Oberweis Global Opportunities Investor (OBEGX)
24.10
-0.03 (-0.12%)
USD |
May 16 2022
OBEGX Max Drawdown (5Y): 41.57% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 41.57% |
| March 31, 2022 | 41.57% |
| February 28, 2022 | 41.57% |
| January 31, 2022 | 41.57% |
| December 31, 2021 | 41.57% |
| November 30, 2021 | 41.57% |
| October 31, 2021 | 41.57% |
| September 30, 2021 | 41.57% |
| August 31, 2021 | 41.57% |
| July 31, 2021 | 41.57% |
| June 30, 2021 | 41.57% |
| May 31, 2021 | 41.57% |
| April 30, 2021 | 41.57% |
| March 31, 2021 | 41.57% |
| February 28, 2021 | 41.57% |
| January 31, 2021 | 41.57% |
| December 31, 2020 | 41.57% |
| November 30, 2020 | 41.57% |
| October 31, 2020 | 41.57% |
| September 30, 2020 | 41.57% |
| August 31, 2020 | 41.57% |
| July 31, 2020 | 41.57% |
| June 30, 2020 | 41.57% |
| May 31, 2020 | 41.57% |
| April 30, 2020 | 41.57% |
| Date | Value |
|---|---|
| March 31, 2020 | 41.57% |
| February 29, 2020 | 34.21% |
| January 31, 2020 | 34.21% |
| December 31, 2019 | 34.21% |
| November 30, 2019 | 34.21% |
| October 31, 2019 | 34.21% |
| September 30, 2019 | 34.21% |
| August 31, 2019 | 34.21% |
| July 31, 2019 | 34.21% |
| June 30, 2019 | 34.21% |
| May 31, 2019 | 34.21% |
| April 30, 2019 | 34.21% |
| March 31, 2019 | 34.21% |
| February 28, 2019 | 34.21% |
| January 31, 2019 | 34.21% |
| December 31, 2018 | 34.21% |
| November 30, 2018 | 27.96% |
| October 31, 2018 | 27.96% |
| September 30, 2018 | 27.96% |
| August 31, 2018 | 27.96% |
| July 31, 2018 | 27.96% |
| June 30, 2018 | 27.96% |
| May 31, 2018 | 27.96% |
| April 30, 2018 | 27.96% |
| March 31, 2018 | 27.96% |
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
27.96%
Minimum
Jun 2017
41.57%
Maximum
Mar 2020
35.54%
Average
34.21%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.755 |
| Beta (5Y) | 1.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.15% |
| Historical Sharpe Ratio (5Y) | 0.3804 |
| Historical Sortino (5Y) | 0.5125 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.60% |