Touchstone Large Cap Fund Y (TLCYX)
18.39
-0.47
(-2.49%)
USD |
Apr 10 2025
TLCYX Max Drawdown (5Y): 27.21% for March 31, 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
| Meehan Focus Fund | 29.39% |
| Evercore Equity Fund | 27.47% |
| Boston Trust Equity Fund | 25.40% |
| New Covenant Growth Fund | 27.47% |
| iShares Total US Stock Market Index Fund Inv A | 27.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.368 |
| Beta (5Y) | 0.8722 |
| Alpha (vs YCharts Benchmark) (5Y) | 0.4762 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8933 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.35% |
| Historical Sharpe Ratio (5Y) | 0.9421 |
| Historical Sortino (5Y) | 1.486 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.85% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:TLCYX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:TLCYX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |