Crossmark Steward ValFcs SmMdCpEnhIdxA (TRDFX)
13.13
-0.10 (-0.76%)
USD |
Jul 06 2022
TRDFX Max Drawdown (5Y): 45.82% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 45.82% |
| May 31, 2022 | 45.82% |
| April 30, 2022 | 45.82% |
| March 31, 2022 | 45.82% |
| February 28, 2022 | 45.82% |
| January 31, 2022 | 45.82% |
| December 31, 2021 | 45.82% |
| November 30, 2021 | 45.82% |
| October 31, 2021 | 45.82% |
| September 30, 2021 | 45.82% |
| August 31, 2021 | 45.82% |
| July 31, 2021 | 45.82% |
| June 30, 2021 | 45.82% |
| May 31, 2021 | 45.82% |
| April 30, 2021 | 45.82% |
| March 31, 2021 | 45.82% |
| February 28, 2021 | 45.82% |
| January 31, 2021 | 45.82% |
| December 31, 2020 | 45.82% |
| November 30, 2020 | 45.82% |
| October 31, 2020 | 45.82% |
| September 30, 2020 | 45.82% |
| August 31, 2020 | 45.82% |
| July 31, 2020 | 45.82% |
| June 30, 2020 | 45.82% |
| Date | Value |
|---|---|
| May 31, 2020 | 45.82% |
| April 30, 2020 | 45.82% |
| March 31, 2020 | 45.82% |
| February 29, 2020 | 25.99% |
| January 31, 2020 | 25.99% |
| December 31, 2019 | 25.99% |
| November 30, 2019 | 25.99% |
| October 31, 2019 | 25.99% |
| September 30, 2019 | 25.99% |
| August 31, 2019 | 25.99% |
| July 31, 2019 | 25.99% |
| June 30, 2019 | 25.99% |
| May 31, 2019 | 25.99% |
| April 30, 2019 | 25.99% |
| March 31, 2019 | 25.99% |
| February 28, 2019 | 25.99% |
| January 31, 2019 | 25.99% |
| December 31, 2018 | 25.99% |
| November 30, 2018 | 22.50% |
| October 31, 2018 | 22.50% |
| September 30, 2018 | 22.50% |
| August 31, 2018 | 22.50% |
| July 31, 2018 | 22.50% |
| June 30, 2018 | 22.50% |
| May 31, 2018 | 22.50% |
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
22.50%
Minimum
Jul 2017
45.82%
Maximum
Mar 2020
34.25%
Average
25.99%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.724 |
| Beta (5Y) | 1.183 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.99% |
| Historical Sharpe Ratio (5Y) | 0.2954 |
| Historical Sortino (5Y) | 0.3163 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.53% |