Old Westbury Large Cap Strategies Fund (OWLSX)

21.64 +0.07 (+0.32%) USD  |  Dec 16 2024
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OWLSX Max Drawdown (5Y): 32.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Maximum
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Median

Max Drawdown (5Y) Benchmarks

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Fidelity Worldwide Fund 33.61%
JNL/Invesco Global Growth Fund A 41.88%
Marsico Global Fund Investor 43.05%
American Funds New Perspective Fund R4 34.41%
Mundoval Fund 34.18%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.890
Beta (5Y) 0.9045
Alpha (vs YCharts Benchmark) (5Y) -2.487
Beta (vs YCharts Benchmark) (5Y) 0.9562
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 18.46%
Historical Sharpe Ratio (5Y) 0.4116
Historical Sortino (5Y) 0.4495
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.41%

Max Drawdown (5Y) Excel Add-In Codes

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