AQR Large Cap Defensive Style R6 (QUERX)
27.70
-0.03 (-0.11%)
USD |
Aug 09 2022
QUERX Max Drawdown (5Y): 33.57% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 33.57% |
| June 30, 2022 | 33.57% |
| May 31, 2022 | 33.57% |
| April 30, 2022 | 33.57% |
| March 31, 2022 | 33.57% |
| February 28, 2022 | 33.57% |
| January 31, 2022 | 33.57% |
| December 31, 2021 | 33.57% |
| November 30, 2021 | 33.57% |
| October 31, 2021 | 33.57% |
| September 30, 2021 | 33.57% |
| August 31, 2021 | 33.57% |
| July 31, 2021 | 33.57% |
| June 30, 2021 | 33.57% |
| May 31, 2021 | 33.57% |
| April 30, 2021 | 33.57% |
| March 31, 2021 | 33.57% |
| February 28, 2021 | 33.57% |
| January 31, 2021 | 33.57% |
| December 31, 2020 | 33.57% |
| November 30, 2020 | 33.57% |
| October 31, 2020 | 33.57% |
| September 30, 2020 | 33.57% |
| August 31, 2020 | 33.57% |
| July 31, 2020 | 33.57% |
| Date | Value |
|---|---|
| June 30, 2020 | 33.57% |
| May 31, 2020 | 33.57% |
| April 30, 2020 | 33.57% |
| March 31, 2020 | 33.57% |
| February 29, 2020 | 15.69% |
| January 31, 2020 | 15.69% |
| December 31, 2019 | 15.69% |
| November 30, 2019 | 15.69% |
| October 31, 2019 | 15.69% |
| September 30, 2019 | 15.69% |
| August 31, 2019 | 15.69% |
| July 31, 2019 | 15.69% |
| June 30, 2019 | 15.69% |
| May 31, 2019 | 15.69% |
| April 30, 2019 | 15.69% |
| March 31, 2019 | 15.69% |
| February 28, 2019 | 15.69% |
| January 31, 2019 | 15.69% |
| December 31, 2018 | 15.69% |
| November 30, 2018 | 9.48% |
| October 31, 2018 | 9.48% |
| September 30, 2018 | 9.48% |
| August 31, 2018 | 9.48% |
| July 31, 2018 | 9.48% |
| June 30, 2018 | 9.48% |
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
9.48%
Minimum
Aug 2017
33.57%
Maximum
Mar 2020
22.68%
Average
15.69%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| iShares S&P 500 Index K | 33.74% |
| American Funds Washington Mutual R4 | 34.64% |
| American Funds Fundamental Invs R3 | 33.92% |
| Federated Hermes Max-Cap Index R | 33.84% |
| TIAA-CREF S&P 500 Index Retire | 33.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0106 |
| Beta (5Y) | 0.8567 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.53% |
| Historical Sharpe Ratio (5Y) | 0.6899 |
| Historical Sortino (5Y) | 0.6987 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.73% |