Manning & Napier Disciplined Value S (MDFSX)
8.46
+0.11 (+1.32%)
USD |
Aug 12 2022
MDFSX Max Drawdown (5Y): 35.21% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 35.21% |
| June 30, 2022 | 35.21% |
| May 31, 2022 | 35.21% |
| April 30, 2022 | 35.21% |
| March 31, 2022 | 35.21% |
| February 28, 2022 | 35.21% |
| January 31, 2022 | 35.21% |
| December 31, 2021 | 35.21% |
| November 30, 2021 | 35.21% |
| October 31, 2021 | 35.21% |
| September 30, 2021 | 35.21% |
| August 31, 2021 | 35.21% |
| July 31, 2021 | 35.21% |
| June 30, 2021 | 35.21% |
| May 31, 2021 | 35.21% |
| April 30, 2021 | 35.21% |
| March 31, 2021 | 35.21% |
| February 28, 2021 | 35.21% |
| January 31, 2021 | 35.21% |
| December 31, 2020 | 35.21% |
| November 30, 2020 | 35.21% |
| October 31, 2020 | 35.21% |
| September 30, 2020 | 35.21% |
| August 31, 2020 | 35.21% |
| July 31, 2020 | 35.21% |
| Date | Value |
|---|---|
| June 30, 2020 | 35.21% |
| May 31, 2020 | 35.21% |
| April 30, 2020 | 35.21% |
| March 31, 2020 | 35.21% |
| February 29, 2020 | 17.20% |
| January 31, 2020 | 17.20% |
| December 31, 2019 | 17.20% |
| November 30, 2019 | 17.20% |
| October 31, 2019 | 17.20% |
| September 30, 2019 | 17.20% |
| August 31, 2019 | 17.20% |
| July 31, 2019 | 17.20% |
| June 30, 2019 | 17.20% |
| May 31, 2019 | 17.20% |
| April 30, 2019 | 17.20% |
| March 31, 2019 | 17.20% |
| February 28, 2019 | 17.20% |
| January 31, 2019 | 17.20% |
| December 31, 2018 | 17.20% |
| November 30, 2018 | 13.24% |
| October 31, 2018 | 13.24% |
| September 30, 2018 | 13.24% |
| August 31, 2018 | 13.24% |
| July 31, 2018 | 13.24% |
| June 30, 2018 | 13.24% |
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
13.24%
Minimum
Aug 2017
35.21%
Maximum
Mar 2020
24.85%
Average
17.20%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| VY® T. Rowe Price Equity Income S2 | 39.88% |
| MassMutual Disciplined Value Svc | 38.21% |
| BlackRock Equity Dividend Svc | 35.96% |
| MassMutual Diversified Value Svc | 38.74% |
| Voya Large Cap Value Port S | 39.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.720 |
| Beta (5Y) | 0.9112 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.56% |
| Historical Sharpe Ratio (5Y) | 0.5463 |
| Historical Sortino (5Y) | 0.5704 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.96% |