AMG Montrusco Bolton Large Cap Growth N (MCGFX)
10.04
-0.16 (-1.57%)
USD |
Feb 03 2023
MCGFX Max Drawdown (5Y): 31.80% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 31.80% |
December 31, 2022 | 31.80% |
November 30, 2022 | 31.80% |
October 31, 2022 | 31.59% |
September 30, 2022 | 31.59% |
August 31, 2022 | 31.59% |
July 31, 2022 | 31.59% |
June 30, 2022 | 31.59% |
May 31, 2022 | 31.59% |
April 30, 2022 | 31.59% |
March 31, 2022 | 31.59% |
February 28, 2022 | 31.59% |
January 31, 2022 | 31.59% |
December 31, 2021 | 31.59% |
November 30, 2021 | 31.59% |
October 31, 2021 | 31.59% |
September 30, 2021 | 31.59% |
August 31, 2021 | 31.59% |
July 31, 2021 | 31.59% |
June 30, 2021 | 31.59% |
May 31, 2021 | 31.59% |
April 30, 2021 | 31.59% |
March 31, 2021 | 31.59% |
February 28, 2021 | 31.59% |
January 31, 2021 | 31.59% |
Date | Value |
---|---|
December 31, 2020 | 31.59% |
November 30, 2020 | 31.59% |
October 31, 2020 | 31.59% |
September 30, 2020 | 31.59% |
August 31, 2020 | 31.59% |
July 31, 2020 | 31.59% |
June 30, 2020 | 31.59% |
May 31, 2020 | 31.59% |
April 30, 2020 | 31.59% |
March 31, 2020 | 31.59% |
February 29, 2020 | 18.49% |
January 31, 2020 | 18.49% |
December 31, 2019 | 18.49% |
November 30, 2019 | 18.49% |
October 31, 2019 | 18.49% |
September 30, 2019 | 18.49% |
August 31, 2019 | 18.49% |
July 31, 2019 | 18.49% |
June 30, 2019 | 18.49% |
May 31, 2019 | 18.49% |
April 30, 2019 | 18.49% |
March 31, 2019 | 18.49% |
February 28, 2019 | 18.49% |
January 31, 2019 | 18.49% |
December 31, 2018 | 18.49% |
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
12.38%
Minimum
Feb 2018
31.80%
Maximum
Nov 2022
25.12%
Average
31.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Janus Henderson Forty N | 40.74% |
City National Rochdale US Cor Eq N | 32.10% |
William Blair Large Cap Growth N | 37.35% |
Janus Henderson Research N | 36.31% |
TCW Select Equities N | 43.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2557 |
Beta (5Y) | 1.002 |
Alpha (vs YCharts Benchmark) (5Y) | -1.427 |
Beta (vs YCharts Benchmark) (5Y) | 0.9065 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.31% |
Historical Sharpe Ratio (5Y) | 0.5223 |
Historical Sortino (5Y) | 0.6372 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.65% |