Natixis US Equity Opportunities C (NECCX)

17.50 +0.19 (+1.10%) USD  |  Dec 11 2024
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NECCX Max Drawdown (5Y): 32.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Fidelity Advisor Stock Sel All Cp C 34.42%
Putnam Research C 33.38%
Calvert US Large Cap Core Rspnb Idx C 32.88%
Allspring Disciplined US Core C 33.12%
Russell Inv Tax-Managed US Large Cap C 33.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.9509
Beta (5Y) 1.073
Alpha (vs YCharts Benchmark) (5Y) -0.9509
Beta (vs YCharts Benchmark) (5Y) 1.073
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.62%
Historical Sharpe Ratio (5Y) 0.6488
Historical Sortino (5Y) 0.7528
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.25%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:NECCX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:NECCX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.