TETON Westwood Mighty Mites I (WEIMX)
23.71
-0.05 (-0.21%)
USD |
Feb 03 2023
WEIMX Max Drawdown (5Y): 41.54% for Jan. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
January 31, 2023 | 41.54% |
December 31, 2022 | 41.54% |
November 30, 2022 | 41.54% |
October 31, 2022 | 41.54% |
September 30, 2022 | 41.54% |
August 31, 2022 | 41.54% |
July 31, 2022 | 41.54% |
June 30, 2022 | 41.54% |
May 31, 2022 | 41.54% |
April 30, 2022 | 41.54% |
March 31, 2022 | 41.54% |
February 28, 2022 | 41.54% |
January 31, 2022 | 41.54% |
December 31, 2021 | 41.54% |
November 30, 2021 | 41.54% |
October 31, 2021 | 41.54% |
September 30, 2021 | 41.54% |
August 31, 2021 | 41.54% |
July 31, 2021 | 41.54% |
June 30, 2021 | 41.54% |
May 31, 2021 | 41.54% |
April 30, 2021 | 41.54% |
March 31, 2021 | 41.54% |
February 28, 2021 | 41.54% |
January 31, 2021 | 41.54% |
Date | Value |
---|---|
December 31, 2020 | 41.54% |
November 30, 2020 | 41.54% |
October 31, 2020 | 41.54% |
September 30, 2020 | 41.54% |
August 31, 2020 | 41.54% |
July 31, 2020 | 41.54% |
June 30, 2020 | 41.54% |
May 31, 2020 | 41.54% |
April 30, 2020 | 41.54% |
March 31, 2020 | 41.54% |
February 29, 2020 | 21.45% |
January 31, 2020 | 21.45% |
December 31, 2019 | 21.45% |
November 30, 2019 | 21.45% |
October 31, 2019 | 21.45% |
September 30, 2019 | 21.45% |
August 31, 2019 | 21.45% |
July 31, 2019 | 21.45% |
June 30, 2019 | 21.45% |
May 31, 2019 | 21.45% |
April 30, 2019 | 21.45% |
March 31, 2019 | 21.45% |
February 28, 2019 | 21.45% |
January 31, 2019 | 21.45% |
December 31, 2018 | 21.45% |
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
18.32%
Minimum
Feb 2018
41.54%
Maximum
Mar 2020
32.65%
Average
41.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.259 |
Beta (5Y) | 1.021 |
Alpha (vs YCharts Benchmark) (5Y) | -1.169 |
Beta (vs YCharts Benchmark) (5Y) | 0.8685 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.25% |
Historical Sharpe Ratio (5Y) | 0.2428 |
Historical Sortino (5Y) | 0.2786 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.96% |