Natixis US Equity Opportunities A (NEFSX)

47.95 +0.52 (+1.10%) USD  |  Dec 11 2024
More

NEFSX Max Drawdown (5Y): 32.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for NEFSX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Calvert US Large Cap Core Rspnb Idx A 32.85%
PGIM Quant Solutions Large-Cap Cor Eq A 36.20%
Allspring Disciplined US Core A 33.03%
Putnam Focused Equity A 36.25%
Fidelity Advisor Large Cap A 37.55%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.0950
Beta (5Y) 1.074
Alpha (vs YCharts Benchmark) (5Y) -0.095
Beta (vs YCharts Benchmark) (5Y) 1.074
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.63%
Historical Sharpe Ratio (5Y) 0.6911
Historical Sortino (5Y) 0.8017
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.19%

Max Drawdown (5Y) Excel Add-In Codes

View Max Drawdown (5Y) Excel Add-In Codes
Start Trial
Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:NEFSX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:NEFSX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.