Sparrow Growth Fund No-Load (SGNFX)
40.12
+0.04
(+0.10%)
USD |
Apr 07 2025
SGNFX Max Drawdown (5Y): 50.04% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Touchstone Growth Opportunities Fund Y | 31.44% |
| Bridges Investment Fund | 32.57% |
| Fidelity Contrafund | 32.65% |
| Nicholas Fund | 26.44% |
| Monetta Fund | 32.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2291 |
| Beta (5Y) | 1.046 |
| Alpha (vs YCharts Benchmark) (5Y) | -0.2291 |
| Beta (vs YCharts Benchmark) (5Y) | 1.046 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.65% |
| Historical Sharpe Ratio (5Y) | 0.6975 |
| Historical Sortino (5Y) | 1.062 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.59% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:SGNFX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:SGNFX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |