Guggenheim Alpha Opportunity C (SAOCX)
15.86
+0.01 (+0.06%)
USD |
Jun 30 2022
SAOCX Max Drawdown (5Y): 29.98% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 29.98% |
| April 30, 2022 | 29.98% |
| March 31, 2022 | 29.98% |
| February 28, 2022 | 29.98% |
| January 31, 2022 | 29.98% |
| December 31, 2021 | 29.98% |
| November 30, 2021 | 29.98% |
| October 31, 2021 | 29.98% |
| September 30, 2021 | 29.98% |
| August 31, 2021 | 29.98% |
| July 31, 2021 | 29.98% |
| June 30, 2021 | 29.98% |
| May 31, 2021 | 29.98% |
| April 30, 2021 | 29.98% |
| March 31, 2021 | 29.98% |
| February 28, 2021 | 29.98% |
| January 31, 2021 | 29.98% |
| December 31, 2020 | 29.98% |
| November 30, 2020 | 29.98% |
| October 31, 2020 | 29.98% |
| September 30, 2020 | 29.98% |
| August 31, 2020 | 29.98% |
| July 31, 2020 | 29.98% |
| June 30, 2020 | 29.98% |
| May 31, 2020 | 29.98% |
| Date | Value |
|---|---|
| April 30, 2020 | 29.98% |
| March 31, 2020 | 29.98% |
| February 29, 2020 | 25.68% |
| January 31, 2020 | 23.44% |
| December 31, 2019 | 23.44% |
| November 30, 2019 | 23.44% |
| October 31, 2019 | 23.44% |
| September 30, 2019 | 23.44% |
| August 31, 2019 | 23.44% |
| July 31, 2019 | 21.85% |
| June 30, 2019 | 21.85% |
| May 31, 2019 | 21.85% |
| April 30, 2019 | 16.80% |
| March 31, 2019 | 16.64% |
| February 28, 2019 | 16.64% |
| January 31, 2019 | 16.64% |
| December 31, 2018 | 16.64% |
| November 30, 2018 | 14.67% |
| October 31, 2018 | 14.67% |
| September 30, 2018 | 13.56% |
| August 31, 2018 | 13.56% |
| July 31, 2018 | 13.56% |
| June 30, 2018 | 13.45% |
| May 31, 2018 | 13.45% |
| April 30, 2018 | 10.10% |
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
8.67%
Minimum
Sep 2017
29.98%
Maximum
Mar 2020
22.25%
Average
23.44%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| Guggenheim Long Short Equity C | 33.79% |
| Easterly Snow Long/Short Opportunity C | 34.55% |
| LoCorr Dynamic Equity C | 33.95% |
| JPMorgan Opportunistic Equity L/S C | 18.62% |
| JHancock Seaport Long/Short C | 16.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.713 |
| Beta (5Y) | 0.3489 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.46% |
| Historical Sharpe Ratio (5Y) | -0.097 |
| Historical Sortino (5Y) | -0.1672 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.31% |