Monetta Young Investor Growth (MYIFX)
16.11
+0.37 (+2.35%)
USD |
May 23 2022
MYIFX Max Drawdown (5Y): 32.65% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 32.65% |
| March 31, 2022 | 32.65% |
| February 28, 2022 | 32.65% |
| January 31, 2022 | 32.65% |
| December 31, 2021 | 32.65% |
| November 30, 2021 | 32.65% |
| October 31, 2021 | 32.65% |
| September 30, 2021 | 32.65% |
| August 31, 2021 | 32.65% |
| July 31, 2021 | 32.65% |
| June 30, 2021 | 32.65% |
| May 31, 2021 | 32.65% |
| April 30, 2021 | 32.65% |
| March 31, 2021 | 32.65% |
| February 28, 2021 | 32.65% |
| January 31, 2021 | 32.65% |
| December 31, 2020 | 32.65% |
| November 30, 2020 | 32.65% |
| October 31, 2020 | 32.65% |
| September 30, 2020 | 32.65% |
| August 31, 2020 | 32.65% |
| July 31, 2020 | 32.65% |
| June 30, 2020 | 32.65% |
| May 31, 2020 | 32.65% |
| April 30, 2020 | 32.65% |
| Date | Value |
|---|---|
| March 31, 2020 | 32.65% |
| February 29, 2020 | 21.06% |
| January 31, 2020 | 21.06% |
| December 31, 2019 | 21.06% |
| November 30, 2019 | 21.06% |
| October 31, 2019 | 21.06% |
| September 30, 2019 | 21.06% |
| August 31, 2019 | 21.06% |
| July 31, 2019 | 21.06% |
| June 30, 2019 | 21.06% |
| May 31, 2019 | 21.06% |
| April 30, 2019 | 21.06% |
| March 31, 2019 | 21.06% |
| February 28, 2019 | 21.06% |
| January 31, 2019 | 21.06% |
| December 31, 2018 | 21.06% |
| November 30, 2018 | 14.92% |
| October 31, 2018 | 14.92% |
| September 30, 2018 | 14.92% |
| August 31, 2018 | 14.92% |
| July 31, 2018 | 14.92% |
| June 30, 2018 | 14.92% |
| May 31, 2018 | 14.92% |
| April 30, 2018 | 14.92% |
| March 31, 2018 | 14.92% |
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
14.92%
Minimum
May 2017
32.65%
Maximum
Mar 2020
24.14%
Average
21.06%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| ProFunds Large Cap Growth Inv | 31.60% |
| Frost Growth Equity Investor | 29.23% |
| Capital Advisors Growth Investor | 28.96% |
| State Street Instl Premier Growth Eq Inv | 31.35% |
| Buffalo Large Cap | 31.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.873 |
| Beta (5Y) | 1.044 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.65% |
| Historical Sharpe Ratio (5Y) | 0.736 |
| Historical Sortino (5Y) | 0.7596 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.88% |