Nationwide BNY Mellon Dyn US Core R6 (MUIGX)

17.28 -0.11 (-0.63%) USD  |  Dec 12 2024
More

MUIGX Max Drawdown (5Y): 32.68% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MUIGX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Hartford Core Equity R4 33.47%
Columbia Contrarian Core R 32.47%
MFS Blended Research Core Equity R6 34.57%
JPMorgan US Equity R2 33.45%
T. Rowe Price U.S. Equity Research R 34.45%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.581
Beta (5Y) 1.012
Alpha (vs YCharts Benchmark) (5Y) -1.582
Beta (vs YCharts Benchmark) (5Y) 1.012
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.84%
Historical Sharpe Ratio (5Y) 0.6333
Historical Sortino (5Y) 0.7106
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.64%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:MUIGX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:MUIGX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.