Manning & Napier Pro-Blend Extnd Term R (MNBRX)
9.92
+0.02 (+0.20%)
USD |
Aug 08 2022
MNBRX Max Drawdown (5Y): 19.25% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 19.25% |
June 30, 2022 | 19.25% |
May 31, 2022 | 19.25% |
April 30, 2022 | 19.25% |
March 31, 2022 | 19.25% |
February 28, 2022 | 19.25% |
January 31, 2022 | 19.25% |
December 31, 2021 | 19.25% |
November 30, 2021 | 19.25% |
October 31, 2021 | 19.25% |
September 30, 2021 | 19.25% |
August 31, 2021 | 19.25% |
July 31, 2021 | 19.25% |
June 30, 2021 | 19.25% |
May 31, 2021 | 19.25% |
April 30, 2021 | 19.25% |
March 31, 2021 | 19.25% |
February 28, 2021 | 19.25% |
January 31, 2021 | 19.25% |
December 31, 2020 | 19.25% |
November 30, 2020 | 19.25% |
October 31, 2020 | 19.25% |
September 30, 2020 | 19.25% |
August 31, 2020 | 19.25% |
July 31, 2020 | 19.25% |
Date | Value |
---|---|
June 30, 2020 | 19.25% |
May 31, 2020 | 19.25% |
April 30, 2020 | 19.25% |
March 31, 2020 | 19.25% |
February 29, 2020 | 14.37% |
January 31, 2020 | 14.37% |
December 31, 2019 | 14.37% |
November 30, 2019 | 14.37% |
October 31, 2019 | 14.37% |
September 30, 2019 | 14.37% |
August 31, 2019 | 14.37% |
July 31, 2019 | 14.37% |
June 30, 2019 | 14.37% |
May 31, 2019 | 14.37% |
April 30, 2019 | 14.37% |
March 31, 2019 | 14.37% |
February 28, 2019 | 14.37% |
January 31, 2019 | 14.37% |
December 31, 2018 | 14.37% |
November 30, 2018 | 14.37% |
October 31, 2018 | 14.37% |
September 30, 2018 | 14.37% |
August 31, 2018 | 14.37% |
July 31, 2018 | 14.37% |
June 30, 2018 | 14.37% |
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
14.37%
Minimum
Aug 2017
19.25%
Maximum
Mar 2020
16.73%
Average
14.37%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.8029 |
Beta (5Y) | 0.5047 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.34% |
Historical Sharpe Ratio (5Y) | 0.5426 |
Historical Sortino (5Y) | 0.59 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.15% |