Olstein Strategic Opportunities C (OFSCX)
20.04
-0.24 (-1.18%)
USD |
Jan 21 2022
OFSCX Max Drawdown (5Y): 47.30% for Dec. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2021 | 47.30% |
| November 30, 2021 | 47.30% |
| October 31, 2021 | 47.30% |
| September 30, 2021 | 47.30% |
| August 31, 2021 | 47.30% |
| July 31, 2021 | 47.30% |
| June 30, 2021 | 47.30% |
| May 31, 2021 | 47.30% |
| April 30, 2021 | 47.30% |
| March 31, 2021 | 47.30% |
| February 28, 2021 | 47.30% |
| January 31, 2021 | 47.30% |
| December 31, 2020 | 47.30% |
| November 30, 2020 | 47.30% |
| October 31, 2020 | 47.30% |
| September 30, 2020 | 47.30% |
| August 31, 2020 | 47.30% |
| July 31, 2020 | 47.30% |
| June 30, 2020 | 47.30% |
| May 31, 2020 | 47.30% |
| April 30, 2020 | 47.30% |
| March 31, 2020 | 47.30% |
| February 29, 2020 | 31.93% |
| January 31, 2020 | 31.93% |
| December 31, 2019 | 31.93% |
| Date | Value |
|---|---|
| November 30, 2019 | 31.93% |
| October 31, 2019 | 31.93% |
| September 30, 2019 | 31.93% |
| August 31, 2019 | 31.93% |
| July 31, 2019 | 31.93% |
| June 30, 2019 | 31.93% |
| May 31, 2019 | 31.93% |
| April 30, 2019 | 31.93% |
| March 31, 2019 | 31.93% |
| February 28, 2019 | 31.93% |
| January 31, 2019 | 31.93% |
| December 31, 2018 | 31.93% |
| November 30, 2018 | 31.93% |
| October 31, 2018 | 31.93% |
| September 30, 2018 | 31.93% |
| August 31, 2018 | 31.93% |
| July 31, 2018 | 31.93% |
| June 30, 2018 | 31.93% |
| May 31, 2018 | 31.93% |
| April 30, 2018 | 31.93% |
| March 31, 2018 | 31.93% |
| February 28, 2018 | 31.93% |
| January 31, 2018 | 31.93% |
| December 31, 2017 | 31.93% |
| November 30, 2017 | 31.93% |
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
31.93%
Minimum
Jan 2017
47.30%
Maximum
Mar 2020
37.57%
Average
31.93%
Median
Jan 2017
Max Drawdown (5Y) Benchmarks
| MFS New Discovery Value C | 44.09% |
| Undiscovered Managers Behavioral Val C | 52.80% |
| Royce Special Equity Consult | 33.41% |
| Royce Opportunity Consult | 51.37% |
| Franklin Small Cap Value C | 44.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.43 |
| Beta (5Y) | 1.324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.08% |
| Historical Sharpe Ratio (5Y) | 0.4524 |
| Historical Sortino (5Y) | 0.4913 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.12% |