Natixis US Equity Opportunities Y (NESYX)

63.52 +0.69 (+1.10%) USD  |  Dec 11 2024
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NESYX Max Drawdown (5Y): 32.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks

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Vanguard Mega Cap Index Institutional 32.96%
Steward Values Enhanced Lg Cap Index I 37.46%
Knights of Columbus U.S. All Cap Idx I --
Hartford Disciplined Equity HLS IB 33.90%
Allspring Disciplined US Core Inst 33.04%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.1864
Beta (5Y) 1.075
Alpha (vs YCharts Benchmark) (5Y) 0.1864
Beta (vs YCharts Benchmark) (5Y) 1.075
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.63%
Historical Sharpe Ratio (5Y) 0.7047
Historical Sortino (5Y) 0.8178
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.18%

Max Drawdown (5Y) Excel Add-In Codes

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