Natixis Vaughan Nelson Mid Cap Y (VNVYX)
19.67
+0.55 (+2.88%)
USD |
Jun 24 2022
VNVYX Max Drawdown (5Y): 42.81% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 42.81% |
| April 30, 2022 | 42.81% |
| March 31, 2022 | 42.81% |
| February 28, 2022 | 42.81% |
| January 31, 2022 | 42.81% |
| December 31, 2021 | 42.81% |
| November 30, 2021 | 42.81% |
| October 31, 2021 | 42.81% |
| September 30, 2021 | 42.81% |
| August 31, 2021 | 42.81% |
| July 31, 2021 | 42.81% |
| June 30, 2021 | 42.81% |
| May 31, 2021 | 42.81% |
| April 30, 2021 | 42.81% |
| March 31, 2021 | 42.81% |
| February 28, 2021 | 42.81% |
| January 31, 2021 | 42.81% |
| December 31, 2020 | 42.81% |
| November 30, 2020 | 42.81% |
| October 31, 2020 | 42.81% |
| September 30, 2020 | 42.81% |
| August 31, 2020 | 42.81% |
| July 31, 2020 | 42.81% |
| June 30, 2020 | 42.81% |
| May 31, 2020 | 42.81% |
| Date | Value |
|---|---|
| April 30, 2020 | 42.81% |
| March 31, 2020 | 42.81% |
| February 29, 2020 | 27.44% |
| January 31, 2020 | 27.44% |
| December 31, 2019 | 27.44% |
| November 30, 2019 | 27.44% |
| October 31, 2019 | 27.44% |
| September 30, 2019 | 27.44% |
| August 31, 2019 | 27.44% |
| July 31, 2019 | 27.44% |
| June 30, 2019 | 27.44% |
| May 31, 2019 | 27.44% |
| April 30, 2019 | 27.44% |
| March 31, 2019 | 27.44% |
| February 28, 2019 | 27.44% |
| January 31, 2019 | 27.44% |
| December 31, 2018 | 27.44% |
| November 30, 2018 | 27.44% |
| October 31, 2018 | 27.44% |
| September 30, 2018 | 27.44% |
| August 31, 2018 | 27.44% |
| July 31, 2018 | 27.44% |
| June 30, 2018 | 27.44% |
| May 31, 2018 | 27.44% |
| April 30, 2018 | 27.44% |
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
27.44%
Minimum
Jun 2017
42.81%
Maximum
Mar 2020
34.36%
Average
27.44%
Median
Jun 2017
Max Drawdown (5Y) Benchmarks
| Saratoga Mid Capitalization I | 42.77% |
| Goldman Sachs Mid Cap Value Instl | 42.57% |
| Invesco Main Street Mid Cap Y | 41.16% |
| ClearBridge Mid Cap I | 39.87% |
| JPMorgan SMID Cap Equity I | 41.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.342 |
| Beta (5Y) | 1.069 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.98% |
| Historical Sharpe Ratio (5Y) | 0.4749 |
| Historical Sortino (5Y) | 0.4617 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.58% |