MainStay WMC Small Companies Inv (MOINX)
20.51
+0.31 (+1.53%)
USD |
May 25 2022
MOINX Max Drawdown (5Y): 48.45% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 48.45% |
| March 31, 2022 | 48.45% |
| February 28, 2022 | 48.45% |
| January 31, 2022 | 48.45% |
| December 31, 2021 | 48.45% |
| November 30, 2021 | 48.45% |
| October 31, 2021 | 48.45% |
| September 30, 2021 | 48.45% |
| August 31, 2021 | 48.45% |
| July 31, 2021 | 48.45% |
| June 30, 2021 | 48.45% |
| May 31, 2021 | 48.45% |
| April 30, 2021 | 48.45% |
| March 31, 2021 | 48.45% |
| February 28, 2021 | 48.45% |
| January 31, 2021 | 48.45% |
| December 31, 2020 | 48.45% |
| November 30, 2020 | 48.45% |
| October 31, 2020 | 48.45% |
| September 30, 2020 | 48.45% |
| August 31, 2020 | 48.45% |
| July 31, 2020 | 48.45% |
| June 30, 2020 | 48.45% |
| May 31, 2020 | 48.45% |
| April 30, 2020 | 48.45% |
| Date | Value |
|---|---|
| March 31, 2020 | 48.45% |
| February 29, 2020 | 24.73% |
| January 31, 2020 | 24.73% |
| December 31, 2019 | 24.73% |
| November 30, 2019 | 24.73% |
| October 31, 2019 | 24.73% |
| September 30, 2019 | 24.73% |
| August 31, 2019 | 24.73% |
| July 31, 2019 | 24.73% |
| June 30, 2019 | 24.73% |
| May 31, 2019 | 24.73% |
| April 30, 2019 | 24.73% |
| March 31, 2019 | 24.73% |
| February 28, 2019 | 24.73% |
| January 31, 2019 | 24.73% |
| December 31, 2018 | 24.73% |
| November 30, 2018 | 21.47% |
| October 31, 2018 | 21.47% |
| September 30, 2018 | 21.47% |
| August 31, 2018 | 21.47% |
| July 31, 2018 | 21.47% |
| June 30, 2018 | 21.47% |
| May 31, 2018 | 21.47% |
| April 30, 2018 | 21.47% |
| March 31, 2018 | 21.47% |
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
21.47%
Minimum
May 2017
48.45%
Maximum
Mar 2020
33.98%
Average
24.73%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Cambiar Small Cap Inv | 41.99% |
| Harbor Small Cap Value Investor | 42.19% |
| CRM Small Cap Value Inv | 47.66% |
| Goldman Sachs Small Cap Eq Insghts Inv | 45.23% |
| SA US Small Company Investor | 43.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.75 |
| Beta (5Y) | 1.165 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.05% |
| Historical Sharpe Ratio (5Y) | 0.2288 |
| Historical Sortino (5Y) | 0.2483 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.80% |