Virtus NFJ Mid-Cap Value C (PQNCX)
23.32
-0.94 (-3.87%)
USD |
May 18 2022
PQNCX Max Drawdown (5Y): 42.52% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 42.52% |
| March 31, 2022 | 42.52% |
| February 28, 2022 | 42.52% |
| January 31, 2022 | 42.52% |
| December 31, 2021 | 42.52% |
| November 30, 2021 | 42.52% |
| October 31, 2021 | 42.52% |
| September 30, 2021 | 42.52% |
| August 31, 2021 | 42.52% |
| July 31, 2021 | 42.52% |
| June 30, 2021 | 42.52% |
| May 31, 2021 | 42.52% |
| April 30, 2021 | 42.52% |
| March 31, 2021 | 42.52% |
| February 28, 2021 | 42.52% |
| January 31, 2021 | 42.52% |
| December 31, 2020 | 42.52% |
| November 30, 2020 | 42.52% |
| October 31, 2020 | 42.52% |
| September 30, 2020 | 42.52% |
| August 31, 2020 | 42.52% |
| July 31, 2020 | 42.52% |
| June 30, 2020 | 42.52% |
| May 31, 2020 | 42.52% |
| April 30, 2020 | 42.52% |
| Date | Value |
|---|---|
| March 31, 2020 | 42.52% |
| February 29, 2020 | 25.23% |
| January 31, 2020 | 25.23% |
| December 31, 2019 | 25.23% |
| November 30, 2019 | 25.23% |
| October 31, 2019 | 25.23% |
| September 30, 2019 | 25.23% |
| August 31, 2019 | 25.23% |
| July 31, 2019 | 25.23% |
| June 30, 2019 | 25.23% |
| May 31, 2019 | 25.23% |
| April 30, 2019 | 25.23% |
| March 31, 2019 | 25.23% |
| February 28, 2019 | 25.23% |
| January 31, 2019 | 25.23% |
| December 31, 2018 | 25.23% |
| November 30, 2018 | 19.37% |
| October 31, 2018 | 19.37% |
| September 30, 2018 | 19.37% |
| August 31, 2018 | 19.37% |
| July 31, 2018 | 19.37% |
| June 30, 2018 | 19.37% |
| May 31, 2018 | 19.37% |
| April 30, 2018 | 19.37% |
| March 31, 2018 | 19.37% |
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
19.37%
Minimum
May 2017
42.52%
Maximum
Mar 2020
30.87%
Average
25.23%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Transamerica Small/Mid Cap Value C | 44.18% |
| Franklin Mutual U.S. Value C | 43.75% |
| Invesco Value Opportunities C | 52.39% |
| Invesco American Value C | 46.05% |
| Victory Sycamore Established Value C | 41.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.301 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.85% |
| Historical Sharpe Ratio (5Y) | 0.3937 |
| Historical Sortino (5Y) | 0.3676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.67% |