Natixis Vaughan Nelson Mid Cap A (VNVAX)
18.96
-0.08 (-0.42%)
USD |
Jun 30 2022
VNVAX Max Drawdown (5Y): 42.83% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 42.83% |
May 31, 2022 | 42.83% |
April 30, 2022 | 42.83% |
March 31, 2022 | 42.83% |
February 28, 2022 | 42.83% |
January 31, 2022 | 42.83% |
December 31, 2021 | 42.83% |
November 30, 2021 | 42.83% |
October 31, 2021 | 42.83% |
September 30, 2021 | 42.83% |
August 31, 2021 | 42.83% |
July 31, 2021 | 42.83% |
June 30, 2021 | 42.83% |
May 31, 2021 | 42.83% |
April 30, 2021 | 42.83% |
March 31, 2021 | 42.83% |
February 28, 2021 | 42.83% |
January 31, 2021 | 42.83% |
December 31, 2020 | 42.83% |
November 30, 2020 | 42.83% |
October 31, 2020 | 42.83% |
September 30, 2020 | 42.83% |
August 31, 2020 | 42.83% |
July 31, 2020 | 42.83% |
June 30, 2020 | 42.83% |
Date | Value |
---|---|
May 31, 2020 | 42.83% |
April 30, 2020 | 42.83% |
March 31, 2020 | 42.83% |
February 29, 2020 | 27.55% |
January 31, 2020 | 27.55% |
December 31, 2019 | 27.55% |
November 30, 2019 | 27.55% |
October 31, 2019 | 27.55% |
September 30, 2019 | 27.55% |
August 31, 2019 | 27.55% |
July 31, 2019 | 27.55% |
June 30, 2019 | 27.55% |
May 31, 2019 | 27.55% |
April 30, 2019 | 27.55% |
March 31, 2019 | 27.55% |
February 28, 2019 | 27.55% |
January 31, 2019 | 27.55% |
December 31, 2018 | 27.55% |
November 30, 2018 | 27.55% |
October 31, 2018 | 27.55% |
September 30, 2018 | 27.55% |
August 31, 2018 | 27.55% |
July 31, 2018 | 27.55% |
June 30, 2018 | 27.55% |
May 31, 2018 | 27.55% |
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
27.55%
Minimum
Jul 2017
42.83%
Maximum
Mar 2020
34.68%
Average
27.55%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Saratoga Mid Capitalization A | 42.83% |
Aquila Opportunity Growth A | 40.44% |
Carillon Scout Mid Cap A | 36.89% |
Hartford Schroders US MidCap Opps A | 40.75% |
Principal Edge MidCap A | 41.20% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.630 |
Beta (5Y) | 1.067 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.14% |
Historical Sharpe Ratio (5Y) | 0.3542 |
Historical Sortino (5Y) | 0.3456 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.16% |