Salient MLP & Energy Infrastructure R6 (SMRPX)
6.01
+0.03 (+0.50%)
USD |
Feb 23
SMRPX Max Drawdown (5Y): 69.12% for Jan. 31, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2021 | 69.12% |
December 31, 2020 | 69.12% |
November 30, 2020 | 69.12% |
October 31, 2020 | 69.12% |
September 30, 2020 | 69.12% |
August 31, 2020 | 69.12% |
July 31, 2020 | 69.12% |
June 30, 2020 | 69.12% |
May 31, 2020 | 69.12% |
April 30, 2020 | 69.12% |
March 31, 2020 | 69.12% |
February 29, 2020 | 66.84% |
January 31, 2020 | 66.84% |
December 31, 2019 | 66.84% |
November 30, 2019 | 66.84% |
October 31, 2019 | 66.84% |
September 30, 2019 | 66.84% |
August 31, 2019 | 66.84% |
July 31, 2019 | 66.84% |
June 30, 2019 | 66.84% |
May 31, 2019 | 66.84% |
April 30, 2019 | 66.84% |
March 31, 2019 | 66.84% |
February 28, 2019 | 66.84% |
January 31, 2019 | 66.84% |
Date | Value |
---|---|
December 31, 2018 | 66.84% |
November 30, 2018 | 66.84% |
October 31, 2018 | 66.84% |
September 30, 2018 | 66.84% |
August 31, 2018 | 66.84% |
July 31, 2018 | 66.84% |
June 30, 2018 | 66.84% |
May 31, 2018 | 66.84% |
April 30, 2018 | 66.84% |
March 31, 2018 | 66.84% |
February 28, 2018 | 66.84% |
January 31, 2018 | 66.84% |
December 31, 2017 | 66.84% |
November 30, 2017 | 66.84% |
October 31, 2017 | 66.84% |
September 30, 2017 | 66.84% |
August 31, 2017 | 66.84% |
July 31, 2017 | 66.84% |
June 30, 2017 | 66.84% |
May 31, 2017 | 66.84% |
April 30, 2017 | 66.84% |
March 31, 2017 | 66.84% |
February 28, 2017 | 66.84% |
January 31, 2017 | 66.84% |
December 31, 2016 | 66.84% |
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
66.84%
Minimum
Feb 2016
69.12%
Maximum
Mar 2020
67.26%
Average
66.84%
Median
Feb 2016
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.80 |
Beta (5Y) | 1.476 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.41% |
Historical Sharpe Ratio (5Y) | 0.2513 |
Historical Sortino (5Y) | 0.2913 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.00% |