AMG TimesSquare Mid Cap Growth Fund N (TMDPX)
15.79
+0.29
(+1.87%)
USD |
May 02 2025
TMDPX Max Drawdown (5Y): 31.01% 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
| Nicholas II Inc N | 26.03% |
| Hartford MidCap Fund Y | 32.92% |
| Franklin Small-Mid Cap Growth Fund Advisor | 43.58% |
| Eventide Gilead Fund N | 41.30% |
| JNL/JPMorgan Midcap Growth Fund I | 36.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.381 |
| Beta (5Y) | 0.9903 |
| Alpha (vs YCharts Benchmark) (5Y) | 1.350 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8382 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.24% |
| Historical Sharpe Ratio (5Y) | 0.5468 |
| Historical Sortino (5Y) | 0.8489 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.47% |
Max Drawdown (5Y) Excel Add-In Codes
| Metric Code: max_drawdown_5y |
| Latest Data Point: =YCP("M:TMDPX", "max_drawdown_5y") |
| Last 5 Data Points: =YCS("M:TMDPX", "max_drawdown_5y", -4) |
| To find the codes for any of our securities and financial metrics, see our Complete Excel Reference. |