Olstein Strategic Opportunities Adviser (OFSFX)
21.03
+0.30 (+1.45%)
USD |
Aug 12 2022
OFSFX Max Drawdown (5Y): 47.21% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 47.21% |
| June 30, 2022 | 47.21% |
| May 31, 2022 | 47.21% |
| April 30, 2022 | 47.21% |
| March 31, 2022 | 47.21% |
| February 28, 2022 | 47.21% |
| January 31, 2022 | 47.21% |
| December 31, 2021 | 47.21% |
| November 30, 2021 | 47.21% |
| October 31, 2021 | 47.21% |
| September 30, 2021 | 47.21% |
| August 31, 2021 | 47.21% |
| July 31, 2021 | 47.21% |
| June 30, 2021 | 47.21% |
| May 31, 2021 | 47.21% |
| April 30, 2021 | 47.21% |
| March 31, 2021 | 47.21% |
| February 28, 2021 | 47.21% |
| January 31, 2021 | 47.21% |
| December 31, 2020 | 47.21% |
| November 30, 2020 | 47.21% |
| October 31, 2020 | 47.21% |
| September 30, 2020 | 47.21% |
| August 31, 2020 | 47.21% |
| July 31, 2020 | 47.21% |
| Date | Value |
|---|---|
| June 30, 2020 | 47.21% |
| May 31, 2020 | 47.21% |
| April 30, 2020 | 47.21% |
| March 31, 2020 | 47.21% |
| February 29, 2020 | 31.37% |
| January 31, 2020 | 31.37% |
| December 31, 2019 | 31.37% |
| November 30, 2019 | 31.37% |
| October 31, 2019 | 31.37% |
| September 30, 2019 | 31.37% |
| August 31, 2019 | 31.37% |
| July 31, 2019 | 31.37% |
| June 30, 2019 | 31.37% |
| May 31, 2019 | 31.37% |
| April 30, 2019 | 31.37% |
| March 31, 2019 | 31.37% |
| February 28, 2019 | 31.37% |
| January 31, 2019 | 31.37% |
| December 31, 2018 | 31.37% |
| November 30, 2018 | 31.37% |
| October 31, 2018 | 31.37% |
| September 30, 2018 | 31.37% |
| August 31, 2018 | 31.37% |
| July 31, 2018 | 31.37% |
| June 30, 2018 | 31.37% |
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
31.37%
Minimum
Aug 2017
47.21%
Maximum
Mar 2020
39.03%
Average
31.37%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Columbia Small Cap Value II Adv | 48.38% |
| Hodges Small Intrinsic Value Retail | 58.56% |
| Columbia Small Cap Value I Adv | 48.20% |
| James Micro Cap | 47.07% |
| Pacific Funds Small-Cap Value I-2 | 48.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.858 |
| Beta (5Y) | 1.255 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.00% |
| Historical Sharpe Ratio (5Y) | 0.3124 |
| Historical Sortino (5Y) | 0.3611 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |