Catalyst Energy Infrastructure I (MLXIX)
18.09
+0.15 (+0.84%)
USD |
Mar 20 2023
MLXIX Max Drawdown (5Y): 76.19% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 76.19% |
January 31, 2023 | 76.19% |
December 31, 2022 | 76.19% |
November 30, 2022 | 76.19% |
October 31, 2022 | 76.19% |
September 30, 2022 | 76.19% |
August 31, 2022 | 76.19% |
July 31, 2022 | 76.19% |
June 30, 2022 | 76.19% |
May 31, 2022 | 76.19% |
April 30, 2022 | 76.19% |
March 31, 2022 | 76.19% |
February 28, 2022 | 76.19% |
January 31, 2022 | 76.19% |
December 31, 2021 | 76.19% |
November 30, 2021 | 76.19% |
October 31, 2021 | 76.19% |
September 30, 2021 | 76.19% |
August 31, 2021 | 76.19% |
July 31, 2021 | 76.19% |
June 30, 2021 | 76.19% |
May 31, 2021 | 76.19% |
April 30, 2021 | 76.19% |
March 31, 2021 | 76.19% |
February 28, 2021 | 76.19% |
Date | Value |
---|---|
January 31, 2021 | 76.19% |
December 31, 2020 | 76.19% |
November 30, 2020 | 76.19% |
October 31, 2020 | 76.19% |
September 30, 2020 | 76.19% |
August 31, 2020 | 76.19% |
July 31, 2020 | 76.19% |
June 30, 2020 | 76.19% |
May 31, 2020 | 76.19% |
April 30, 2020 | 76.19% |
March 31, 2020 | 76.19% |
February 29, 2020 | 66.44% |
January 31, 2020 | 66.44% |
December 31, 2019 | 66.44% |
November 30, 2019 | 66.44% |
October 31, 2019 | 66.44% |
September 30, 2019 | 66.44% |
August 31, 2019 | 66.44% |
July 31, 2019 | 66.44% |
June 30, 2019 | 66.44% |
May 31, 2019 | 66.44% |
April 30, 2019 | 66.44% |
March 31, 2019 | 66.44% |
February 28, 2019 | 66.44% |
January 31, 2019 | 66.44% |
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
66.44%
Minimum
Mar 2018
76.19%
Maximum
Mar 2020
72.29%
Average
76.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.756 |
Beta (5Y) | 1.412 |
Alpha (vs YCharts Benchmark) (5Y) | -5.957 |
Beta (vs YCharts Benchmark) (5Y) | 0.8152 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.61% |
Historical Sharpe Ratio (5Y) | 0.3352 |
Historical Sortino (5Y) | 0.3792 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.55% |