Nationwide Bailard Cogntv Val R6 (NWHGX)
15.48
+0.11 (+0.72%)
USD |
Aug 18 2022
NWHGX Max Drawdown (5Y): 47.93% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 47.93% |
| June 30, 2022 | 47.93% |
| May 31, 2022 | 47.93% |
| April 30, 2022 | 47.93% |
| March 31, 2022 | 47.93% |
| February 28, 2022 | 47.93% |
| January 31, 2022 | 47.93% |
| December 31, 2021 | 47.93% |
| November 30, 2021 | 47.93% |
| October 31, 2021 | 47.93% |
| September 30, 2021 | 47.93% |
| August 31, 2021 | 47.93% |
| July 31, 2021 | 47.93% |
| June 30, 2021 | 47.93% |
| May 31, 2021 | 47.93% |
| April 30, 2021 | 47.93% |
| March 31, 2021 | 47.93% |
| February 28, 2021 | 47.93% |
| January 31, 2021 | 47.93% |
| December 31, 2020 | 47.93% |
| November 30, 2020 | 47.93% |
| October 31, 2020 | 47.93% |
| September 30, 2020 | 47.93% |
| August 31, 2020 | 47.93% |
| July 31, 2020 | 47.93% |
| Date | Value |
|---|---|
| June 30, 2020 | 47.93% |
| May 31, 2020 | 47.93% |
| April 30, 2020 | 47.93% |
| March 31, 2020 | 47.93% |
| February 29, 2020 | 26.57% |
| January 31, 2020 | 26.57% |
| December 31, 2019 | 26.57% |
| November 30, 2019 | 26.57% |
| October 31, 2019 | 26.57% |
| September 30, 2019 | 26.57% |
| August 31, 2019 | 26.57% |
| July 31, 2019 | 26.57% |
| June 30, 2019 | 26.57% |
| May 31, 2019 | 26.57% |
| April 30, 2019 | 26.57% |
| March 31, 2019 | 26.57% |
| February 28, 2019 | 26.57% |
| January 31, 2019 | 26.57% |
| December 31, 2018 | 26.57% |
| 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 | 16.69% |
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
Aug 2017
47.93%
Maximum
Mar 2020
34.26%
Average
26.57%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.125 |
| Beta (5Y) | 1.14 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.90% |
| Historical Sharpe Ratio (5Y) | 0.3693 |
| Historical Sortino (5Y) | 0.4065 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.53% |