American Century Equity Income R (AEURX)
9.54
+0.09 (+0.95%)
USD |
Aug 12 2022
AEURX Max Drawdown (5Y): 32.92% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 32.92% |
| June 30, 2022 | 32.92% |
| May 31, 2022 | 32.92% |
| April 30, 2022 | 32.92% |
| March 31, 2022 | 32.92% |
| February 28, 2022 | 32.92% |
| January 31, 2022 | 32.92% |
| December 31, 2021 | 32.92% |
| November 30, 2021 | 32.92% |
| October 31, 2021 | 32.92% |
| September 30, 2021 | 32.92% |
| August 31, 2021 | 32.92% |
| July 31, 2021 | 32.92% |
| June 30, 2021 | 32.92% |
| May 31, 2021 | 32.92% |
| April 30, 2021 | 32.92% |
| March 31, 2021 | 32.92% |
| February 28, 2021 | 32.92% |
| January 31, 2021 | 32.92% |
| December 31, 2020 | 32.92% |
| November 30, 2020 | 32.92% |
| October 31, 2020 | 32.92% |
| September 30, 2020 | 32.92% |
| August 31, 2020 | 32.92% |
| July 31, 2020 | 32.92% |
| Date | Value |
|---|---|
| June 30, 2020 | 32.92% |
| May 31, 2020 | 32.92% |
| April 30, 2020 | 32.92% |
| March 31, 2020 | 32.92% |
| February 29, 2020 | 13.20% |
| January 31, 2020 | 13.20% |
| December 31, 2019 | 13.20% |
| November 30, 2019 | 13.20% |
| October 31, 2019 | 13.20% |
| September 30, 2019 | 13.20% |
| August 31, 2019 | 13.20% |
| July 31, 2019 | 13.20% |
| June 30, 2019 | 13.20% |
| May 31, 2019 | 13.20% |
| April 30, 2019 | 13.20% |
| March 31, 2019 | 13.20% |
| February 28, 2019 | 13.20% |
| January 31, 2019 | 13.20% |
| December 31, 2018 | 13.20% |
| November 30, 2018 | 9.51% |
| October 31, 2018 | 9.51% |
| September 30, 2018 | 9.51% |
| August 31, 2018 | 9.51% |
| July 31, 2018 | 9.51% |
| June 30, 2018 | 9.51% |
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
9.51%
Minimum
Aug 2017
32.92%
Maximum
Mar 2020
21.75%
Average
13.20%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MFS Equity Income R6 | 36.63% |
| Columbia Dividend Opportunity R | 34.79% |
| Virtus NFJ Dividend Value R6 | 39.23% |
| Voya US High Dividend Low Volatility R6 | 36.01% |
| Principal Equity Income R4 | 37.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.710 |
| Beta (5Y) | 0.7298 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 14.93% |
| Historical Sharpe Ratio (5Y) | 0.4607 |
| Historical Sortino (5Y) | 0.4296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.48% |