Artisan Partners Asset Management Inc (APAM)
41.82
+0.98
(+2.40%)
USD |
NYSE |
May 02, 14:07
Artisan Partners Asset Management Max Drawdown (5Y): 51.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 51.05% |
| March 31, 2024 | 51.05% |
| February 29, 2024 | 51.05% |
| January 31, 2024 | 51.05% |
| December 31, 2023 | 51.05% |
| November 30, 2023 | 51.05% |
| October 31, 2023 | 51.06% |
| September 30, 2023 | 54.46% |
| August 31, 2023 | 54.46% |
| July 31, 2023 | 54.46% |
| June 30, 2023 | 54.46% |
| May 31, 2023 | 54.46% |
| April 30, 2023 | 54.46% |
| March 31, 2023 | 54.46% |
| February 28, 2023 | 54.46% |
| January 31, 2023 | 54.46% |
| December 31, 2022 | 54.46% |
| November 30, 2022 | 54.46% |
| October 31, 2022 | 54.46% |
| September 30, 2022 | 54.46% |
| August 31, 2022 | 54.46% |
| July 31, 2022 | 54.46% |
| June 30, 2022 | 54.46% |
| May 31, 2022 | 54.46% |
| April 30, 2022 | 54.46% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.46% |
| February 28, 2022 | 54.46% |
| January 31, 2022 | 54.46% |
| December 31, 2021 | 54.46% |
| November 30, 2021 | 54.46% |
| October 31, 2021 | 54.46% |
| September 30, 2021 | 54.46% |
| August 31, 2021 | 57.14% |
| July 31, 2021 | 57.14% |
| June 30, 2021 | 57.14% |
| May 31, 2021 | 57.14% |
| April 30, 2021 | 57.14% |
| March 31, 2021 | 57.14% |
| February 28, 2021 | 57.14% |
| January 31, 2021 | 57.14% |
| December 31, 2020 | 57.14% |
| November 30, 2020 | 59.53% |
| October 31, 2020 | 59.53% |
| September 30, 2020 | 59.53% |
| August 31, 2020 | 59.53% |
| July 31, 2020 | 59.53% |
| June 30, 2020 | 59.53% |
| May 31, 2020 | 59.53% |
| April 30, 2020 | 59.53% |
| March 31, 2020 | 59.53% |
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
51.05%
Minimum
Nov 2023
59.53%
Maximum
May 2019
56.07%
Average
54.46%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| KKR & Co Inc | 47.92% |
| Affiliated Managers Group Inc | 79.57% |
| Virtus Investment Partners Inc | 58.70% |
| Diamond Hill Investment Group Inc | 57.66% |
| Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.294 |
| Beta (5Y) | 1.860 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.72% |
| Historical Sharpe Ratio (5Y) | 0.3886 |
| Historical Sortino (5Y) | 0.587 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.27% |