Monteagle Select Value I (MVEIX)
10.46
-0.08 (-0.76%)
USD |
Aug 09 2022
MVEIX Max Drawdown (5Y): 50.42% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 50.42% |
| June 30, 2022 | 50.42% |
| May 31, 2022 | 50.42% |
| April 30, 2022 | 50.42% |
| March 31, 2022 | 50.42% |
| February 28, 2022 | 50.42% |
| January 31, 2022 | 50.42% |
| December 31, 2021 | 50.42% |
| November 30, 2021 | 50.42% |
| October 31, 2021 | 50.42% |
| September 30, 2021 | 50.42% |
| August 31, 2021 | 50.42% |
| July 31, 2021 | 50.42% |
| June 30, 2021 | 50.42% |
| May 31, 2021 | 50.42% |
| April 30, 2021 | 50.42% |
| March 31, 2021 | 50.42% |
| February 28, 2021 | 50.42% |
| January 31, 2021 | 50.42% |
| December 31, 2020 | 50.42% |
| November 30, 2020 | 50.42% |
| October 31, 2020 | 50.42% |
| September 30, 2020 | 50.42% |
| August 31, 2020 | 50.42% |
| July 31, 2020 | 50.42% |
| Date | Value |
|---|---|
| June 30, 2020 | 50.42% |
| May 31, 2020 | 50.42% |
| April 30, 2020 | 50.42% |
| March 31, 2020 | 50.42% |
| February 29, 2020 | 25.86% |
| January 31, 2020 | 25.86% |
| December 31, 2019 | 25.86% |
| November 30, 2019 | 25.86% |
| October 31, 2019 | 25.86% |
| September 30, 2019 | 25.86% |
| August 31, 2019 | 25.86% |
| July 31, 2019 | 25.86% |
| June 30, 2019 | 25.86% |
| May 31, 2019 | 25.86% |
| April 30, 2019 | 25.86% |
| March 31, 2019 | 25.86% |
| February 28, 2019 | 25.86% |
| January 31, 2019 | 25.86% |
| December 31, 2018 | 25.86% |
| November 30, 2018 | 25.65% |
| October 31, 2018 | 25.65% |
| September 30, 2018 | 25.65% |
| August 31, 2018 | 25.65% |
| July 31, 2018 | 25.65% |
| June 30, 2018 | 25.65% |
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
25.65%
Minimum
Aug 2017
50.42%
Maximum
Mar 2020
37.67%
Average
25.86%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Diamond Hill Mid Cap Y | 46.51% |
| AMG River Road Mid Cap Value I | 45.97% |
| Diamond Hill All Cap Select Y | 44.26% |
| Victory RS Value Y | 43.46% |
| Virtus Ceredex Mid-Cap Value Equity I | 45.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.064 |
| Beta (5Y) | 1.377 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.88% |
| Historical Sharpe Ratio (5Y) | 0.4622 |
| Historical Sortino (5Y) | 0.4968 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.28% |