TCW Select Equities N (TGCNX)
18.81
+0.12 (+0.64%)
USD |
Jan 27 2023
TGCNX Max Drawdown (5Y): 43.02% for Dec. 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| December 31, 2022 | 43.02% |
| November 30, 2022 | 43.02% |
| October 31, 2022 | 43.02% |
| September 30, 2022 | 40.82% |
| August 31, 2022 | 39.06% |
| July 31, 2022 | 39.06% |
| June 30, 2022 | 39.06% |
| May 31, 2022 | 36.81% |
| April 30, 2022 | 30.72% |
| March 31, 2022 | 30.72% |
| February 28, 2022 | 30.72% |
| January 31, 2022 | 30.72% |
| December 31, 2021 | 30.72% |
| November 30, 2021 | 30.72% |
| October 31, 2021 | 30.72% |
| September 30, 2021 | 30.72% |
| August 31, 2021 | 30.72% |
| July 31, 2021 | 30.72% |
| June 30, 2021 | 30.72% |
| May 31, 2021 | 30.72% |
| April 30, 2021 | 30.72% |
| March 31, 2021 | 30.72% |
| February 28, 2021 | 30.72% |
| January 31, 2021 | 30.72% |
| December 31, 2020 | 30.72% |
| Date | Value |
|---|---|
| November 30, 2020 | 30.72% |
| October 31, 2020 | 30.72% |
| September 30, 2020 | 30.72% |
| August 31, 2020 | 30.72% |
| July 31, 2020 | 30.72% |
| June 30, 2020 | 30.72% |
| May 31, 2020 | 30.72% |
| April 30, 2020 | 30.72% |
| March 31, 2020 | 30.72% |
| February 29, 2020 | 22.17% |
| January 31, 2020 | 22.17% |
| December 31, 2019 | 22.17% |
| November 30, 2019 | 22.17% |
| October 31, 2019 | 22.17% |
| September 30, 2019 | 22.17% |
| August 31, 2019 | 22.17% |
| July 31, 2019 | 22.17% |
| June 30, 2019 | 22.17% |
| May 31, 2019 | 22.17% |
| April 30, 2019 | 22.17% |
| March 31, 2019 | 22.17% |
| February 28, 2019 | 22.17% |
| January 31, 2019 | 22.17% |
| December 31, 2018 | 22.17% |
| November 30, 2018 | 21.80% |
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
21.80%
Minimum
Jan 2018
43.02%
Maximum
Oct 2022
28.25%
Average
30.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Dunham Focused Large Cap Growth N | 47.58% |
| Janus Henderson Research N | 36.31% |
| Janus Henderson Forty N | 40.74% |
| William Blair Large Cap Growth N | 37.35% |
| City National Rochdale US Cor Eq N | 32.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.010 |
| Beta (5Y) | 1.068 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.649 |
| Beta (vs YCharts Benchmark) (5Y) | 1.004 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.43% |
| Historical Sharpe Ratio (5Y) | 0.4384 |
| Historical Sortino (5Y) | 0.5751 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.35% |