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% |