MainStay CBRE Real Estate R6 (VREQX)
10.83
-0.22 (-1.99%)
USD |
Feb 03 2023
VREQX Max Drawdown (5Y): 45.19% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 45.19% |
December 31, 2022 | 45.19% |
November 30, 2022 | 45.19% |
October 31, 2022 | 45.19% |
September 30, 2022 | 45.19% |
August 31, 2022 | 45.19% |
July 31, 2022 | 45.19% |
June 30, 2022 | 45.19% |
May 31, 2022 | 45.19% |
April 30, 2022 | 45.19% |
March 31, 2022 | 45.19% |
February 28, 2022 | 45.19% |
January 31, 2022 | 45.19% |
December 31, 2021 | 45.19% |
November 30, 2021 | 45.19% |
October 31, 2021 | 45.19% |
September 30, 2021 | 45.19% |
August 31, 2021 | 45.19% |
July 31, 2021 | 45.19% |
June 30, 2021 | 45.19% |
May 31, 2021 | 45.19% |
April 30, 2021 | 45.19% |
March 31, 2021 | 45.19% |
February 28, 2021 | 45.19% |
January 31, 2021 | 45.19% |
Date | Value |
---|---|
December 31, 2020 | 45.19% |
November 30, 2020 | 45.19% |
October 31, 2020 | 45.19% |
September 30, 2020 | 45.19% |
August 31, 2020 | 45.19% |
July 31, 2020 | 45.19% |
June 30, 2020 | 45.19% |
May 31, 2020 | 45.19% |
April 30, 2020 | 45.19% |
March 31, 2020 | 45.19% |
February 29, 2020 | 17.13% |
January 31, 2020 | 17.13% |
December 31, 2019 | 17.13% |
November 30, 2019 | 17.13% |
October 31, 2019 | 17.13% |
September 30, 2019 | 17.13% |
August 31, 2019 | 17.13% |
July 31, 2019 | 17.13% |
June 30, 2019 | 17.13% |
May 31, 2019 | 17.13% |
April 30, 2019 | 17.13% |
March 31, 2019 | 17.13% |
February 28, 2019 | 17.13% |
January 31, 2019 | 17.13% |
December 31, 2018 | 17.13% |
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
17.13%
Minimum
Jun 2018
45.19%
Maximum
Mar 2020
33.53%
Average
45.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.915 |
Beta (5Y) | 0.9691 |
Alpha (vs YCharts Benchmark) (5Y) | 0.3173 |
Beta (vs YCharts Benchmark) (5Y) | 1.041 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.65% |
Historical Sharpe Ratio (5Y) | 0.3549 |
Historical Sortino (5Y) | 0.3526 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.58% |