Invesco Main Street R (OMGNX)
43.57
+0.04 (+0.09%)
USD |
Jul 06 2022
OMGNX Max Drawdown (5Y): 34.41% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 34.41% |
| May 31, 2022 | 34.41% |
| April 30, 2022 | 34.41% |
| March 31, 2022 | 34.41% |
| February 28, 2022 | 34.41% |
| January 31, 2022 | 34.41% |
| December 31, 2021 | 34.41% |
| November 30, 2021 | 34.41% |
| October 31, 2021 | 34.41% |
| September 30, 2021 | 34.41% |
| August 31, 2021 | 34.41% |
| July 31, 2021 | 34.41% |
| June 30, 2021 | 34.41% |
| May 31, 2021 | 34.41% |
| April 30, 2021 | 34.41% |
| March 31, 2021 | 34.41% |
| February 28, 2021 | 34.41% |
| January 31, 2021 | 34.41% |
| December 31, 2020 | 34.41% |
| November 30, 2020 | 34.41% |
| October 31, 2020 | 34.41% |
| September 30, 2020 | 34.41% |
| August 31, 2020 | 34.41% |
| July 31, 2020 | 34.41% |
| June 30, 2020 | 34.41% |
| Date | Value |
|---|---|
| May 31, 2020 | 34.41% |
| April 30, 2020 | 34.41% |
| March 31, 2020 | 34.41% |
| February 29, 2020 | 19.75% |
| January 31, 2020 | 19.75% |
| December 31, 2019 | 19.75% |
| November 30, 2019 | 19.75% |
| October 31, 2019 | 19.75% |
| September 30, 2019 | 19.75% |
| August 31, 2019 | 19.75% |
| July 31, 2019 | 19.75% |
| June 30, 2019 | 19.75% |
| May 31, 2019 | 19.75% |
| April 30, 2019 | 19.75% |
| March 31, 2019 | 19.75% |
| February 28, 2019 | 19.75% |
| January 31, 2019 | 19.75% |
| December 31, 2018 | 19.75% |
| November 30, 2018 | 12.80% |
| October 31, 2018 | 12.80% |
| September 30, 2018 | 12.80% |
| August 31, 2018 | 12.80% |
| July 31, 2018 | 12.80% |
| June 30, 2018 | 12.80% |
| May 31, 2018 | 12.80% |
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
12.80%
Minimum
Jul 2017
34.41%
Maximum
Mar 2020
24.62%
Average
19.75%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| TIAA-CREF Growth & Income Retire | 35.60% |
| Nationwide S&P 500 Index R6 | 33.84% |
| MM S&P 500® Index R5 | 33.71% |
| Transamerica Stock Index R | 33.78% |
| American Funds Washington Mutual R5E | 34.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.256 |
| Beta (5Y) | 0.9816 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.22% |
| Historical Sharpe Ratio (5Y) | 0.4597 |
| Historical Sortino (5Y) | 0.4721 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.96% |