 2022 | 19.93% |
| March 31, 2022 | 19.93% |
| February 28, 2022 | 19.93% |
| January 31, 2022 | 19.93% |
| December 31, 2021 | 19.93% |
| November 30, 2021 | 19.93% |
| October 31, 2021 | 19.93% |
| September 30, 2021 | 19.93% |
| August 31, 2021 | 19.93% |
| July 31, 2021 | 19.93% |
| June 30, 2021 | 19.93% |
| May 31, 2021 | 19.93% |
| April 30, 2021 | 19.93% |
| March 31, 2021 | 19.93% |
| February 28, 2021 | 19.93% |
| January 31, 2021 | 19.93% |
| December 31, 2020 | 19.93% |
| November 30, 2020 | 19.93% |
| October 31, 2020 | 19.93% |
| September 30, 2020 | 19.93% |
| August 31, 2020 | 19.93% |
| July 31, 2020 | 19.93% |
| Date | Value |
|---|---|
| June 30, 2020 | 19.93% |
| May 31, 2020 | 19.93% |
| April 30, 2020 | 19.93% |
| March 31, 2020 | 19.93% |
| February 29, 2020 | 12.28% |
| January 31, 2020 | 12.28% |
| December 31, 2019 | 12.28% |
| November 30, 2019 | 12.28% |
| October 31, 2019 | 12.28% |
| September 30, 2019 | 12.28% |
| August 31, 2019 | 12.28% |
| July 31, 2019 | 12.28% |
| June 30, 2019 | 12.28% |
| May 31, 2019 | 12.28% |
| April 30, 2019 | 12.28% |
| March 31, 2019 | 12.28% |
| February 28, 2019 | 12.28% |
| January 31, 2019 | 12.28% |
| December 31, 2018 | 12.28% |
| November 30, 2018 | 11.65% |
| October 31, 2018 | 10.00% |
| September 30, 2018 | 8.51% |
| August 31, 2018 | 8.51% |
| July 31, 2018 | 8.51% |
| June 30, 2018 | 8.51% |
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
8.51%
Minimum
Aug 2017
19.93%
Maximum
Mar 2020
15.05%
Average
12.28%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| AB Select US Long/Short I | 18.36% |
| Gotham Hedged Plus Institutional | 23.08% |
| Clough Global Long/Short I | 28.80% |
| Meeder Spectrum Institutional | 27.03% |
| Gotham Defensive Long 500 Institutional | 32.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.573 |
| Beta (5Y) | 0.5194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.16% |
| Historical Sharpe Ratio (5Y) | 0.3031 |
| Historical Sortino (5Y) | 0.3941 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.44% |