Neuberger Berman M/C Intrinsic Val Inv (NBRVX)
25.24
-0.37 (-1.44%)
USD |
Aug 19 2022
NBRVX Max Drawdown (5Y): 52.14% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 52.14% |
| June 30, 2022 | 52.14% |
| May 31, 2022 | 52.14% |
| April 30, 2022 | 52.14% |
| March 31, 2022 | 52.14% |
| February 28, 2022 | 52.14% |
| January 31, 2022 | 52.14% |
| December 31, 2021 | 52.14% |
| November 30, 2021 | 52.14% |
| October 31, 2021 | 52.14% |
| September 30, 2021 | 52.14% |
| August 31, 2021 | 52.14% |
| July 31, 2021 | 52.14% |
| June 30, 2021 | 52.14% |
| May 31, 2021 | 52.14% |
| April 30, 2021 | 52.14% |
| March 31, 2021 | 52.14% |
| February 28, 2021 | 52.14% |
| January 31, 2021 | 52.14% |
| December 31, 2020 | 52.14% |
| November 30, 2020 | 52.14% |
| October 31, 2020 | 52.14% |
| September 30, 2020 | 52.14% |
| August 31, 2020 | 52.14% |
| July 31, 2020 | 52.14% |
| Date | Value |
|---|---|
| June 30, 2020 | 52.14% |
| May 31, 2020 | 52.14% |
| April 30, 2020 | 52.14% |
| March 31, 2020 | 52.14% |
| February 29, 2020 | 25.21% |
| January 31, 2020 | 25.21% |
| December 31, 2019 | 25.21% |
| November 30, 2019 | 25.21% |
| October 31, 2019 | 25.21% |
| September 30, 2019 | 25.21% |
| August 31, 2019 | 25.21% |
| July 31, 2019 | 25.21% |
| June 30, 2019 | 25.21% |
| May 31, 2019 | 25.21% |
| April 30, 2019 | 25.21% |
| March 31, 2019 | 25.21% |
| February 28, 2019 | 25.21% |
| January 31, 2019 | 25.21% |
| December 31, 2018 | 25.21% |
| November 30, 2018 | 25.21% |
| October 31, 2018 | 25.21% |
| September 30, 2018 | 25.21% |
| August 31, 2018 | 25.21% |
| July 31, 2018 | 25.21% |
| June 30, 2018 | 25.21% |
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
25.21%
Minimum
Aug 2017
52.14%
Maximum
Mar 2020
38.23%
Average
25.21%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Vanguard Mid-Cap Value Index Investor | 43.03% |
| Nuance Concentrated Value Investor | 31.56% |
| Nuance Mid Cap Value Investor | 30.93% |
| Pzena Mid Cap Value Investor | 54.23% |
| Ariel Focus Investor | 43.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.38 |
| Beta (5Y) | 1.242 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.78% |
| Historical Sharpe Ratio (5Y) | 0.2563 |
| Historical Sortino (5Y) | 0.2616 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.33% |