NYLI Winslow Large Cap Growth Fund C (MLACX)
4.15
+0.08
(+1.97%)
USD |
May 02 2025
MLACX Max Drawdown (5Y): 40.00% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Loomis Sayles Growth Fund C | 35.33% |
Alger Focus Equity Fund C | 40.83% |
Federated Hermes Kaufmann Large Cap Fund C | 37.41% |
Transamerica US Growth C | 35.68% |
JPMorgan US GARP Equity Fund C | 31.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.639 |
Beta (5Y) | 1.174 |
Alpha (vs YCharts Benchmark) (5Y) | -3.459 |
Beta (vs YCharts Benchmark) (5Y) | 1.031 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.28% |
Historical Sharpe Ratio (5Y) | 0.5691 |
Historical Sortino (5Y) | 0.8493 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.11% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:MLACX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:MLACX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |