Neiman Large Cap Value A (NEAMX)
25.23
-0.26 (-1.02%)
USD |
Jul 05 2022
NEAMX Max Drawdown (5Y): 34.62% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 34.62% |
| May 31, 2022 | 34.62% |
| April 30, 2022 | 34.62% |
| March 31, 2022 | 34.62% |
| February 28, 2022 | 34.62% |
| January 31, 2022 | 34.62% |
| December 31, 2021 | 34.62% |
| November 30, 2021 | 34.62% |
| October 31, 2021 | 34.62% |
| September 30, 2021 | 34.62% |
| August 31, 2021 | 34.62% |
| July 31, 2021 | 34.62% |
| June 30, 2021 | 34.62% |
| May 31, 2021 | 34.62% |
| April 30, 2021 | 34.62% |
| March 31, 2021 | 34.62% |
| February 28, 2021 | 34.62% |
| January 31, 2021 | 34.62% |
| December 31, 2020 | 34.62% |
| November 30, 2020 | 34.62% |
| October 31, 2020 | 34.62% |
| September 30, 2020 | 34.62% |
| August 31, 2020 | 34.62% |
| July 31, 2020 | 34.62% |
| June 30, 2020 | 34.62% |
| Date | Value |
|---|---|
| May 31, 2020 | 34.62% |
| April 30, 2020 | 34.62% |
| March 31, 2020 | 34.62% |
| February 29, 2020 | 16.82% |
| January 31, 2020 | 16.82% |
| December 31, 2019 | 16.82% |
| November 30, 2019 | 16.82% |
| October 31, 2019 | 16.82% |
| September 30, 2019 | 16.82% |
| August 31, 2019 | 16.82% |
| July 31, 2019 | 16.82% |
| June 30, 2019 | 16.82% |
| May 31, 2019 | 16.82% |
| April 30, 2019 | 16.82% |
| March 31, 2019 | 16.82% |
| February 28, 2019 | 16.82% |
| January 31, 2019 | 16.82% |
| December 31, 2018 | 16.82% |
| November 30, 2018 | 13.21% |
| October 31, 2018 | 13.21% |
| September 30, 2018 | 13.21% |
| August 31, 2018 | 13.21% |
| July 31, 2018 | 13.21% |
| June 30, 2018 | 13.21% |
| May 31, 2018 | 13.21% |
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
13.21%
Minimum
Jul 2017
34.62%
Maximum
Mar 2020
24.10%
Average
16.82%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Rydex Dow Jones Industrial Average® A | 37.34% |
| Transamerica Large Cap Value A | 42.76% |
| Praxis Value Index A | 36.03% |
| Fidelity Advisor® Large Cap A | 37.55% |
| Fidelity Advisor® Dividend Growth A | 41.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.145 |
| Beta (5Y) | 0.8625 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.54% |
| Historical Sharpe Ratio (5Y) | 0.3683 |
| Historical Sortino (5Y) | 0.3188 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.62% |