Nationwide WCM Focused Sm Cp Instl Svc (NWGSX)
26.61
+0.22 (+0.83%)
USD |
Jul 05 2022
NWGSX Max Drawdown (5Y): 46.73% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 46.73% |
May 31, 2022 | 46.73% |
April 30, 2022 | 46.73% |
March 31, 2022 | 46.73% |
February 28, 2022 | 46.73% |
January 31, 2022 | 46.73% |
December 31, 2021 | 46.73% |
November 30, 2021 | 46.73% |
October 31, 2021 | 46.73% |
September 30, 2021 | 46.73% |
August 31, 2021 | 46.73% |
July 31, 2021 | 46.73% |
June 30, 2021 | 46.73% |
May 31, 2021 | 46.73% |
April 30, 2021 | 46.73% |
March 31, 2021 | 46.73% |
February 28, 2021 | 46.73% |
January 31, 2021 | 46.73% |
December 31, 2020 | 46.73% |
November 30, 2020 | 46.73% |
October 31, 2020 | 46.73% |
September 30, 2020 | 46.73% |
August 31, 2020 | 46.73% |
July 31, 2020 | 46.73% |
June 30, 2020 | 46.73% |
Date | Value |
---|---|
May 31, 2020 | 46.73% |
April 30, 2020 | 46.73% |
March 31, 2020 | 46.73% |
February 29, 2020 | 23.68% |
January 31, 2020 | 23.68% |
December 31, 2019 | 23.68% |
November 30, 2019 | 23.68% |
October 31, 2019 | 23.68% |
September 30, 2019 | 23.68% |
August 31, 2019 | 23.68% |
July 31, 2019 | 23.68% |
June 30, 2019 | 23.68% |
May 31, 2019 | 23.68% |
April 30, 2019 | 23.68% |
March 31, 2019 | 23.68% |
February 28, 2019 | 23.68% |
January 31, 2019 | 23.68% |
December 31, 2018 | 23.68% |
November 30, 2018 | 23.68% |
October 31, 2018 | 23.68% |
September 30, 2018 | 23.68% |
August 31, 2018 | 23.68% |
July 31, 2018 | 23.68% |
June 30, 2018 | 23.68% |
May 31, 2018 | 23.68% |
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
23.68%
Minimum
Jul 2017
46.73%
Maximum
Mar 2020
34.44%
Average
23.68%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.515 |
Beta (5Y) | 1.083 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.23% |
Historical Sharpe Ratio (5Y) | 0.2952 |
Historical Sortino (5Y) | 0.2962 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.14% |