Virtus Technology A (RAGTX)
41.03
+0.09 (+0.22%)
USD |
Jul 06 2022
RAGTX Max Drawdown (5Y): 41.94% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 41.94% |
| May 31, 2022 | 39.46% |
| April 30, 2022 | 31.47% |
| March 31, 2022 | 31.47% |
| February 28, 2022 | 31.47% |
| January 31, 2022 | 31.47% |
| December 31, 2021 | 31.47% |
| November 30, 2021 | 31.47% |
| October 31, 2021 | 31.47% |
| September 30, 2021 | 31.47% |
| August 31, 2021 | 31.47% |
| July 31, 2021 | 31.47% |
| June 30, 2021 | 31.47% |
| May 31, 2021 | 31.47% |
| April 30, 2021 | 31.47% |
| March 31, 2021 | 31.47% |
| February 28, 2021 | 31.47% |
| January 31, 2021 | 31.47% |
| December 31, 2020 | 31.47% |
| November 30, 2020 | 31.47% |
| October 31, 2020 | 31.47% |
| September 30, 2020 | 31.47% |
| August 31, 2020 | 31.47% |
| July 31, 2020 | 31.47% |
| June 30, 2020 | 31.47% |
| Date | Value |
|---|---|
| May 31, 2020 | 31.47% |
| April 30, 2020 | 31.47% |
| March 31, 2020 | 31.47% |
| February 29, 2020 | 26.28% |
| January 31, 2020 | 26.28% |
| December 31, 2019 | 26.28% |
| November 30, 2019 | 26.28% |
| October 31, 2019 | 26.28% |
| September 30, 2019 | 26.28% |
| August 31, 2019 | 26.28% |
| July 31, 2019 | 26.28% |
| June 30, 2019 | 26.28% |
| May 31, 2019 | 26.28% |
| April 30, 2019 | 26.28% |
| March 31, 2019 | 26.28% |
| February 28, 2019 | 26.28% |
| January 31, 2019 | 26.28% |
| December 31, 2018 | 26.28% |
| November 30, 2018 | 21.39% |
| October 31, 2018 | 18.13% |
| September 30, 2018 | 17.05% |
| August 31, 2018 | 17.05% |
| July 31, 2018 | 17.05% |
| June 30, 2018 | 17.05% |
| May 31, 2018 | 17.05% |
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
17.05%
Minimum
Jul 2017
41.94%
Maximum
Jun 2022
26.49%
Average
26.28%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| BNY Mellon Technology Growth A | 48.16% |
| Allspring Specialized Technology A | 41.79% |
| Putnam Global Technology A | 37.04% |
| Janus Henderson Glb Tech and Innovt A | 43.37% |
| Invesco Technology A | 40.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.072 |
| Beta (5Y) | 1.126 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.33% |
| Historical Sharpe Ratio (5Y) | 0.6513 |
| Historical Sortino (5Y) | 0.9355 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.35% |