NYLI WMC Enduring Capital Investor Class (MCSSX)

40.22 -0.34 (-0.84%) USD  |  Dec 12 2024
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MCSSX Max Drawdown (5Y): 34.05% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Median

Max Drawdown (5Y) Benchmarks

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Goldman Sachs Large Cap Core Inv 34.10%
Goldman Sachs US Equity Insights Inv 34.47%
Vanguard Large Cap Index Investor 33.97%
Goldman Sachs Enh Core Eq Fund-InvShares 33.48%
Midas Magic 43.11%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.130
Beta (5Y) 0.9990
Alpha (vs YCharts Benchmark) (5Y) -1.13
Beta (vs YCharts Benchmark) (5Y) 0.999
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.26%
Historical Sharpe Ratio (5Y) 0.634
Historical Sortino (5Y) 0.7251
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.64%

Max Drawdown (5Y) Excel Add-In Codes

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