Optimum Large Cap Growth C (OCLGX)
11.19
-0.04 (-0.36%)
USD |
Mar 28 2023
OCLGX Max Drawdown (5Y): 40.57% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 40.57% |
| January 31, 2023 | 40.57% |
| December 31, 2022 | 40.57% |
| November 30, 2022 | 40.57% |
| October 31, 2022 | 40.57% |
| September 30, 2022 | 39.49% |
| August 31, 2022 | 38.98% |
| July 31, 2022 | 38.98% |
| June 30, 2022 | 38.98% |
| May 31, 2022 | 35.64% |
| April 30, 2022 | 31.61% |
| March 31, 2022 | 31.61% |
| February 28, 2022 | 31.61% |
| January 31, 2022 | 31.61% |
| December 31, 2021 | 31.61% |
| November 30, 2021 | 31.61% |
| October 31, 2021 | 31.61% |
| September 30, 2021 | 31.61% |
| August 31, 2021 | 31.61% |
| July 31, 2021 | 31.61% |
| June 30, 2021 | 31.61% |
| May 31, 2021 | 31.61% |
| April 30, 2021 | 31.61% |
| March 31, 2021 | 31.61% |
| February 28, 2021 | 31.61% |
| Date | Value |
|---|---|
| January 31, 2021 | 31.61% |
| December 31, 2020 | 31.61% |
| November 30, 2020 | 31.61% |
| October 31, 2020 | 31.61% |
| September 30, 2020 | 31.61% |
| August 31, 2020 | 31.61% |
| July 31, 2020 | 31.61% |
| June 30, 2020 | 31.61% |
| May 31, 2020 | 31.61% |
| April 30, 2020 | 31.61% |
| March 31, 2020 | 31.61% |
| February 29, 2020 | 20.67% |
| January 31, 2020 | 20.67% |
| December 31, 2019 | 20.67% |
| November 30, 2019 | 20.67% |
| October 31, 2019 | 20.67% |
| September 30, 2019 | 20.67% |
| August 31, 2019 | 20.67% |
| July 31, 2019 | 20.67% |
| June 30, 2019 | 20.67% |
| May 31, 2019 | 20.67% |
| April 30, 2019 | 20.67% |
| March 31, 2019 | 20.67% |
| February 28, 2019 | 20.67% |
| January 31, 2019 | 20.67% |
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
18.87%
Minimum
Mar 2018
40.57%
Maximum
Oct 2022
28.28%
Average
31.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Gabelli Growth C | 42.77% |
| PGIM Jennison Diversified Growth C | 38.21% |
| Eaton Vance Tx-Mgd Growth 1.1 C | 33.02% |
| American Century Disciplined Growth C | 35.45% |
| Rational Dynamic Brands C | 42.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.240 |
| Beta (5Y) | 1.091 |
| Alpha (vs YCharts Benchmark) (5Y) | -7.120 |
| Beta (vs YCharts Benchmark) (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.53% |
| Historical Sharpe Ratio (5Y) | 0.2857 |
| Historical Sortino (5Y) | 0.3636 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |