Acuitas US Microcap Institutional (AFMCX)
11.53
-0.03 (-0.26%)
USD |
Jun 30 2022
AFMCX Max Drawdown (5Y): 51.63% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 51.63% |
| May 31, 2022 | 51.63% |
| April 30, 2022 | 51.63% |
| March 31, 2022 | 51.63% |
| February 28, 2022 | 51.63% |
| January 31, 2022 | 51.63% |
| December 31, 2021 | 51.63% |
| November 30, 2021 | 51.63% |
| October 31, 2021 | 51.63% |
| September 30, 2021 | 51.63% |
| August 31, 2021 | 51.63% |
| July 31, 2021 | 51.63% |
| June 30, 2021 | 51.63% |
| May 31, 2021 | 51.63% |
| April 30, 2021 | 51.63% |
| March 31, 2021 | 51.63% |
| February 28, 2021 | 51.63% |
| January 31, 2021 | 51.63% |
| December 31, 2020 | 51.63% |
| November 30, 2020 | 51.63% |
| October 31, 2020 | 51.63% |
| September 30, 2020 | 51.63% |
| August 31, 2020 | 51.63% |
| July 31, 2020 | 51.63% |
| June 30, 2020 | 51.63% |
| Date | Value |
|---|---|
| May 31, 2020 | 51.63% |
| April 30, 2020 | 51.63% |
| March 31, 2020 | 51.63% |
| February 29, 2020 | 27.95% |
| January 31, 2020 | 27.95% |
| December 31, 2019 | 27.95% |
| November 30, 2019 | 27.95% |
| October 31, 2019 | 27.95% |
| September 30, 2019 | 27.95% |
| August 31, 2019 | 27.95% |
| July 31, 2019 | 27.95% |
| June 30, 2019 | 27.95% |
| May 31, 2019 | 27.95% |
| April 30, 2019 | 27.95% |
| March 31, 2019 | 27.95% |
| February 28, 2019 | 27.95% |
| January 31, 2019 | 27.95% |
| December 31, 2018 | 27.95% |
| November 30, 2018 | 19.92% |
| October 31, 2018 | 19.92% |
| September 30, 2018 | 19.92% |
| August 31, 2018 | 19.92% |
| July 31, 2018 | 19.92% |
| June 30, 2018 | 19.92% |
| May 31, 2018 | 19.92% |
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
19.92%
Minimum
Jul 2017
51.63%
Maximum
Mar 2020
36.73%
Average
27.95%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| RBC Enterprise I | 48.30% |
| American Beacon Zebra Small Cap Eq Y | 40.74% |
| SEI Small Cap Y (SIMT) | 43.76% |
| Cardinal Small Cap Value Institutional | 49.29% |
| Great Lakes Small Cap Opportunity Instl | 42.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.909 |
| Beta (5Y) | 1.219 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.98% |
| Historical Sharpe Ratio (5Y) | 0.2956 |
| Historical Sortino (5Y) | 0.3273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.55% |