OnTrack Core Fund Investor (OTRFX)
47.52
+0.11
(+0.23%)
USD |
Dec 19 2025
OTRFX Max Drawdown (5Y): 9.51% 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
| Changing Parameters Fund | 3.79% |
| WesMark Tactical Opportunity Fund | 18.30% |
| GuidePath Income Fund | 19.08% |
| Morgan Stanley Inst Global Strategist Port L | 25.73% |
| SMI Dynamic Allocation Fund | 22.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.722 |
| Beta (5Y) | 0.1378 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.16% |
| Historical Sharpe Ratio (5Y) | -0.2532 |
| Historical Sortino (5Y) | -0.4625 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 1.55% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:OTRFX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:OTRFX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |