Rydex Dow Jones Industrial Average® A (RYDAX)
79.18
+0.12 (+0.15%)
USD |
May 24 2022
RYDAX Max Drawdown (5Y): 37.34% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 37.34% |
| March 31, 2022 | 37.34% |
| February 28, 2022 | 37.34% |
| January 31, 2022 | 37.34% |
| December 31, 2021 | 37.34% |
| November 30, 2021 | 37.34% |
| October 31, 2021 | 37.34% |
| September 30, 2021 | 37.34% |
| August 31, 2021 | 37.34% |
| July 31, 2021 | 37.34% |
| June 30, 2021 | 37.34% |
| May 31, 2021 | 37.34% |
| April 30, 2021 | 37.34% |
| March 31, 2021 | 37.34% |
| February 28, 2021 | 37.34% |
| January 31, 2021 | 37.34% |
| December 31, 2020 | 37.34% |
| November 30, 2020 | 37.34% |
| October 31, 2020 | 37.34% |
| September 30, 2020 | 37.34% |
| August 31, 2020 | 37.34% |
| July 31, 2020 | 37.34% |
| June 30, 2020 | 37.34% |
| May 31, 2020 | 37.34% |
| April 30, 2020 | 37.34% |
| Date | Value |
|---|---|
| March 31, 2020 | 37.34% |
| February 29, 2020 | 18.75% |
| January 31, 2020 | 18.75% |
| December 31, 2019 | 18.75% |
| November 30, 2019 | 18.75% |
| October 31, 2019 | 18.75% |
| September 30, 2019 | 18.75% |
| August 31, 2019 | 18.75% |
| July 31, 2019 | 18.75% |
| June 30, 2019 | 18.75% |
| May 31, 2019 | 18.75% |
| April 30, 2019 | 18.75% |
| March 31, 2019 | 18.75% |
| February 28, 2019 | 18.75% |
| January 31, 2019 | 18.75% |
| December 31, 2018 | 18.75% |
| November 30, 2018 | 12.30% |
| October 31, 2018 | 12.30% |
| September 30, 2018 | 12.30% |
| August 31, 2018 | 12.30% |
| July 31, 2018 | 12.30% |
| June 30, 2018 | 12.30% |
| May 31, 2018 | 12.30% |
| April 30, 2018 | 12.30% |
| March 31, 2018 | 12.30% |
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
12.30%
Minimum
May 2017
37.34%
Maximum
Mar 2020
24.76%
Average
18.75%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| JNL/Mellon Dow Index I | 36.90% |
| Rydex Dow 2x Strategy A | 63.16% |
| Neiman Large Cap Value A | 34.62% |
| Westwood Quality Value Fund A | 36.35% |
| Nuveen Large Cap Value A | 41.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.125 |
| Beta (5Y) | 0.9555 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.62% |
| Historical Sharpe Ratio (5Y) | 0.5911 |
| Historical Sortino (5Y) | 0.5734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.01% |