American Beacon Small Cp Val Adv (AASSX)
23.25
-0.30 (-1.27%)
USD |
Jun 28 2022
AASSX Max Drawdown (5Y): 50.03% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2022 | 50.03% |
April 30, 2022 | 50.03% |
March 31, 2022 | 50.03% |
February 28, 2022 | 50.03% |
January 31, 2022 | 50.03% |
December 31, 2021 | 50.03% |
November 30, 2021 | 50.03% |
October 31, 2021 | 50.03% |
September 30, 2021 | 50.03% |
August 31, 2021 | 50.03% |
July 31, 2021 | 50.03% |
June 30, 2021 | 50.03% |
May 31, 2021 | 50.03% |
April 30, 2021 | 50.03% |
March 31, 2021 | 50.03% |
February 28, 2021 | 50.03% |
January 31, 2021 | 50.03% |
December 31, 2020 | 50.03% |
November 30, 2020 | 50.03% |
October 31, 2020 | 50.03% |
September 30, 2020 | 50.03% |
August 31, 2020 | 50.03% |
July 31, 2020 | 50.03% |
June 30, 2020 | 50.03% |
May 31, 2020 | 50.03% |
Date | Value |
---|---|
April 30, 2020 | 50.03% |
March 31, 2020 | 50.03% |
February 29, 2020 | 27.36% |
January 31, 2020 | 27.36% |
December 31, 2019 | 27.36% |
November 30, 2019 | 27.36% |
October 31, 2019 | 27.36% |
September 30, 2019 | 27.36% |
August 31, 2019 | 27.36% |
July 31, 2019 | 27.36% |
June 30, 2019 | 27.36% |
May 31, 2019 | 27.36% |
April 30, 2019 | 27.36% |
March 31, 2019 | 27.36% |
February 28, 2019 | 27.36% |
January 31, 2019 | 27.36% |
December 31, 2018 | 27.36% |
November 30, 2018 | 22.28% |
October 31, 2018 | 22.28% |
September 30, 2018 | 22.28% |
August 31, 2018 | 22.28% |
July 31, 2018 | 22.28% |
June 30, 2018 | 22.28% |
May 31, 2018 | 22.28% |
April 30, 2018 | 22.28% |
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
22.28%
Minimum
Jun 2017
50.03%
Maximum
Mar 2020
36.04%
Average
27.36%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Columbia Small Cap Value I Adv | 48.20% |
VY® Columbia Small Cap Value II A | 49.36% |
James Micro Cap | 47.07% |
Pacific Funds Small-Cap Value Advisor | 48.05% |
FPA Queens Road Small Cap Value Advisor | 32.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.806 |
Beta (5Y) | 1.236 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.12% |
Historical Sharpe Ratio (5Y) | 0.3708 |
Historical Sortino (5Y) | 0.4021 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.45% |