AQR Large Cap Multi-Style I (QCELX)
17.46
-0.06 (-0.34%)
USD |
May 20 2022
QCELX Max Drawdown (5Y): 35.13% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 35.13% |
| March 31, 2022 | 35.13% |
| February 28, 2022 | 35.13% |
| January 31, 2022 | 35.13% |
| December 31, 2021 | 35.13% |
| November 30, 2021 | 35.13% |
| October 31, 2021 | 35.13% |
| September 30, 2021 | 35.13% |
| August 31, 2021 | 35.13% |
| July 31, 2021 | 35.13% |
| June 30, 2021 | 35.13% |
| May 31, 2021 | 35.13% |
| April 30, 2021 | 35.13% |
| March 31, 2021 | 35.13% |
| February 28, 2021 | 35.13% |
| January 31, 2021 | 35.13% |
| December 31, 2020 | 35.13% |
| November 30, 2020 | 35.13% |
| October 31, 2020 | 35.13% |
| September 30, 2020 | 35.13% |
| August 31, 2020 | 35.13% |
| July 31, 2020 | 35.13% |
| June 30, 2020 | 35.13% |
| May 31, 2020 | 35.13% |
| April 30, 2020 | 35.13% |
| Date | Value |
|---|---|
| March 31, 2020 | 35.13% |
| February 29, 2020 | 22.54% |
| January 31, 2020 | 22.54% |
| December 31, 2019 | 22.54% |
| November 30, 2019 | 22.54% |
| October 31, 2019 | 22.54% |
| September 30, 2019 | 22.54% |
| August 31, 2019 | 22.54% |
| July 31, 2019 | 22.54% |
| June 30, 2019 | 22.54% |
| May 31, 2019 | 22.54% |
| April 30, 2019 | 22.54% |
| March 31, 2019 | 22.54% |
| February 28, 2019 | 22.54% |
| January 31, 2019 | 22.54% |
| December 31, 2018 | 22.54% |
| November 30, 2018 | 17.64% |
| October 31, 2018 | 17.64% |
| September 30, 2018 | 17.64% |
| August 31, 2018 | 17.64% |
| July 31, 2018 | 17.64% |
| June 30, 2018 | 17.64% |
| May 31, 2018 | 17.64% |
| April 30, 2018 | 17.64% |
| March 31, 2018 | 17.64% |
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
17.64%
Minimum
May 2017
35.13%
Maximum
Mar 2020
26.45%
Average
22.54%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.761 |
| Beta (5Y) | 1.002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.98% |
| Historical Sharpe Ratio (5Y) | 0.6368 |
| Historical Sortino (5Y) | 0.6358 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.43% |