American Century Discplnd Cor Val R (AICRX)
29.95
-0.07 (-0.23%)
USD |
Jul 06 2022
AICRX Max Drawdown (5Y): 32.67% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2022 | 32.67% |
| May 31, 2022 | 32.67% |
| April 30, 2022 | 32.67% |
| March 31, 2022 | 32.67% |
| February 28, 2022 | 32.67% |
| January 31, 2022 | 32.67% |
| December 31, 2021 | 32.67% |
| November 30, 2021 | 32.67% |
| October 31, 2021 | 32.67% |
| September 30, 2021 | 32.67% |
| August 31, 2021 | 32.67% |
| July 31, 2021 | 32.67% |
| June 30, 2021 | 32.67% |
| May 31, 2021 | 32.67% |
| April 30, 2021 | 32.67% |
| March 31, 2021 | 32.67% |
| February 28, 2021 | 32.67% |
| January 31, 2021 | 32.67% |
| December 31, 2020 | 32.67% |
| November 30, 2020 | 32.67% |
| October 31, 2020 | 32.67% |
| September 30, 2020 | 32.67% |
| August 31, 2020 | 32.67% |
| July 31, 2020 | 32.67% |
| June 30, 2020 | 32.67% |
| Date | Value |
|---|---|
| May 31, 2020 | 32.67% |
| April 30, 2020 | 32.67% |
| March 31, 2020 | 32.67% |
| February 29, 2020 | 20.23% |
| January 31, 2020 | 20.23% |
| December 31, 2019 | 20.23% |
| November 30, 2019 | 20.23% |
| October 31, 2019 | 20.23% |
| September 30, 2019 | 20.23% |
| August 31, 2019 | 20.23% |
| July 31, 2019 | 20.23% |
| June 30, 2019 | 20.23% |
| May 31, 2019 | 20.23% |
| April 30, 2019 | 20.23% |
| March 31, 2019 | 20.23% |
| February 28, 2019 | 20.23% |
| January 31, 2019 | 20.23% |
| December 31, 2018 | 20.23% |
| November 30, 2018 | 16.50% |
| October 31, 2018 | 16.50% |
| September 30, 2018 | 16.50% |
| August 31, 2018 | 16.50% |
| July 31, 2018 | 16.50% |
| June 30, 2018 | 16.50% |
| May 31, 2018 | 16.50% |
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
16.50%
Minimum
Jul 2017
32.67%
Maximum
Mar 2020
24.98%
Average
20.23%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| MassMutual Diversified Value R5 | 38.69% |
| JHancock Disciplined Value R2 | 40.38% |
| MassMutual Fundamental Value R5 | 41.29% |
| Putnam Large Cap Value R5 | 36.04% |
| Lord Abbett Affiliated R3 | 39.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.400 |
| Beta (5Y) | 0.939 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.05% |
| Historical Sharpe Ratio (5Y) | 0.5117 |
| Historical Sortino (5Y) | 0.5391 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.34% |