American Beacon Mid-Cap Value C (AMCCX)
16.17
-0.01 (-0.06%)
USD |
May 16 2022
AMCCX Max Drawdown (5Y): 52.90% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 52.90% |
| March 31, 2022 | 52.90% |
| February 28, 2022 | 52.90% |
| January 31, 2022 | 52.90% |
| December 31, 2021 | 52.90% |
| November 30, 2021 | 52.90% |
| October 31, 2021 | 52.90% |
| September 30, 2021 | 52.90% |
| August 31, 2021 | 52.90% |
| July 31, 2021 | 52.90% |
| June 30, 2021 | 52.90% |
| May 31, 2021 | 52.90% |
| April 30, 2021 | 52.90% |
| March 31, 2021 | 52.90% |
| February 28, 2021 | 52.90% |
| January 31, 2021 | 52.90% |
| December 31, 2020 | 52.90% |
| November 30, 2020 | 52.90% |
| October 31, 2020 | 52.90% |
| September 30, 2020 | 52.90% |
| August 31, 2020 | 52.90% |
| July 31, 2020 | 52.90% |
| June 30, 2020 | 52.90% |
| May 31, 2020 | 52.90% |
| April 30, 2020 | 52.90% |
| Date | Value |
|---|---|
| March 31, 2020 | 52.90% |
| February 29, 2020 | 28.96% |
| January 31, 2020 | 28.96% |
| December 31, 2019 | 28.96% |
| November 30, 2019 | 28.96% |
| October 31, 2019 | 28.96% |
| September 30, 2019 | 28.96% |
| August 31, 2019 | 28.96% |
| July 31, 2019 | 28.96% |
| June 30, 2019 | 28.96% |
| May 31, 2019 | 28.96% |
| April 30, 2019 | 28.96% |
| March 31, 2019 | 28.96% |
| February 28, 2019 | 28.96% |
| January 31, 2019 | 28.96% |
| December 31, 2018 | 28.96% |
| November 30, 2018 | 23.85% |
| October 31, 2018 | 23.85% |
| September 30, 2018 | 23.85% |
| August 31, 2018 | 23.85% |
| July 31, 2018 | 23.85% |
| June 30, 2018 | 23.85% |
| May 31, 2018 | 23.85% |
| April 30, 2018 | 23.85% |
| March 31, 2018 | 23.85% |
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
23.85%
Minimum
May 2017
52.90%
Maximum
Mar 2020
37.71%
Average
28.96%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
| Victory Integrity Mid-Cap Value C | 45.48% |
| Invesco Value Opportunities C | 52.39% |
| Touchstone Mid Cap Value C | 41.95% |
| Pioneer Mid Cap Value C | 43.31% |
| Hartford MidCap Value C | 44.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.23 |
| Beta (5Y) | 1.274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.61% |
| Historical Sharpe Ratio (5Y) | 0.314 |
| Historical Sortino (5Y) | 0.3046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.08% |