Artisan Partners Asset Management Inc (APAM)
47.46
+0.60
(+1.28%)
USD |
NYSE |
Nov 21, 16:00
47.45
-0.01
(-0.02%)
After-Hours: 20:00
Artisan Partners Asset Management Max Drawdown (5Y): 51.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.05% |
| September 30, 2024 | 51.05% |
| August 31, 2024 | 51.05% |
| July 31, 2024 | 51.05% |
| June 30, 2024 | 51.05% |
| May 31, 2024 | 51.05% |
| April 30, 2024 | 51.05% |
| March 31, 2024 | 51.05% |
| February 29, 2024 | 51.05% |
| January 31, 2024 | 51.05% |
| December 31, 2023 | 53.16% |
| November 30, 2023 | 56.41% |
| October 31, 2023 | 56.41% |
| September 30, 2023 | 56.41% |
| August 31, 2023 | 56.41% |
| July 31, 2023 | 56.41% |
| June 30, 2023 | 56.41% |
| May 31, 2023 | 56.41% |
| April 30, 2023 | 56.41% |
| March 31, 2023 | 56.41% |
| February 28, 2023 | 56.41% |
| January 31, 2023 | 56.41% |
| December 31, 2022 | 56.41% |
| November 30, 2022 | 56.41% |
| October 31, 2022 | 56.41% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.41% |
| August 31, 2022 | 56.41% |
| July 31, 2022 | 56.41% |
| June 30, 2022 | 56.41% |
| May 31, 2022 | 56.41% |
| April 30, 2022 | 56.41% |
| March 31, 2022 | 56.41% |
| February 28, 2022 | 56.41% |
| January 31, 2022 | 56.41% |
| December 31, 2021 | 56.41% |
| November 30, 2021 | 56.41% |
| October 31, 2021 | 57.14% |
| September 30, 2021 | 57.14% |
| 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 | 59.53% |
| December 31, 2020 | 59.53% |
| November 30, 2020 | 59.53% |
| October 31, 2020 | 59.53% |
| September 30, 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
Jan 2024
59.53%
Maximum
Nov 2019
56.35%
Average
56.41%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Diamond Hill Investment Group Inc | 57.66% |
| Oaktree Specialty Lending Corp | 57.20% |
| MidCap Financial Investment Corp | 67.60% |
| Gladstone Investment Corp | 56.30% |
| Golub Capital BDC Inc | 47.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.817 |
| Beta (5Y) | 1.799 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.28% |
| Historical Sharpe Ratio (5Y) | 0.443 |
| Historical Sortino (5Y) | 0.6653 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.27% |