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% |