Alger Small Cap Growth Institutional I (ALSRX)
16.51
+0.19 (+1.16%)
USD |
Aug 08 2022
ALSRX Max Drawdown (5Y): 50.54% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 50.54% |
| June 30, 2022 | 50.54% |
| May 31, 2022 | 49.61% |
| April 30, 2022 | 40.93% |
| March 31, 2022 | 38.94% |
| February 28, 2022 | 35.06% |
| January 31, 2022 | 34.92% |
| December 31, 2021 | 31.57% |
| November 30, 2021 | 31.57% |
| October 31, 2021 | 31.57% |
| September 30, 2021 | 31.57% |
| August 31, 2021 | 31.57% |
| July 31, 2021 | 31.57% |
| June 30, 2021 | 31.57% |
| May 31, 2021 | 31.57% |
| April 30, 2021 | 31.57% |
| March 31, 2021 | 31.57% |
| February 28, 2021 | 31.57% |
| January 31, 2021 | 31.57% |
| December 31, 2020 | 31.57% |
| November 30, 2020 | 31.57% |
| October 31, 2020 | 31.57% |
| September 30, 2020 | 31.57% |
| August 31, 2020 | 31.57% |
| July 31, 2020 | 31.57% |
| Date | Value |
|---|---|
| June 30, 2020 | 31.57% |
| May 31, 2020 | 31.57% |
| April 30, 2020 | 31.57% |
| March 31, 2020 | 31.57% |
| February 29, 2020 | 30.65% |
| January 31, 2020 | 30.65% |
| December 31, 2019 | 30.65% |
| November 30, 2019 | 30.65% |
| October 31, 2019 | 30.65% |
| September 30, 2019 | 30.65% |
| August 31, 2019 | 30.65% |
| July 31, 2019 | 30.65% |
| June 30, 2019 | 30.65% |
| May 31, 2019 | 30.65% |
| April 30, 2019 | 30.65% |
| March 31, 2019 | 30.65% |
| February 28, 2019 | 30.65% |
| January 31, 2019 | 30.65% |
| December 31, 2018 | 30.65% |
| November 30, 2018 | 30.65% |
| October 31, 2018 | 30.65% |
| September 30, 2018 | 30.65% |
| August 31, 2018 | 30.65% |
| July 31, 2018 | 30.65% |
| June 30, 2018 | 30.65% |
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
30.65%
Minimum
Aug 2017
50.54%
Maximum
Jun 2022
32.42%
Average
30.65%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Alger Small Cap Growth Z | 49.95% |
| Alger Small Cap Growth I-2 | 51.35% |
| Columbia Small Cap Growth Inst2 | 52.60% |
| Alger Small Cap Focus Z | 56.72% |
| Goldman Sachs Small Cap Gr Insghts Instl | 43.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.736 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.51% |
| Historical Sharpe Ratio (5Y) | 0.4367 |
| Historical Sortino (5Y) | 0.6121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.96% |