Optimum Large Cap Value A (OALVX)
18.50
+0.20 (+1.09%)
USD |
Jul 01 2022
OALVX Max Drawdown (5Y): 37.05% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 37.05% |
| May 31, 2022 | 37.05% |
| April 30, 2022 | 37.05% |
| March 31, 2022 | 37.05% |
| February 28, 2022 | 37.05% |
| January 31, 2022 | 37.05% |
| December 31, 2021 | 37.05% |
| November 30, 2021 | 37.05% |
| October 31, 2021 | 37.05% |
| September 30, 2021 | 37.05% |
| August 31, 2021 | 37.05% |
| July 31, 2021 | 37.05% |
| June 30, 2021 | 37.05% |
| May 31, 2021 | 37.05% |
| April 30, 2021 | 37.05% |
| March 31, 2021 | 37.05% |
| February 28, 2021 | 37.05% |
| January 31, 2021 | 37.05% |
| December 31, 2020 | 37.05% |
| November 30, 2020 | 37.05% |
| October 31, 2020 | 37.05% |
| September 30, 2020 | 37.05% |
| August 31, 2020 | 37.05% |
| July 31, 2020 | 37.05% |
| June 30, 2020 | 37.05% |
| Date | Value |
|---|---|
| May 31, 2020 | 37.05% |
| April 30, 2020 | 37.05% |
| March 31, 2020 | 37.05% |
| February 29, 2020 | 19.89% |
| January 31, 2020 | 19.89% |
| December 31, 2019 | 19.89% |
| November 30, 2019 | 19.89% |
| October 31, 2019 | 19.89% |
| September 30, 2019 | 19.89% |
| August 31, 2019 | 19.89% |
| July 31, 2019 | 19.89% |
| June 30, 2019 | 19.89% |
| May 31, 2019 | 19.89% |
| April 30, 2019 | 19.89% |
| March 31, 2019 | 19.89% |
| February 28, 2019 | 19.89% |
| January 31, 2019 | 19.89% |
| December 31, 2018 | 19.89% |
| November 30, 2018 | 18.62% |
| October 31, 2018 | 18.62% |
| September 30, 2018 | 18.62% |
| August 31, 2018 | 18.62% |
| July 31, 2018 | 18.62% |
| June 30, 2018 | 18.62% |
| May 31, 2018 | 18.62% |
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
18.62%
Minimum
Jul 2017
37.05%
Maximum
Mar 2020
27.54%
Average
19.89%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.276 |
| Beta (5Y) | 0.9274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.49% |
| Historical Sharpe Ratio (5Y) | 0.4424 |
| Historical Sortino (5Y) | 0.4349 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.83% |