Natixis AEW Global Focused Real Estate A (NRFAX)
13.02
+0.17 (+1.32%)
USD |
May 17 2022
NRFAX Max Drawdown (5Y): 40.37% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 40.37% |
| March 31, 2022 | 40.37% |
| February 28, 2022 | 40.37% |
| January 31, 2022 | 40.37% |
| December 31, 2021 | 40.37% |
| November 30, 2021 | 40.37% |
| October 31, 2021 | 40.37% |
| September 30, 2021 | 40.37% |
| August 31, 2021 | 40.37% |
| July 31, 2021 | 40.37% |
| June 30, 2021 | 40.37% |
| May 31, 2021 | 40.37% |
| April 30, 2021 | 40.37% |
| March 31, 2021 | 40.37% |
| February 28, 2021 | 40.37% |
| January 31, 2021 | 40.37% |
| December 31, 2020 | 40.37% |
| November 30, 2020 | 40.37% |
| October 31, 2020 | 40.37% |
| September 30, 2020 | 40.37% |
| August 31, 2020 | 40.37% |
| July 31, 2020 | 40.37% |
| June 30, 2020 | 40.37% |
| May 31, 2020 | 40.37% |
| April 30, 2020 | 40.37% |
| Date | Value |
|---|---|
| March 31, 2020 | 40.37% |
| February 29, 2020 | 16.69% |
| January 31, 2020 | 16.69% |
| December 31, 2019 | 16.69% |
| November 30, 2019 | 16.69% |
| October 31, 2019 | 16.69% |
| September 30, 2019 | 16.69% |
| August 31, 2019 | 16.69% |
| July 31, 2019 | 16.69% |
| June 30, 2019 | 16.69% |
| May 31, 2019 | 16.69% |
| April 30, 2019 | 16.69% |
| March 31, 2019 | 16.69% |
| February 28, 2019 | 16.69% |
| January 31, 2019 | 16.69% |
| December 31, 2018 | 16.69% |
| November 30, 2018 | 16.69% |
| October 31, 2018 | 16.69% |
| September 30, 2018 | 16.69% |
| August 31, 2018 | 16.69% |
| July 31, 2018 | 16.69% |
| June 30, 2018 | 17.14% |
| May 31, 2018 | 17.84% |
| April 30, 2018 | 17.84% |
| March 31, 2018 | 17.84% |
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
16.69%
Minimum
Jul 2018
40.37%
Maximum
Mar 2020
27.20%
Average
17.84%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.104 |
| Beta (5Y) | 0.7989 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.29% |
| Historical Sharpe Ratio (5Y) | 0.3628 |
| Historical Sortino (5Y) | 0.3345 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.35% |