Oakmark Select Fund Investor (OAKLX)

79.89 -1.11 (-1.37%) USD  |  Mar 04 2025
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OAKLX Max Drawdown (5Y): 48.41% for Feb. 28, 2025

Max Drawdown (5Y) Chart

Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Oakmark Fund Investor 41.43%
Vanguard Windsor Fund Investor 40.12%
T Rowe Price Value Fund 38.65%
Parnassus Value Equity Fund Investor 37.21%
American Beacon Man Large Cap Val Inv 42.16%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.424
Beta (5Y) 1.215
Alpha (vs YCharts Benchmark) (5Y) 1.513
Beta (vs YCharts Benchmark) (5Y) 1.250
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.41%
Historical Sharpe Ratio (5Y) 0.7195
Historical Sortino (5Y) 1.329
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.65%

Max Drawdown (5Y) Excel Add-In Codes

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