Transamerica Large Core ESG R (TLARX)
10.66
-0.05
(-0.47%)
USD |
May 05 2025
TLARX Max Drawdown (5Y): 23.41% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
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
MFS Research Fund R2 | 23.51% |
MFS Core Equity Fund R2 | 23.21% |
MFS Massachusetts Investors Trust R2 | 23.44% |
Principal Capital Appreciation Fund R-5 | 23.31% |
Hartford Core Equity Fund R3 | 25.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6407 |
Beta (5Y) | 0.9840 |
Alpha (vs YCharts Benchmark) (5Y) | -0.6407 |
Beta (vs YCharts Benchmark) (5Y) | 0.984 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.65% |
Historical Sharpe Ratio (5Y) | 0.8251 |
Historical Sortino (5Y) | 1.237 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.85% |
Max Drawdown (5Y) Excel Add-In Codes
Metric Code: max_drawdown_5y |
Latest Data Point: =YCP("M:TLARX", "max_drawdown_5y") |
Last 5 Data Points: =YCS("M:TLARX", "max_drawdown_5y", -4) |
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |