Meridian Growth Investor (MRIGX)
35.70
+0.62 (+1.77%)
USD |
May 25 2022
MRIGX Max Drawdown (5Y): 40.65% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.65% |
| March 31, 2022 | 40.65% |
| February 28, 2022 | 40.65% |
| January 31, 2022 | 40.65% |
| December 31, 2021 | 40.65% |
| November 30, 2021 | 40.65% |
| October 31, 2021 | 40.65% |
| September 30, 2021 | 40.65% |
| August 31, 2021 | 40.65% |
| July 31, 2021 | 40.65% |
| June 30, 2021 | 40.65% |
| May 31, 2021 | 40.65% |
| April 30, 2021 | 40.65% |
| March 31, 2021 | 40.65% |
| February 28, 2021 | 40.65% |
| January 31, 2021 | 40.65% |
| December 31, 2020 | 40.65% |
| November 30, 2020 | 40.65% |
| October 31, 2020 | 40.65% |
| September 30, 2020 | 40.65% |
| August 31, 2020 | 40.65% |
| July 31, 2020 | 40.65% |
| June 30, 2020 | 40.65% |
| May 31, 2020 | 40.65% |
| April 30, 2020 | 40.65% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.65% |
| February 29, 2020 | 24.02% |
| January 31, 2020 | 24.02% |
| December 31, 2019 | 24.02% |
| November 30, 2019 | 24.02% |
| October 31, 2019 | 24.02% |
| September 30, 2019 | 24.02% |
| August 31, 2019 | 24.02% |
| July 31, 2019 | 24.02% |
| June 30, 2019 | 24.02% |
| May 31, 2019 | 24.02% |
| April 30, 2019 | 24.02% |
| March 31, 2019 | 24.02% |
| February 28, 2019 | 24.02% |
| January 31, 2019 | 24.02% |
| December 31, 2018 | 24.02% |
| November 30, 2018 | 22.57% |
| October 31, 2018 | 22.57% |
| September 30, 2018 | 22.57% |
| August 31, 2018 | 22.57% |
| July 31, 2018 | 22.57% |
| June 30, 2018 | 22.57% |
| May 31, 2018 | 22.57% |
| April 30, 2018 | 22.57% |
| March 31, 2018 | 22.57% |
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
22.57%
Minimum
May 2017
40.65%
Maximum
Mar 2020
30.76%
Average
24.02%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Alger Weatherbie Specialized Growth I | 40.96% |
| Columbia Acorn USA Inst3 | 39.94% |
| Meridian Small Cap Growth Investor | 40.95% |
| Janus Henderson Triton I | 39.70% |
| MFS New Discovery I | 36.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.161 |
| Beta (5Y) | 1.127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.62% |
| Historical Sharpe Ratio (5Y) | 0.5084 |
| Historical Sortino (5Y) | 0.5501 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.54% |