AB Discovery Value C (ABCSX)
17.49
+0.63 (+3.74%)
USD |
Jun 24 2022
ABCSX Max Drawdown (5Y): 49.61% for May 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2022 | 49.61% |
| April 30, 2022 | 49.61% |
| March 31, 2022 | 49.61% |
| February 28, 2022 | 49.61% |
| January 31, 2022 | 49.61% |
| December 31, 2021 | 49.61% |
| November 30, 2021 | 49.61% |
| October 31, 2021 | 49.61% |
| September 30, 2021 | 49.61% |
| August 31, 2021 | 49.61% |
| July 31, 2021 | 49.61% |
| June 30, 2021 | 49.61% |
| May 31, 2021 | 49.61% |
| April 30, 2021 | 49.61% |
| March 31, 2021 | 49.61% |
| February 28, 2021 | 49.61% |
| January 31, 2021 | 49.61% |
| December 31, 2020 | 49.61% |
| November 30, 2020 | 49.61% |
| October 31, 2020 | 49.61% |
| September 30, 2020 | 49.61% |
| August 31, 2020 | 49.61% |
| July 31, 2020 | 49.61% |
| June 30, 2020 | 49.61% |
| May 31, 2020 | 49.61% |
| Date | Value |
|---|---|
| April 30, 2020 | 49.61% |
| March 31, 2020 | 49.61% |
| February 29, 2020 | 24.61% |
| January 31, 2020 | 24.61% |
| December 31, 2019 | 24.61% |
| November 30, 2019 | 24.61% |
| October 31, 2019 | 24.61% |
| September 30, 2019 | 24.61% |
| August 31, 2019 | 24.61% |
| July 31, 2019 | 24.61% |
| June 30, 2019 | 24.61% |
| May 31, 2019 | 24.61% |
| April 30, 2019 | 24.61% |
| March 31, 2019 | 24.61% |
| February 28, 2019 | 24.61% |
| January 31, 2019 | 24.61% |
| December 31, 2018 | 24.61% |
| November 30, 2018 | 22.33% |
| October 31, 2018 | 22.33% |
| September 30, 2018 | 22.33% |
| August 31, 2018 | 22.33% |
| July 31, 2018 | 22.33% |
| June 30, 2018 | 22.33% |
| May 31, 2018 | 22.33% |
| April 30, 2018 | 22.33% |
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
22.33%
Minimum
Jun 2017
49.61%
Maximum
Mar 2020
35.18%
Average
24.61%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.630 |
| Beta (5Y) | 1.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.64% |
| Historical Sharpe Ratio (5Y) | 0.3435 |
| Historical Sortino (5Y) | 0.3635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.59% |