The North Country Large Cap Equity Fund (NCEGX)
19.65
+0.07 (+0.36%)
USD |
May 20 2022
NCEGX Max Drawdown (5Y): 29.26% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 29.26% |
| March 31, 2022 | 29.26% |
| February 28, 2022 | 29.26% |
| January 31, 2022 | 29.26% |
| December 31, 2021 | 29.26% |
| November 30, 2021 | 29.26% |
| October 31, 2021 | 29.26% |
| September 30, 2021 | 29.26% |
| August 31, 2021 | 29.26% |
| July 31, 2021 | 29.26% |
| June 30, 2021 | 29.26% |
| May 31, 2021 | 29.26% |
| April 30, 2021 | 29.26% |
| March 31, 2021 | 29.26% |
| February 28, 2021 | 29.26% |
| January 31, 2021 | 29.26% |
| December 31, 2020 | 29.26% |
| November 30, 2020 | 29.26% |
| October 31, 2020 | 29.26% |
| September 30, 2020 | 29.26% |
| August 31, 2020 | 29.26% |
| July 31, 2020 | 29.26% |
| June 30, 2020 | 29.26% |
| May 31, 2020 | 29.26% |
| April 30, 2020 | 29.26% |
| Date | Value |
|---|---|
| March 31, 2020 | 29.26% |
| February 29, 2020 | 22.67% |
| January 31, 2020 | 22.67% |
| December 31, 2019 | 22.67% |
| November 30, 2019 | 22.67% |
| October 31, 2019 | 22.67% |
| September 30, 2019 | 22.67% |
| August 31, 2019 | 22.67% |
| July 31, 2019 | 22.67% |
| June 30, 2019 | 22.67% |
| May 31, 2019 | 22.67% |
| April 30, 2019 | 22.67% |
| March 31, 2019 | 22.67% |
| February 28, 2019 | 22.67% |
| January 31, 2019 | 22.67% |
| December 31, 2018 | 22.67% |
| November 30, 2018 | 16.10% |
| October 31, 2018 | 16.10% |
| September 30, 2018 | 16.10% |
| August 31, 2018 | 16.10% |
| July 31, 2018 | 16.10% |
| June 30, 2018 | 16.10% |
| May 31, 2018 | 16.10% |
| April 30, 2018 | 16.10% |
| March 31, 2018 | 16.10% |
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
16.10%
Minimum
May 2017
29.26%
Maximum
Mar 2020
23.44%
Average
22.67%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| WesMark Large Company Fund | 34.60% |
| Evercore Equity | 33.00% |
| T. Rowe Price Tax-Efficient Equity | 33.97% |
| Commerce Growth | 31.59% |
| Provident Trust Strategy | 27.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1342 |
| Beta (5Y) | 0.9772 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.91% |
| Historical Sharpe Ratio (5Y) | 0.8108 |
| Historical Sortino (5Y) | 0.8959 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.91% |