Reinhart Mid Cap PMV Institutional (RPMNX)
18.02
+0.23 (+1.29%)
USD |
Sep 23 2021
RPMNX Max Drawdown (5Y): 44.44% for Aug. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| October 31, 2018 | 18.66% |
| September 30, 2018 | 18.66% |
| August 31, 2018 | 18.66% |
| July 31, 2018 | 18.66% |
| June 30, 2018 | 18.66% |
| May 31, 2018 | 18.66% |
| April 30, 2018 | 18.66% |
| March 31, 2018 | 18.66% |
| February 28, 2018 | 18.66% |
| January 31, 2018 | 18.66% |
| December 31, 2017 | 18.66% |
| November 30, 2017 | 18.66% |
| October 31, 2017 | 18.66% |
| September 30, 2017 | 18.66% |
| August 31, 2017 | 18.66% |
| July 31, 2017 | 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
Sep 2016
44.44%
Maximum
Mar 2020
27.64%
Average
23.64%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.90 |
| Beta (5Y) | 1.191 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.66% |
| Historical Sharpe Ratio (5Y) | 0.4412 |
| Historical Sortino (5Y) | 0.4036 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.86% |