Optimum Large Cap Value Fund Institutional (OILVX)
21.01
0.00 (0.00%)
USD |
Dec 04 2025
OILVX Max Drawdown (5Y): 18.17% for Nov. 30, 2025
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| JPMorgan US Value Fund I | 15.62% |
| MFS Value Fund I | 17.58% |
| Vanguard Russell 1000 Value Index Fund Inst | 19.05% |
| Transamerica Large Cap Value I2 | 18.70% |
| Vanguard Value Index Fund Institutional | 17.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.283 |
| Beta (5Y) | 0.8170 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.2558 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9443 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.86% |
| Historical Sharpe Ratio (5Y) | 0.6702 |
| Historical Sortino (5Y) | 1.081 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.69% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:OILVX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:OILVX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |