Neiman Large Cap Value Fund No Load (NEIMX)
30.91
-0.14
(-0.45%)
USD |
May 05 2025
NEIMX Max Drawdown (5Y): 27.15% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
| MP 63 Fund | 20.08% |
| Matrix Advisors Value ETF | 28.55% |
| Edgar Lomax Value Fund | 25.30% |
| Copley Fund | 20.23% |
| JNL/RAFI Multi-Factor US Equity Fund A | 20.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.874 |
| Beta (5Y) | 0.7823 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.3018 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8277 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.44% |
| Historical Sharpe Ratio (5Y) | 0.663 |
| Historical Sortino (5Y) | 1.066 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.38% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:NEIMX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:NEIMX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |