American Century Small Cap Value A (ACSCX)
9.50
+0.18 (+1.93%)
USD |
May 13 2022
ACSCX Max Drawdown (5Y): 43.54% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 43.54% |
| March 31, 2022 | 43.54% |
| February 28, 2022 | 43.54% |
| January 31, 2022 | 43.54% |
| December 31, 2021 | 43.54% |
| November 30, 2021 | 43.54% |
| October 31, 2021 | 43.54% |
| September 30, 2021 | 43.54% |
| August 31, 2021 | 43.54% |
| July 31, 2021 | 43.54% |
| June 30, 2021 | 43.54% |
| May 31, 2021 | 43.54% |
| April 30, 2021 | 43.54% |
| March 31, 2021 | 43.54% |
| February 28, 2021 | 43.54% |
| January 31, 2021 | 43.54% |
| December 31, 2020 | 43.54% |
| November 30, 2020 | 43.54% |
| October 31, 2020 | 43.54% |
| September 30, 2020 | 43.54% |
| August 31, 2020 | 43.54% |
| July 31, 2020 | 43.54% |
| June 30, 2020 | 43.54% |
| May 31, 2020 | 43.54% |
| April 30, 2020 | 43.54% |
| Date | Value |
|---|---|
| March 31, 2020 | 43.54% |
| February 29, 2020 | 27.16% |
| January 31, 2020 | 27.16% |
| December 31, 2019 | 27.16% |
| November 30, 2019 | 27.16% |
| October 31, 2019 | 27.16% |
| September 30, 2019 | 27.16% |
| August 31, 2019 | 27.16% |
| July 31, 2019 | 27.16% |
| June 30, 2019 | 27.16% |
| May 31, 2019 | 27.16% |
| April 30, 2019 | 27.16% |
| March 31, 2019 | 27.16% |
| February 28, 2019 | 27.16% |
| January 31, 2019 | 27.16% |
| December 31, 2018 | 27.16% |
| November 30, 2018 | 23.49% |
| October 31, 2018 | 23.49% |
| September 30, 2018 | 23.49% |
| August 31, 2018 | 23.49% |
| July 31, 2018 | 23.49% |
| June 30, 2018 | 23.49% |
| May 31, 2018 | 23.49% |
| April 30, 2018 | 23.49% |
| March 31, 2018 | 23.49% |
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
23.49%
Minimum
May 2017
43.54%
Maximum
Mar 2020
33.10%
Average
27.16%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Nationwide Amer Cntry Sm Cp Inc A | 51.42% |
| Keeley Small Cap Dividend Value A | 49.11% |
| Victory Sycamore Small Company Opp A | 39.70% |
| Columbia Small Cap Value I A | 48.42% |
| Victory RS Partners A | 42.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.845 |
| Beta (5Y) | 1.195 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.78% |
| Historical Sharpe Ratio (5Y) | 0.4524 |
| Historical Sortino (5Y) | 0.518 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.27% |