Natixis AEW Global Focused Real Estate N (NRFNX)

11.46 -0.30 (-2.55%) USD  |  May 18 2022

NRFNX Max Drawdown (5Y): 40.34% for April 30, 2022

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 40.34%
March 31, 2022 40.34%
February 28, 2022 40.34%
January 31, 2022 40.34%
December 31, 2021 40.34%
November 30, 2021 40.34%
October 31, 2021 40.34%
September 30, 2021 40.34%
August 31, 2021 40.34%
July 31, 2021 40.34%
June 30, 2021 40.34%
May 31, 2021 40.34%
April 30, 2021 40.34%
March 31, 2021 40.34%
February 28, 2021 40.34%
January 31, 2021 40.34%
December 31, 2020 40.34%
November 30, 2020 40.34%
October 31, 2020 40.34%
September 30, 2020 40.34%
August 31, 2020 40.34%
July 31, 2020 40.34%
June 30, 2020 40.34%
May 31, 2020 40.34%
April 30, 2020 40.34%
Date Value
March 31, 2020 40.34%
February 29, 2020 16.20%
January 31, 2020 16.20%
December 31, 2019 16.20%
November 30, 2019 16.20%
October 31, 2019 16.20%
September 30, 2019 16.20%
August 31, 2019 16.20%
July 31, 2019 16.20%
June 30, 2019 16.20%
May 31, 2019 16.20%
April 30, 2019 16.20%
March 31, 2019 16.20%
February 28, 2019 16.20%
January 31, 2019 16.20%
December 31, 2018 16.20%
November 30, 2018 16.20%
October 31, 2018 16.20%
September 30, 2018 16.28%
August 31, 2018 16.28%
July 31, 2018 16.28%
June 30, 2018 17.12%
May 31, 2018 17.80%
April 30, 2018 17.80%
March 31, 2018 17.80%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

16.20%
Minimum
Oct 2018
40.34%
Maximum
Mar 2020
27.03%
Average
17.80%
Median
May 2017

Max Drawdown (5Y) Benchmarks

Janus Henderson Global Real Estate N 39.36%
BNY Mellon Global Real Estate Scs - C 41.91%
AB Global Real Estate Investment K 42.38%
iShares Developed Real Estate Idx Inv A 43.02%
Goldman Sachs Global Rl Estt Secs Instl 42.04%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.808
Beta (5Y) 0.8005
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.30%
Historical Sharpe Ratio (5Y) 0.3798
Historical Sortino (5Y) 0.349
Monthly Value at Risk (VaR) 5% (5Y Lookback) 6.34%