Virtus KAR Health Sciences A (RAGHX)
31.72
+0.54 (+1.73%)
USD |
Aug 12 2022
RAGHX Max Drawdown (5Y): 28.01% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 28.01% |
June 30, 2022 | 28.01% |
May 31, 2022 | 28.01% |
April 30, 2022 | 28.01% |
March 31, 2022 | 28.01% |
February 28, 2022 | 28.01% |
January 31, 2022 | 28.01% |
December 31, 2021 | 28.01% |
November 30, 2021 | 28.01% |
October 31, 2021 | 28.01% |
September 30, 2021 | 28.01% |
August 31, 2021 | 28.01% |
July 31, 2021 | 28.01% |
June 30, 2021 | 28.01% |
May 31, 2021 | 28.01% |
April 30, 2021 | 28.01% |
March 31, 2021 | 28.01% |
February 28, 2021 | 28.01% |
January 31, 2021 | 28.01% |
December 31, 2020 | 28.01% |
November 30, 2020 | 28.01% |
October 31, 2020 | 28.01% |
September 30, 2020 | 28.01% |
August 31, 2020 | 28.01% |
July 31, 2020 | 28.01% |
Date | Value |
---|---|
June 30, 2020 | 28.01% |
May 31, 2020 | 28.01% |
April 30, 2020 | 28.01% |
March 31, 2020 | 28.01% |
February 29, 2020 | 25.64% |
January 31, 2020 | 25.64% |
December 31, 2019 | 25.64% |
November 30, 2019 | 25.64% |
October 31, 2019 | 25.64% |
September 30, 2019 | 25.64% |
August 31, 2019 | 25.64% |
July 31, 2019 | 25.64% |
June 30, 2019 | 25.64% |
May 31, 2019 | 25.64% |
April 30, 2019 | 25.64% |
March 31, 2019 | 25.64% |
February 28, 2019 | 25.64% |
January 31, 2019 | 25.64% |
December 31, 2018 | 25.64% |
November 30, 2018 | 25.64% |
October 31, 2018 | 25.64% |
September 30, 2018 | 25.64% |
August 31, 2018 | 25.64% |
July 31, 2018 | 25.64% |
June 30, 2018 | 25.64% |
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
25.64%
Minimum
Aug 2017
28.01%
Maximum
Mar 2020
26.79%
Average
25.64%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Delaware Healthcare A | 25.62% |
BlackRock Health Sciences Opps Inv A | 28.36% |
DWS Health and Wellness A | 27.49% |
Rydex Health Care A | 29.03% |
Janus Henderson Global Life Sciences A | 27.39% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.644 |
Beta (5Y) | 0.7448 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.41% |
Historical Sharpe Ratio (5Y) | 0.6751 |
Historical Sortino (5Y) | 0.8893 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.28% |