Invesco Global Fund R (OGLNX)

94.17 -0.14 (-0.15%) USD  |  Dec 13 2024
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OGLNX Max Drawdown (5Y): 42.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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American Funds New Economy Fund R2 37.58%
American Funds New Perspective Fund R5E 34.30%
Invesco Global Focus Fund R6 49.45%
MassMutual Global Fund R3 42.13%
MFS Global Growth Fund R6 31.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.614
Beta (5Y) 1.123
Alpha (vs YCharts Benchmark) (5Y) -5.132
Beta (vs YCharts Benchmark) (5Y) 1.148
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.44%
Historical Sharpe Ratio (5Y) 0.311
Historical Sortino (5Y) 0.382
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.08%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:OGLNX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:OGLNX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.