Natixis Vaughan Nelson Mid Cap N (VNVNX)
20.54
+0.42 (+2.09%)
USD |
May 17 2022
VNVNX Max Drawdown (5Y): 42.78% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 42.78% |
March 31, 2022 | 42.78% |
February 28, 2022 | 42.78% |
January 31, 2022 | 42.78% |
December 31, 2021 | 42.78% |
November 30, 2021 | 42.78% |
October 31, 2021 | 42.78% |
September 30, 2021 | 42.78% |
August 31, 2021 | 42.78% |
July 31, 2021 | 42.78% |
June 30, 2021 | 42.78% |
May 31, 2021 | 42.78% |
April 30, 2021 | 42.78% |
March 31, 2021 | 42.78% |
February 28, 2021 | 42.78% |
January 31, 2021 | 42.78% |
December 31, 2020 | 42.78% |
November 30, 2020 | 42.78% |
October 31, 2020 | 42.78% |
September 30, 2020 | 42.78% |
August 31, 2020 | 42.78% |
July 31, 2020 | 42.78% |
June 30, 2020 | 42.78% |
May 31, 2020 | 42.78% |
April 30, 2020 | 42.78% |
Date | Value |
---|---|
March 31, 2020 | 42.78% |
February 29, 2020 | 27.37% |
January 31, 2020 | 27.37% |
December 31, 2019 | 27.37% |
November 30, 2019 | 27.37% |
October 31, 2019 | 27.37% |
September 30, 2019 | 27.37% |
August 31, 2019 | 27.37% |
July 31, 2019 | 27.37% |
June 30, 2019 | 27.37% |
May 31, 2019 | 27.37% |
April 30, 2019 | 27.37% |
March 31, 2019 | 27.37% |
February 28, 2019 | 27.37% |
January 31, 2019 | 27.37% |
December 31, 2018 | 27.37% |
November 30, 2018 | 27.37% |
October 31, 2018 | 27.37% |
September 30, 2018 | 27.37% |
August 31, 2018 | 27.37% |
July 31, 2018 | 27.37% |
June 30, 2018 | 27.37% |
May 31, 2018 | 27.37% |
April 30, 2018 | 27.37% |
March 31, 2018 | 27.37% |
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
27.37%
Minimum
May 2017
42.78%
Maximum
Mar 2020
34.05%
Average
27.37%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Acclivity Mid Cap Multi-Style N | -- |
Janus Henderson Contrarian N | 40.21% |
Saratoga Mid Capitalization C | 42.87% |
Invesco Main Street Mid Cap R6 | 41.15% |
ClearBridge Mid Cap R | 39.89% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.377 |
Beta (5Y) | 1.073 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.76% |
Historical Sharpe Ratio (5Y) | 0.4454 |
Historical Sortino (5Y) | 0.4221 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.96% |