Reinhart Mid Cap PMV Institutional (RPMNX)
18.27
+0.10 (+0.55%)
USD |
Jan 27 2023
RPMNX Max Drawdown (5Y): 44.44% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
December 31, 2022 | 44.44% |
November 30, 2022 | 44.44% |
October 31, 2022 | 44.44% |
September 30, 2022 | 44.44% |
August 31, 2022 | 44.44% |
July 31, 2022 | 44.44% |
June 30, 2022 | 44.44% |
May 31, 2022 | 44.44% |
April 30, 2022 | 44.44% |
March 31, 2022 | 44.44% |
February 28, 2022 | 44.44% |
January 31, 2022 | 44.44% |
December 31, 2021 | 44.44% |
November 30, 2021 | 44.44% |
October 31, 2021 | 44.44% |
September 30, 2021 | 44.44% |
August 31, 2021 | 44.44% |
July 31, 2021 | 44.44% |
June 30, 2021 | 44.44% |
May 31, 2021 | 44.44% |
April 30, 2021 | 44.44% |
March 31, 2021 | 44.44% |
February 28, 2021 | 44.44% |
January 31, 2021 | 44.44% |
December 31, 2020 | 44.44% |
Date | Value |
---|---|
November 30, 2020 | 44.44% |
October 31, 2020 | 44.44% |
September 30, 2020 | 44.44% |
August 31, 2020 | 44.44% |
July 31, 2020 | 44.44% |
June 30, 2020 | 44.44% |
May 31, 2020 | 44.44% |
April 30, 2020 | 44.44% |
March 31, 2020 | 44.44% |
February 29, 2020 | 23.64% |
January 31, 2020 | 23.64% |
December 31, 2019 | 23.64% |
November 30, 2019 | 23.64% |
October 31, 2019 | 23.64% |
September 30, 2019 | 23.64% |
August 31, 2019 | 23.64% |
July 31, 2019 | 23.64% |
June 30, 2019 | 23.64% |
May 31, 2019 | 23.64% |
April 30, 2019 | 23.64% |
March 31, 2019 | 23.64% |
February 28, 2019 | 23.64% |
January 31, 2019 | 23.64% |
December 31, 2018 | 23.64% |
November 30, 2018 | 18.66% |
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
18.66%
Minimum
Jan 2018
44.44%
Maximum
Mar 2020
34.51%
Average
44.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.410 |
Beta (5Y) | 1.034 |
Alpha (vs YCharts Benchmark) (5Y) | -2.007 |
Beta (vs YCharts Benchmark) (5Y) | 0.9759 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.75% |
Historical Sharpe Ratio (5Y) | 0.2899 |
Historical Sortino (5Y) | 0.2925 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.72% |